CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6004 |
1.6012 |
0.0008 |
0.0% |
1.6073 |
| High |
1.6048 |
1.6021 |
-0.0027 |
-0.2% |
1.6175 |
| Low |
1.5987 |
1.5909 |
-0.0078 |
-0.5% |
1.5992 |
| Close |
1.6001 |
1.5939 |
-0.0062 |
-0.4% |
1.6009 |
| Range |
0.0061 |
0.0112 |
0.0051 |
83.6% |
0.0183 |
| ATR |
0.0082 |
0.0084 |
0.0002 |
2.6% |
0.0000 |
| Volume |
75,897 |
105,007 |
29,110 |
38.4% |
478,413 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6292 |
1.6228 |
1.6001 |
|
| R3 |
1.6180 |
1.6116 |
1.5970 |
|
| R2 |
1.6068 |
1.6068 |
1.5960 |
|
| R1 |
1.6004 |
1.6004 |
1.5949 |
1.5980 |
| PP |
1.5956 |
1.5956 |
1.5956 |
1.5945 |
| S1 |
1.5892 |
1.5892 |
1.5929 |
1.5868 |
| S2 |
1.5844 |
1.5844 |
1.5918 |
|
| S3 |
1.5732 |
1.5780 |
1.5908 |
|
| S4 |
1.5620 |
1.5668 |
1.5877 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6608 |
1.6491 |
1.6110 |
|
| R3 |
1.6425 |
1.6308 |
1.6059 |
|
| R2 |
1.6242 |
1.6242 |
1.6043 |
|
| R1 |
1.6125 |
1.6125 |
1.6026 |
1.6092 |
| PP |
1.6059 |
1.6059 |
1.6059 |
1.6042 |
| S1 |
1.5942 |
1.5942 |
1.5992 |
1.5909 |
| S2 |
1.5876 |
1.5876 |
1.5975 |
|
| S3 |
1.5693 |
1.5759 |
1.5959 |
|
| S4 |
1.5510 |
1.5576 |
1.5908 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6175 |
1.5909 |
0.0266 |
1.7% |
0.0089 |
0.6% |
11% |
False |
True |
95,824 |
| 10 |
1.6175 |
1.5909 |
0.0266 |
1.7% |
0.0078 |
0.5% |
11% |
False |
True |
91,208 |
| 20 |
1.6269 |
1.5909 |
0.0360 |
2.3% |
0.0086 |
0.5% |
8% |
False |
True |
99,151 |
| 40 |
1.6304 |
1.5747 |
0.0557 |
3.5% |
0.0084 |
0.5% |
34% |
False |
False |
74,887 |
| 60 |
1.6304 |
1.5490 |
0.0814 |
5.1% |
0.0081 |
0.5% |
55% |
False |
False |
49,973 |
| 80 |
1.6304 |
1.5401 |
0.0903 |
5.7% |
0.0083 |
0.5% |
60% |
False |
False |
37,498 |
| 100 |
1.6304 |
1.5345 |
0.0959 |
6.0% |
0.0078 |
0.5% |
62% |
False |
False |
30,006 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.1% |
0.0067 |
0.4% |
62% |
False |
False |
25,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6497 |
|
2.618 |
1.6314 |
|
1.618 |
1.6202 |
|
1.000 |
1.6133 |
|
0.618 |
1.6090 |
|
HIGH |
1.6021 |
|
0.618 |
1.5978 |
|
0.500 |
1.5965 |
|
0.382 |
1.5952 |
|
LOW |
1.5909 |
|
0.618 |
1.5840 |
|
1.000 |
1.5797 |
|
1.618 |
1.5728 |
|
2.618 |
1.5616 |
|
4.250 |
1.5433 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5965 |
1.5987 |
| PP |
1.5956 |
1.5971 |
| S1 |
1.5948 |
1.5955 |
|