CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6025 |
1.6032 |
0.0007 |
0.0% |
1.5891 |
| High |
1.6044 |
1.6057 |
0.0013 |
0.1% |
1.6051 |
| Low |
1.5995 |
1.6009 |
0.0014 |
0.1% |
1.5880 |
| Close |
1.6018 |
1.6017 |
-0.0001 |
0.0% |
1.6044 |
| Range |
0.0049 |
0.0048 |
-0.0001 |
-2.0% |
0.0171 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
76,491 |
78,234 |
1,743 |
2.3% |
352,977 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6172 |
1.6142 |
1.6043 |
|
| R3 |
1.6124 |
1.6094 |
1.6030 |
|
| R2 |
1.6076 |
1.6076 |
1.6026 |
|
| R1 |
1.6046 |
1.6046 |
1.6021 |
1.6037 |
| PP |
1.6028 |
1.6028 |
1.6028 |
1.6023 |
| S1 |
1.5998 |
1.5998 |
1.6013 |
1.5989 |
| S2 |
1.5980 |
1.5980 |
1.6008 |
|
| S3 |
1.5932 |
1.5950 |
1.6004 |
|
| S4 |
1.5884 |
1.5902 |
1.5991 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6505 |
1.6445 |
1.6138 |
|
| R3 |
1.6334 |
1.6274 |
1.6091 |
|
| R2 |
1.6163 |
1.6163 |
1.6075 |
|
| R1 |
1.6103 |
1.6103 |
1.6060 |
1.6133 |
| PP |
1.5992 |
1.5992 |
1.5992 |
1.6007 |
| S1 |
1.5932 |
1.5932 |
1.6028 |
1.5962 |
| S2 |
1.5821 |
1.5821 |
1.6013 |
|
| S3 |
1.5650 |
1.5761 |
1.5997 |
|
| S4 |
1.5479 |
1.5590 |
1.5950 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6057 |
1.5882 |
0.0175 |
1.1% |
0.0069 |
0.4% |
77% |
True |
False |
86,919 |
| 10 |
1.6057 |
1.5822 |
0.0235 |
1.5% |
0.0063 |
0.4% |
83% |
True |
False |
90,048 |
| 20 |
1.6173 |
1.5822 |
0.0351 |
2.2% |
0.0071 |
0.4% |
56% |
False |
False |
89,474 |
| 40 |
1.6213 |
1.5822 |
0.0391 |
2.4% |
0.0079 |
0.5% |
50% |
False |
False |
92,505 |
| 60 |
1.6304 |
1.5821 |
0.0483 |
3.0% |
0.0081 |
0.5% |
41% |
False |
False |
86,322 |
| 80 |
1.6304 |
1.5557 |
0.0747 |
4.7% |
0.0078 |
0.5% |
62% |
False |
False |
64,787 |
| 100 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0081 |
0.5% |
68% |
False |
False |
51,842 |
| 120 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0079 |
0.5% |
68% |
False |
False |
43,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6261 |
|
2.618 |
1.6183 |
|
1.618 |
1.6135 |
|
1.000 |
1.6105 |
|
0.618 |
1.6087 |
|
HIGH |
1.6057 |
|
0.618 |
1.6039 |
|
0.500 |
1.6033 |
|
0.382 |
1.6027 |
|
LOW |
1.6009 |
|
0.618 |
1.5979 |
|
1.000 |
1.5961 |
|
1.618 |
1.5931 |
|
2.618 |
1.5883 |
|
4.250 |
1.5805 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6033 |
1.6008 |
| PP |
1.6028 |
1.6000 |
| S1 |
1.6022 |
1.5991 |
|