CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 10-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6019 |
1.6003 |
-0.0016 |
-0.1% |
1.6154 |
| High |
1.6041 |
1.6030 |
-0.0011 |
-0.1% |
1.6213 |
| Low |
1.5972 |
1.5972 |
0.0000 |
0.0% |
1.6063 |
| Close |
1.6002 |
1.6001 |
-0.0001 |
0.0% |
1.6138 |
| Range |
0.0069 |
0.0058 |
-0.0011 |
-15.9% |
0.0150 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
122,563 |
84,352 |
-38,211 |
-31.2% |
482,622 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6175 |
1.6146 |
1.6033 |
|
| R3 |
1.6117 |
1.6088 |
1.6017 |
|
| R2 |
1.6059 |
1.6059 |
1.6012 |
|
| R1 |
1.6030 |
1.6030 |
1.6006 |
1.6016 |
| PP |
1.6001 |
1.6001 |
1.6001 |
1.5994 |
| S1 |
1.5972 |
1.5972 |
1.5996 |
1.5958 |
| S2 |
1.5943 |
1.5943 |
1.5990 |
|
| S3 |
1.5885 |
1.5914 |
1.5985 |
|
| S4 |
1.5827 |
1.5856 |
1.5969 |
|
|
| 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 |
1.5972 |
0.0241 |
1.5% |
0.0094 |
0.6% |
12% |
False |
True |
101,865 |
| 10 |
1.6269 |
1.5972 |
0.0297 |
1.9% |
0.0093 |
0.6% |
10% |
False |
True |
105,305 |
| 20 |
1.6304 |
1.5972 |
0.0332 |
2.1% |
0.0087 |
0.5% |
9% |
False |
True |
100,789 |
| 40 |
1.6304 |
1.5640 |
0.0664 |
4.1% |
0.0079 |
0.5% |
54% |
False |
False |
54,245 |
| 60 |
1.6304 |
1.5456 |
0.0848 |
5.3% |
0.0082 |
0.5% |
64% |
False |
False |
36,192 |
| 80 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0082 |
0.5% |
66% |
False |
False |
27,160 |
| 100 |
1.6304 |
1.5335 |
0.0969 |
6.1% |
0.0072 |
0.4% |
69% |
False |
False |
21,730 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.1% |
0.0061 |
0.4% |
69% |
False |
False |
18,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6277 |
|
2.618 |
1.6182 |
|
1.618 |
1.6124 |
|
1.000 |
1.6088 |
|
0.618 |
1.6066 |
|
HIGH |
1.6030 |
|
0.618 |
1.6008 |
|
0.500 |
1.6001 |
|
0.382 |
1.5994 |
|
LOW |
1.5972 |
|
0.618 |
1.5936 |
|
1.000 |
1.5914 |
|
1.618 |
1.5878 |
|
2.618 |
1.5820 |
|
4.250 |
1.5726 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6001 |
1.6056 |
| PP |
1.6001 |
1.6037 |
| S1 |
1.6001 |
1.6019 |
|