CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5906 |
1.5921 |
0.0015 |
0.1% |
1.5903 |
| High |
1.5934 |
1.5958 |
0.0024 |
0.2% |
1.5913 |
| Low |
1.5890 |
1.5882 |
-0.0008 |
-0.1% |
1.5822 |
| Close |
1.5914 |
1.5948 |
0.0034 |
0.2% |
1.5880 |
| Range |
0.0044 |
0.0076 |
0.0032 |
72.7% |
0.0091 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.3% |
0.0000 |
| Volume |
82,233 |
86,164 |
3,931 |
4.8% |
451,765 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6157 |
1.6129 |
1.5990 |
|
| R3 |
1.6081 |
1.6053 |
1.5969 |
|
| R2 |
1.6005 |
1.6005 |
1.5962 |
|
| R1 |
1.5977 |
1.5977 |
1.5955 |
1.5991 |
| PP |
1.5929 |
1.5929 |
1.5929 |
1.5937 |
| S1 |
1.5901 |
1.5901 |
1.5941 |
1.5915 |
| S2 |
1.5853 |
1.5853 |
1.5934 |
|
| S3 |
1.5777 |
1.5825 |
1.5927 |
|
| S4 |
1.5701 |
1.5749 |
1.5906 |
|
|
| 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 |
1.5958 |
1.5822 |
0.0136 |
0.9% |
0.0057 |
0.4% |
93% |
True |
False |
87,332 |
| 10 |
1.6018 |
1.5822 |
0.0196 |
1.2% |
0.0067 |
0.4% |
64% |
False |
False |
91,149 |
| 20 |
1.6173 |
1.5822 |
0.0351 |
2.2% |
0.0074 |
0.5% |
36% |
False |
False |
90,400 |
| 40 |
1.6269 |
1.5822 |
0.0447 |
2.8% |
0.0081 |
0.5% |
28% |
False |
False |
94,984 |
| 60 |
1.6304 |
1.5768 |
0.0536 |
3.4% |
0.0081 |
0.5% |
34% |
False |
False |
81,900 |
| 80 |
1.6304 |
1.5490 |
0.0814 |
5.1% |
0.0080 |
0.5% |
56% |
False |
False |
61,462 |
| 100 |
1.6304 |
1.5401 |
0.0903 |
5.7% |
0.0081 |
0.5% |
61% |
False |
False |
49,183 |
| 120 |
1.6304 |
1.5345 |
0.0959 |
6.0% |
0.0078 |
0.5% |
63% |
False |
False |
40,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6281 |
|
2.618 |
1.6157 |
|
1.618 |
1.6081 |
|
1.000 |
1.6034 |
|
0.618 |
1.6005 |
|
HIGH |
1.5958 |
|
0.618 |
1.5929 |
|
0.500 |
1.5920 |
|
0.382 |
1.5911 |
|
LOW |
1.5882 |
|
0.618 |
1.5835 |
|
1.000 |
1.5806 |
|
1.618 |
1.5759 |
|
2.618 |
1.5683 |
|
4.250 |
1.5559 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5939 |
1.5938 |
| PP |
1.5929 |
1.5929 |
| S1 |
1.5920 |
1.5919 |
|