CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 05-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6079 |
1.6190 |
0.0111 |
0.7% |
1.6154 |
| High |
1.6198 |
1.6213 |
0.0015 |
0.1% |
1.6213 |
| Low |
1.6070 |
1.6119 |
0.0049 |
0.3% |
1.6063 |
| Close |
1.6181 |
1.6138 |
-0.0043 |
-0.3% |
1.6138 |
| Range |
0.0128 |
0.0094 |
-0.0034 |
-26.6% |
0.0150 |
| ATR |
0.0086 |
0.0086 |
0.0001 |
0.7% |
0.0000 |
| Volume |
106,481 |
103,927 |
-2,554 |
-2.4% |
482,622 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6439 |
1.6382 |
1.6190 |
|
| R3 |
1.6345 |
1.6288 |
1.6164 |
|
| R2 |
1.6251 |
1.6251 |
1.6155 |
|
| R1 |
1.6194 |
1.6194 |
1.6147 |
1.6176 |
| PP |
1.6157 |
1.6157 |
1.6157 |
1.6147 |
| S1 |
1.6100 |
1.6100 |
1.6129 |
1.6082 |
| S2 |
1.6063 |
1.6063 |
1.6121 |
|
| S3 |
1.5969 |
1.6006 |
1.6112 |
|
| S4 |
1.5875 |
1.5912 |
1.6086 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6588 |
1.6513 |
1.6221 |
|
| R3 |
1.6438 |
1.6363 |
1.6179 |
|
| R2 |
1.6288 |
1.6288 |
1.6166 |
|
| R1 |
1.6213 |
1.6213 |
1.6152 |
1.6176 |
| PP |
1.6138 |
1.6138 |
1.6138 |
1.6119 |
| S1 |
1.6063 |
1.6063 |
1.6124 |
1.6026 |
| S2 |
1.5988 |
1.5988 |
1.6111 |
|
| S3 |
1.5838 |
1.5913 |
1.6097 |
|
| S4 |
1.5688 |
1.5763 |
1.6056 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6213 |
1.6063 |
0.0150 |
0.9% |
0.0085 |
0.5% |
50% |
True |
False |
96,524 |
| 10 |
1.6269 |
1.6063 |
0.0206 |
1.3% |
0.0090 |
0.6% |
36% |
False |
False |
103,200 |
| 20 |
1.6304 |
1.5955 |
0.0349 |
2.2% |
0.0086 |
0.5% |
52% |
False |
False |
91,601 |
| 40 |
1.6304 |
1.5580 |
0.0724 |
4.5% |
0.0078 |
0.5% |
77% |
False |
False |
46,776 |
| 60 |
1.6304 |
1.5430 |
0.0874 |
5.4% |
0.0084 |
0.5% |
81% |
False |
False |
31,212 |
| 80 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0081 |
0.5% |
82% |
False |
False |
23,424 |
| 100 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0070 |
0.4% |
83% |
False |
False |
18,741 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0058 |
0.4% |
83% |
False |
False |
15,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6613 |
|
2.618 |
1.6459 |
|
1.618 |
1.6365 |
|
1.000 |
1.6307 |
|
0.618 |
1.6271 |
|
HIGH |
1.6213 |
|
0.618 |
1.6177 |
|
0.500 |
1.6166 |
|
0.382 |
1.6155 |
|
LOW |
1.6119 |
|
0.618 |
1.6061 |
|
1.000 |
1.6025 |
|
1.618 |
1.5967 |
|
2.618 |
1.5873 |
|
4.250 |
1.5720 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6166 |
1.6138 |
| PP |
1.6157 |
1.6138 |
| S1 |
1.6147 |
1.6138 |
|