CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6042 |
1.6021 |
-0.0021 |
-0.1% |
1.6025 |
| High |
1.6061 |
1.6116 |
0.0055 |
0.3% |
1.6061 |
| Low |
1.5988 |
1.6019 |
0.0031 |
0.2% |
1.5960 |
| Close |
1.6023 |
1.6093 |
0.0070 |
0.4% |
1.6023 |
| Range |
0.0073 |
0.0097 |
0.0024 |
32.9% |
0.0101 |
| ATR |
0.0071 |
0.0072 |
0.0002 |
2.7% |
0.0000 |
| Volume |
101,528 |
125,327 |
23,799 |
23.4% |
431,624 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6367 |
1.6327 |
1.6146 |
|
| R3 |
1.6270 |
1.6230 |
1.6120 |
|
| R2 |
1.6173 |
1.6173 |
1.6111 |
|
| R1 |
1.6133 |
1.6133 |
1.6102 |
1.6153 |
| PP |
1.6076 |
1.6076 |
1.6076 |
1.6086 |
| S1 |
1.6036 |
1.6036 |
1.6084 |
1.6056 |
| S2 |
1.5979 |
1.5979 |
1.6075 |
|
| S3 |
1.5882 |
1.5939 |
1.6066 |
|
| S4 |
1.5785 |
1.5842 |
1.6040 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6318 |
1.6271 |
1.6079 |
|
| R3 |
1.6217 |
1.6170 |
1.6051 |
|
| R2 |
1.6116 |
1.6116 |
1.6042 |
|
| R1 |
1.6069 |
1.6069 |
1.6032 |
1.6042 |
| PP |
1.6015 |
1.6015 |
1.6015 |
1.6001 |
| S1 |
1.5968 |
1.5968 |
1.6014 |
1.5941 |
| S2 |
1.5914 |
1.5914 |
1.6004 |
|
| S3 |
1.5813 |
1.5867 |
1.5995 |
|
| S4 |
1.5712 |
1.5766 |
1.5967 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6116 |
1.5960 |
0.0156 |
1.0% |
0.0065 |
0.4% |
85% |
True |
False |
96,092 |
| 10 |
1.6116 |
1.5880 |
0.0236 |
1.5% |
0.0066 |
0.4% |
90% |
True |
False |
90,992 |
| 20 |
1.6116 |
1.5822 |
0.0294 |
1.8% |
0.0069 |
0.4% |
92% |
True |
False |
93,151 |
| 40 |
1.6175 |
1.5822 |
0.0353 |
2.2% |
0.0077 |
0.5% |
77% |
False |
False |
92,842 |
| 60 |
1.6304 |
1.5822 |
0.0482 |
3.0% |
0.0080 |
0.5% |
56% |
False |
False |
92,428 |
| 80 |
1.6304 |
1.5580 |
0.0724 |
4.5% |
0.0077 |
0.5% |
71% |
False |
False |
69,809 |
| 100 |
1.6304 |
1.5430 |
0.0874 |
5.4% |
0.0081 |
0.5% |
76% |
False |
False |
55,864 |
| 120 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0079 |
0.5% |
77% |
False |
False |
46,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6528 |
|
2.618 |
1.6370 |
|
1.618 |
1.6273 |
|
1.000 |
1.6213 |
|
0.618 |
1.6176 |
|
HIGH |
1.6116 |
|
0.618 |
1.6079 |
|
0.500 |
1.6068 |
|
0.382 |
1.6056 |
|
LOW |
1.6019 |
|
0.618 |
1.5959 |
|
1.000 |
1.5922 |
|
1.618 |
1.5862 |
|
2.618 |
1.5765 |
|
4.250 |
1.5607 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6085 |
1.6079 |
| PP |
1.6076 |
1.6066 |
| S1 |
1.6068 |
1.6052 |
|