CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 08-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6190 |
1.6139 |
-0.0051 |
-0.3% |
1.6154 |
| High |
1.6213 |
1.6139 |
-0.0074 |
-0.5% |
1.6213 |
| Low |
1.6119 |
1.6016 |
-0.0103 |
-0.6% |
1.6063 |
| Close |
1.6138 |
1.6026 |
-0.0112 |
-0.7% |
1.6138 |
| Range |
0.0094 |
0.0123 |
0.0029 |
30.9% |
0.0150 |
| ATR |
0.0086 |
0.0089 |
0.0003 |
3.0% |
0.0000 |
| Volume |
103,927 |
92,006 |
-11,921 |
-11.5% |
482,622 |
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6429 |
1.6351 |
1.6094 |
|
| R3 |
1.6306 |
1.6228 |
1.6060 |
|
| R2 |
1.6183 |
1.6183 |
1.6049 |
|
| R1 |
1.6105 |
1.6105 |
1.6037 |
1.6083 |
| PP |
1.6060 |
1.6060 |
1.6060 |
1.6049 |
| S1 |
1.5982 |
1.5982 |
1.6015 |
1.5960 |
| S2 |
1.5937 |
1.5937 |
1.6003 |
|
| S3 |
1.5814 |
1.5859 |
1.5992 |
|
| S4 |
1.5691 |
1.5736 |
1.5958 |
|
|
| 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 |
1.6016 |
0.0197 |
1.2% |
0.0097 |
0.6% |
5% |
False |
True |
96,151 |
| 10 |
1.6269 |
1.6016 |
0.0253 |
1.6% |
0.0096 |
0.6% |
4% |
False |
True |
104,608 |
| 20 |
1.6304 |
1.5983 |
0.0321 |
2.0% |
0.0088 |
0.6% |
13% |
False |
False |
95,039 |
| 40 |
1.6304 |
1.5640 |
0.0664 |
4.1% |
0.0079 |
0.5% |
58% |
False |
False |
49,074 |
| 60 |
1.6304 |
1.5456 |
0.0848 |
5.3% |
0.0083 |
0.5% |
67% |
False |
False |
32,745 |
| 80 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0082 |
0.5% |
69% |
False |
False |
24,574 |
| 100 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0071 |
0.4% |
71% |
False |
False |
19,661 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0059 |
0.4% |
71% |
False |
False |
16,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6662 |
|
2.618 |
1.6461 |
|
1.618 |
1.6338 |
|
1.000 |
1.6262 |
|
0.618 |
1.6215 |
|
HIGH |
1.6139 |
|
0.618 |
1.6092 |
|
0.500 |
1.6078 |
|
0.382 |
1.6063 |
|
LOW |
1.6016 |
|
0.618 |
1.5940 |
|
1.000 |
1.5893 |
|
1.618 |
1.5817 |
|
2.618 |
1.5694 |
|
4.250 |
1.5493 |
|
|
| Fisher Pivots for day following 08-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6078 |
1.6115 |
| PP |
1.6060 |
1.6085 |
| S1 |
1.6043 |
1.6056 |
|