CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 26-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6034 |
1.6117 |
0.0083 |
0.5% |
1.6004 |
| High |
1.6141 |
1.6139 |
-0.0002 |
0.0% |
1.6141 |
| Low |
1.6023 |
1.6078 |
0.0055 |
0.3% |
1.5909 |
| Close |
1.6121 |
1.6095 |
-0.0026 |
-0.2% |
1.6095 |
| Range |
0.0118 |
0.0061 |
-0.0057 |
-48.3% |
0.0232 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
131,557 |
95,151 |
-36,406 |
-27.7% |
518,207 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6287 |
1.6252 |
1.6129 |
|
| R3 |
1.6226 |
1.6191 |
1.6112 |
|
| R2 |
1.6165 |
1.6165 |
1.6106 |
|
| R1 |
1.6130 |
1.6130 |
1.6101 |
1.6117 |
| PP |
1.6104 |
1.6104 |
1.6104 |
1.6098 |
| S1 |
1.6069 |
1.6069 |
1.6089 |
1.6056 |
| S2 |
1.6043 |
1.6043 |
1.6084 |
|
| S3 |
1.5982 |
1.6008 |
1.6078 |
|
| S4 |
1.5921 |
1.5947 |
1.6061 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6744 |
1.6652 |
1.6223 |
|
| R3 |
1.6512 |
1.6420 |
1.6159 |
|
| R2 |
1.6280 |
1.6280 |
1.6138 |
|
| R1 |
1.6188 |
1.6188 |
1.6116 |
1.6234 |
| PP |
1.6048 |
1.6048 |
1.6048 |
1.6072 |
| S1 |
1.5956 |
1.5956 |
1.6074 |
1.6002 |
| S2 |
1.5816 |
1.5816 |
1.6052 |
|
| S3 |
1.5584 |
1.5724 |
1.6031 |
|
| S4 |
1.5352 |
1.5492 |
1.5967 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6141 |
1.5909 |
0.0232 |
1.4% |
0.0093 |
0.6% |
80% |
False |
False |
103,641 |
| 10 |
1.6175 |
1.5909 |
0.0266 |
1.7% |
0.0087 |
0.5% |
70% |
False |
False |
99,662 |
| 20 |
1.6213 |
1.5909 |
0.0304 |
1.9% |
0.0085 |
0.5% |
61% |
False |
False |
97,329 |
| 40 |
1.6304 |
1.5773 |
0.0531 |
3.3% |
0.0086 |
0.5% |
61% |
False |
False |
83,314 |
| 60 |
1.6304 |
1.5527 |
0.0777 |
4.8% |
0.0080 |
0.5% |
73% |
False |
False |
55,592 |
| 80 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0083 |
0.5% |
77% |
False |
False |
41,710 |
| 100 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0080 |
0.5% |
77% |
False |
False |
33,379 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0069 |
0.4% |
78% |
False |
False |
27,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6398 |
|
2.618 |
1.6299 |
|
1.618 |
1.6238 |
|
1.000 |
1.6200 |
|
0.618 |
1.6177 |
|
HIGH |
1.6139 |
|
0.618 |
1.6116 |
|
0.500 |
1.6109 |
|
0.382 |
1.6101 |
|
LOW |
1.6078 |
|
0.618 |
1.6040 |
|
1.000 |
1.6017 |
|
1.618 |
1.5979 |
|
2.618 |
1.5918 |
|
4.250 |
1.5819 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6109 |
1.6076 |
| PP |
1.6104 |
1.6056 |
| S1 |
1.6100 |
1.6037 |
|