CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6073 |
1.6069 |
-0.0004 |
0.0% |
1.6139 |
| High |
1.6077 |
1.6129 |
0.0052 |
0.3% |
1.6139 |
| Low |
1.6017 |
1.6057 |
0.0040 |
0.2% |
1.5972 |
| Close |
1.6071 |
1.6108 |
0.0037 |
0.2% |
1.6070 |
| Range |
0.0060 |
0.0072 |
0.0012 |
20.0% |
0.0167 |
| ATR |
0.0082 |
0.0082 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
81,589 |
98,604 |
17,015 |
20.9% |
467,340 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6314 |
1.6283 |
1.6148 |
|
| R3 |
1.6242 |
1.6211 |
1.6128 |
|
| R2 |
1.6170 |
1.6170 |
1.6121 |
|
| R1 |
1.6139 |
1.6139 |
1.6115 |
1.6155 |
| PP |
1.6098 |
1.6098 |
1.6098 |
1.6106 |
| S1 |
1.6067 |
1.6067 |
1.6101 |
1.6083 |
| S2 |
1.6026 |
1.6026 |
1.6095 |
|
| S3 |
1.5954 |
1.5995 |
1.6088 |
|
| S4 |
1.5882 |
1.5923 |
1.6068 |
|
|
| 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 |
1.6129 |
1.5972 |
0.0157 |
1.0% |
0.0068 |
0.4% |
87% |
True |
False |
86,592 |
| 10 |
1.6213 |
1.5972 |
0.0241 |
1.5% |
0.0083 |
0.5% |
56% |
False |
False |
94,801 |
| 20 |
1.6304 |
1.5972 |
0.0332 |
2.1% |
0.0084 |
0.5% |
41% |
False |
False |
99,606 |
| 40 |
1.6304 |
1.5721 |
0.0583 |
3.6% |
0.0081 |
0.5% |
66% |
False |
False |
62,955 |
| 60 |
1.6304 |
1.5456 |
0.0848 |
5.3% |
0.0081 |
0.5% |
77% |
False |
False |
41,999 |
| 80 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0081 |
0.5% |
78% |
False |
False |
31,512 |
| 100 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0074 |
0.5% |
80% |
False |
False |
25,215 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0063 |
0.4% |
80% |
False |
False |
21,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6435 |
|
2.618 |
1.6317 |
|
1.618 |
1.6245 |
|
1.000 |
1.6201 |
|
0.618 |
1.6173 |
|
HIGH |
1.6129 |
|
0.618 |
1.6101 |
|
0.500 |
1.6093 |
|
0.382 |
1.6085 |
|
LOW |
1.6057 |
|
0.618 |
1.6013 |
|
1.000 |
1.5985 |
|
1.618 |
1.5941 |
|
2.618 |
1.5869 |
|
4.250 |
1.5751 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6103 |
1.6096 |
| PP |
1.6098 |
1.6084 |
| S1 |
1.6093 |
1.6072 |
|