CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 15-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6042 |
1.6073 |
0.0031 |
0.2% |
1.6139 |
| High |
1.6093 |
1.6077 |
-0.0016 |
-0.1% |
1.6139 |
| Low |
1.6014 |
1.6017 |
0.0003 |
0.0% |
1.5972 |
| Close |
1.6070 |
1.6071 |
0.0001 |
0.0% |
1.6070 |
| Range |
0.0079 |
0.0060 |
-0.0019 |
-24.1% |
0.0167 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
90,136 |
81,589 |
-8,547 |
-9.5% |
467,340 |
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6235 |
1.6213 |
1.6104 |
|
| R3 |
1.6175 |
1.6153 |
1.6088 |
|
| R2 |
1.6115 |
1.6115 |
1.6082 |
|
| R1 |
1.6093 |
1.6093 |
1.6077 |
1.6074 |
| PP |
1.6055 |
1.6055 |
1.6055 |
1.6046 |
| S1 |
1.6033 |
1.6033 |
1.6066 |
1.6014 |
| S2 |
1.5995 |
1.5995 |
1.6060 |
|
| S3 |
1.5935 |
1.5973 |
1.6055 |
|
| S4 |
1.5875 |
1.5913 |
1.6038 |
|
|
| 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 |
1.6093 |
1.5972 |
0.0121 |
0.8% |
0.0067 |
0.4% |
82% |
False |
False |
91,384 |
| 10 |
1.6213 |
1.5972 |
0.0241 |
1.5% |
0.0082 |
0.5% |
41% |
False |
False |
93,767 |
| 20 |
1.6304 |
1.5972 |
0.0332 |
2.1% |
0.0083 |
0.5% |
30% |
False |
False |
98,581 |
| 40 |
1.6304 |
1.5684 |
0.0620 |
3.9% |
0.0080 |
0.5% |
62% |
False |
False |
60,490 |
| 60 |
1.6304 |
1.5456 |
0.0848 |
5.3% |
0.0082 |
0.5% |
73% |
False |
False |
40,356 |
| 80 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0081 |
0.5% |
74% |
False |
False |
30,279 |
| 100 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0074 |
0.5% |
76% |
False |
False |
24,230 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0062 |
0.4% |
76% |
False |
False |
20,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6332 |
|
2.618 |
1.6234 |
|
1.618 |
1.6174 |
|
1.000 |
1.6137 |
|
0.618 |
1.6114 |
|
HIGH |
1.6077 |
|
0.618 |
1.6054 |
|
0.500 |
1.6047 |
|
0.382 |
1.6040 |
|
LOW |
1.6017 |
|
0.618 |
1.5980 |
|
1.000 |
1.5957 |
|
1.618 |
1.5920 |
|
2.618 |
1.5860 |
|
4.250 |
1.5762 |
|
|
| Fisher Pivots for day following 15-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6063 |
1.6060 |
| PP |
1.6055 |
1.6048 |
| S1 |
1.6047 |
1.6037 |
|