CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5996 |
1.6042 |
0.0046 |
0.3% |
1.6139 |
| High |
1.6050 |
1.6093 |
0.0043 |
0.3% |
1.6139 |
| Low |
1.5981 |
1.6014 |
0.0033 |
0.2% |
1.5972 |
| Close |
1.6040 |
1.6070 |
0.0030 |
0.2% |
1.6070 |
| Range |
0.0069 |
0.0079 |
0.0010 |
14.5% |
0.0167 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
78,283 |
90,136 |
11,853 |
15.1% |
467,340 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6296 |
1.6262 |
1.6113 |
|
| R3 |
1.6217 |
1.6183 |
1.6092 |
|
| R2 |
1.6138 |
1.6138 |
1.6084 |
|
| R1 |
1.6104 |
1.6104 |
1.6077 |
1.6121 |
| PP |
1.6059 |
1.6059 |
1.6059 |
1.6068 |
| S1 |
1.6025 |
1.6025 |
1.6063 |
1.6042 |
| S2 |
1.5980 |
1.5980 |
1.6056 |
|
| S3 |
1.5901 |
1.5946 |
1.6048 |
|
| S4 |
1.5822 |
1.5867 |
1.6027 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6561 |
1.6483 |
1.6162 |
|
| R3 |
1.6394 |
1.6316 |
1.6116 |
|
| R2 |
1.6227 |
1.6227 |
1.6101 |
|
| R1 |
1.6149 |
1.6149 |
1.6085 |
1.6105 |
| PP |
1.6060 |
1.6060 |
1.6060 |
1.6038 |
| S1 |
1.5982 |
1.5982 |
1.6055 |
1.5938 |
| S2 |
1.5893 |
1.5893 |
1.6039 |
|
| S3 |
1.5726 |
1.5815 |
1.6024 |
|
| S4 |
1.5559 |
1.5648 |
1.5978 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6139 |
1.5972 |
0.0167 |
1.0% |
0.0080 |
0.5% |
59% |
False |
False |
93,468 |
| 10 |
1.6213 |
1.5972 |
0.0241 |
1.5% |
0.0083 |
0.5% |
41% |
False |
False |
94,996 |
| 20 |
1.6304 |
1.5972 |
0.0332 |
2.1% |
0.0083 |
0.5% |
30% |
False |
False |
99,304 |
| 40 |
1.6304 |
1.5684 |
0.0620 |
3.9% |
0.0080 |
0.5% |
62% |
False |
False |
58,454 |
| 60 |
1.6304 |
1.5456 |
0.0848 |
5.3% |
0.0082 |
0.5% |
72% |
False |
False |
38,998 |
| 80 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0081 |
0.5% |
74% |
False |
False |
29,260 |
| 100 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0073 |
0.5% |
76% |
False |
False |
23,414 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0062 |
0.4% |
76% |
False |
False |
19,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6429 |
|
2.618 |
1.6300 |
|
1.618 |
1.6221 |
|
1.000 |
1.6172 |
|
0.618 |
1.6142 |
|
HIGH |
1.6093 |
|
0.618 |
1.6063 |
|
0.500 |
1.6054 |
|
0.382 |
1.6044 |
|
LOW |
1.6014 |
|
0.618 |
1.5965 |
|
1.000 |
1.5935 |
|
1.618 |
1.5886 |
|
2.618 |
1.5807 |
|
4.250 |
1.5678 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6065 |
1.6058 |
| PP |
1.6059 |
1.6045 |
| S1 |
1.6054 |
1.6033 |
|