CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5863 |
1.5891 |
0.0028 |
0.2% |
1.5903 |
| High |
1.5900 |
1.5922 |
0.0022 |
0.1% |
1.5913 |
| Low |
1.5834 |
1.5880 |
0.0046 |
0.3% |
1.5822 |
| Close |
1.5880 |
1.5901 |
0.0021 |
0.1% |
1.5880 |
| Range |
0.0066 |
0.0042 |
-0.0024 |
-36.4% |
0.0091 |
| ATR |
0.0078 |
0.0075 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
95,161 |
73,103 |
-22,058 |
-23.2% |
451,765 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6027 |
1.6006 |
1.5924 |
|
| R3 |
1.5985 |
1.5964 |
1.5913 |
|
| R2 |
1.5943 |
1.5943 |
1.5909 |
|
| R1 |
1.5922 |
1.5922 |
1.5905 |
1.5933 |
| PP |
1.5901 |
1.5901 |
1.5901 |
1.5906 |
| S1 |
1.5880 |
1.5880 |
1.5897 |
1.5891 |
| S2 |
1.5859 |
1.5859 |
1.5893 |
|
| S3 |
1.5817 |
1.5838 |
1.5889 |
|
| S4 |
1.5775 |
1.5796 |
1.5878 |
|
|
| 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 |
1.5922 |
1.5822 |
0.0100 |
0.6% |
0.0057 |
0.4% |
79% |
True |
False |
93,176 |
| 10 |
1.6041 |
1.5822 |
0.0219 |
1.4% |
0.0068 |
0.4% |
36% |
False |
False |
93,089 |
| 20 |
1.6173 |
1.5822 |
0.0351 |
2.2% |
0.0079 |
0.5% |
23% |
False |
False |
92,760 |
| 40 |
1.6269 |
1.5822 |
0.0447 |
2.8% |
0.0082 |
0.5% |
18% |
False |
False |
95,773 |
| 60 |
1.6304 |
1.5747 |
0.0557 |
3.5% |
0.0081 |
0.5% |
28% |
False |
False |
79,099 |
| 80 |
1.6304 |
1.5490 |
0.0814 |
5.1% |
0.0079 |
0.5% |
50% |
False |
False |
59,359 |
| 100 |
1.6304 |
1.5401 |
0.0903 |
5.7% |
0.0082 |
0.5% |
55% |
False |
False |
47,501 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.1% |
0.0078 |
0.5% |
58% |
False |
False |
39,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6101 |
|
2.618 |
1.6032 |
|
1.618 |
1.5990 |
|
1.000 |
1.5964 |
|
0.618 |
1.5948 |
|
HIGH |
1.5922 |
|
0.618 |
1.5906 |
|
0.500 |
1.5901 |
|
0.382 |
1.5896 |
|
LOW |
1.5880 |
|
0.618 |
1.5854 |
|
1.000 |
1.5838 |
|
1.618 |
1.5812 |
|
2.618 |
1.5770 |
|
4.250 |
1.5702 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5901 |
1.5891 |
| PP |
1.5901 |
1.5882 |
| S1 |
1.5901 |
1.5872 |
|