CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5845 |
1.5863 |
0.0018 |
0.1% |
1.5903 |
| High |
1.5878 |
1.5900 |
0.0022 |
0.1% |
1.5913 |
| Low |
1.5822 |
1.5834 |
0.0012 |
0.1% |
1.5822 |
| Close |
1.5849 |
1.5880 |
0.0031 |
0.2% |
1.5880 |
| Range |
0.0056 |
0.0066 |
0.0010 |
17.9% |
0.0091 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
100,003 |
95,161 |
-4,842 |
-4.8% |
451,765 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6069 |
1.6041 |
1.5916 |
|
| R3 |
1.6003 |
1.5975 |
1.5898 |
|
| R2 |
1.5937 |
1.5937 |
1.5892 |
|
| R1 |
1.5909 |
1.5909 |
1.5886 |
1.5923 |
| PP |
1.5871 |
1.5871 |
1.5871 |
1.5879 |
| S1 |
1.5843 |
1.5843 |
1.5874 |
1.5857 |
| S2 |
1.5805 |
1.5805 |
1.5868 |
|
| S3 |
1.5739 |
1.5777 |
1.5862 |
|
| S4 |
1.5673 |
1.5711 |
1.5844 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6145 |
1.6103 |
1.5930 |
|
| R3 |
1.6054 |
1.6012 |
1.5905 |
|
| R2 |
1.5963 |
1.5963 |
1.5897 |
|
| R1 |
1.5921 |
1.5921 |
1.5888 |
1.5897 |
| PP |
1.5872 |
1.5872 |
1.5872 |
1.5859 |
| S1 |
1.5830 |
1.5830 |
1.5872 |
1.5806 |
| S2 |
1.5781 |
1.5781 |
1.5863 |
|
| S3 |
1.5690 |
1.5739 |
1.5855 |
|
| S4 |
1.5599 |
1.5648 |
1.5830 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5913 |
1.5822 |
0.0091 |
0.6% |
0.0059 |
0.4% |
64% |
False |
False |
90,353 |
| 10 |
1.6041 |
1.5822 |
0.0219 |
1.4% |
0.0072 |
0.5% |
26% |
False |
False |
95,310 |
| 20 |
1.6173 |
1.5822 |
0.0351 |
2.2% |
0.0080 |
0.5% |
17% |
False |
False |
92,900 |
| 40 |
1.6269 |
1.5822 |
0.0447 |
2.8% |
0.0083 |
0.5% |
13% |
False |
False |
95,893 |
| 60 |
1.6304 |
1.5747 |
0.0557 |
3.5% |
0.0082 |
0.5% |
24% |
False |
False |
77,902 |
| 80 |
1.6304 |
1.5490 |
0.0814 |
5.1% |
0.0080 |
0.5% |
48% |
False |
False |
58,446 |
| 100 |
1.6304 |
1.5401 |
0.0903 |
5.7% |
0.0082 |
0.5% |
53% |
False |
False |
46,770 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.1% |
0.0078 |
0.5% |
56% |
False |
False |
38,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6181 |
|
2.618 |
1.6073 |
|
1.618 |
1.6007 |
|
1.000 |
1.5966 |
|
0.618 |
1.5941 |
|
HIGH |
1.5900 |
|
0.618 |
1.5875 |
|
0.500 |
1.5867 |
|
0.382 |
1.5859 |
|
LOW |
1.5834 |
|
0.618 |
1.5793 |
|
1.000 |
1.5768 |
|
1.618 |
1.5727 |
|
2.618 |
1.5661 |
|
4.250 |
1.5554 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5876 |
1.5874 |
| PP |
1.5871 |
1.5867 |
| S1 |
1.5867 |
1.5861 |
|