CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 30-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6103 |
1.6027 |
-0.0076 |
-0.5% |
1.6004 |
| High |
1.6103 |
1.6084 |
-0.0019 |
-0.1% |
1.6141 |
| Low |
1.6004 |
1.6019 |
0.0015 |
0.1% |
1.5909 |
| Close |
1.6037 |
1.6075 |
0.0038 |
0.2% |
1.6095 |
| Range |
0.0099 |
0.0065 |
-0.0034 |
-34.3% |
0.0232 |
| ATR |
0.0087 |
0.0086 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
58,008 |
41,223 |
-16,785 |
-28.9% |
518,207 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6254 |
1.6230 |
1.6111 |
|
| R3 |
1.6189 |
1.6165 |
1.6093 |
|
| R2 |
1.6124 |
1.6124 |
1.6087 |
|
| R1 |
1.6100 |
1.6100 |
1.6081 |
1.6112 |
| PP |
1.6059 |
1.6059 |
1.6059 |
1.6066 |
| S1 |
1.6035 |
1.6035 |
1.6069 |
1.6047 |
| S2 |
1.5994 |
1.5994 |
1.6063 |
|
| S3 |
1.5929 |
1.5970 |
1.6057 |
|
| S4 |
1.5864 |
1.5905 |
1.6039 |
|
|
| 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 |
1.5932 |
0.0209 |
1.3% |
0.0091 |
0.6% |
68% |
False |
False |
87,306 |
| 10 |
1.6175 |
1.5909 |
0.0266 |
1.7% |
0.0090 |
0.6% |
62% |
False |
False |
91,565 |
| 20 |
1.6213 |
1.5909 |
0.0304 |
1.9% |
0.0086 |
0.5% |
55% |
False |
False |
93,183 |
| 40 |
1.6304 |
1.5821 |
0.0483 |
3.0% |
0.0085 |
0.5% |
53% |
False |
False |
85,579 |
| 60 |
1.6304 |
1.5578 |
0.0726 |
4.5% |
0.0080 |
0.5% |
68% |
False |
False |
57,244 |
| 80 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0084 |
0.5% |
75% |
False |
False |
42,949 |
| 100 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0080 |
0.5% |
75% |
False |
False |
34,371 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0070 |
0.4% |
76% |
False |
False |
28,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6360 |
|
2.618 |
1.6254 |
|
1.618 |
1.6189 |
|
1.000 |
1.6149 |
|
0.618 |
1.6124 |
|
HIGH |
1.6084 |
|
0.618 |
1.6059 |
|
0.500 |
1.6052 |
|
0.382 |
1.6044 |
|
LOW |
1.6019 |
|
0.618 |
1.5979 |
|
1.000 |
1.5954 |
|
1.618 |
1.5914 |
|
2.618 |
1.5849 |
|
4.250 |
1.5743 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6067 |
1.6074 |
| PP |
1.6059 |
1.6073 |
| S1 |
1.6052 |
1.6072 |
|