CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5891 |
1.5906 |
0.0015 |
0.1% |
1.5903 |
| High |
1.5922 |
1.5934 |
0.0012 |
0.1% |
1.5913 |
| Low |
1.5880 |
1.5890 |
0.0010 |
0.1% |
1.5822 |
| Close |
1.5901 |
1.5914 |
0.0013 |
0.1% |
1.5880 |
| Range |
0.0042 |
0.0044 |
0.0002 |
4.8% |
0.0091 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
73,103 |
82,233 |
9,130 |
12.5% |
451,765 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6045 |
1.6023 |
1.5938 |
|
| R3 |
1.6001 |
1.5979 |
1.5926 |
|
| R2 |
1.5957 |
1.5957 |
1.5922 |
|
| R1 |
1.5935 |
1.5935 |
1.5918 |
1.5946 |
| PP |
1.5913 |
1.5913 |
1.5913 |
1.5918 |
| S1 |
1.5891 |
1.5891 |
1.5910 |
1.5902 |
| S2 |
1.5869 |
1.5869 |
1.5906 |
|
| S3 |
1.5825 |
1.5847 |
1.5902 |
|
| S4 |
1.5781 |
1.5803 |
1.5890 |
|
|
| 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 |
1.5934 |
1.5822 |
0.0112 |
0.7% |
0.0055 |
0.3% |
82% |
True |
False |
90,435 |
| 10 |
1.6041 |
1.5822 |
0.0219 |
1.4% |
0.0068 |
0.4% |
42% |
False |
False |
93,907 |
| 20 |
1.6173 |
1.5822 |
0.0351 |
2.2% |
0.0076 |
0.5% |
26% |
False |
False |
91,621 |
| 40 |
1.6269 |
1.5822 |
0.0447 |
2.8% |
0.0081 |
0.5% |
21% |
False |
False |
95,386 |
| 60 |
1.6304 |
1.5747 |
0.0557 |
3.5% |
0.0081 |
0.5% |
30% |
False |
False |
80,465 |
| 80 |
1.6304 |
1.5490 |
0.0814 |
5.1% |
0.0080 |
0.5% |
52% |
False |
False |
60,385 |
| 100 |
1.6304 |
1.5401 |
0.0903 |
5.7% |
0.0081 |
0.5% |
57% |
False |
False |
48,323 |
| 120 |
1.6304 |
1.5345 |
0.0959 |
6.0% |
0.0078 |
0.5% |
59% |
False |
False |
40,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6121 |
|
2.618 |
1.6049 |
|
1.618 |
1.6005 |
|
1.000 |
1.5978 |
|
0.618 |
1.5961 |
|
HIGH |
1.5934 |
|
0.618 |
1.5917 |
|
0.500 |
1.5912 |
|
0.382 |
1.5907 |
|
LOW |
1.5890 |
|
0.618 |
1.5863 |
|
1.000 |
1.5846 |
|
1.618 |
1.5819 |
|
2.618 |
1.5775 |
|
4.250 |
1.5703 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5913 |
1.5904 |
| PP |
1.5913 |
1.5894 |
| S1 |
1.5912 |
1.5884 |
|