CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 31-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6027 |
1.6079 |
0.0052 |
0.3% |
1.6004 |
| High |
1.6084 |
1.6138 |
0.0054 |
0.3% |
1.6141 |
| Low |
1.6019 |
1.6067 |
0.0048 |
0.3% |
1.5909 |
| Close |
1.6075 |
1.6127 |
0.0052 |
0.3% |
1.6095 |
| Range |
0.0065 |
0.0071 |
0.0006 |
9.2% |
0.0232 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
41,223 |
86,744 |
45,521 |
110.4% |
518,207 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6324 |
1.6296 |
1.6166 |
|
| R3 |
1.6253 |
1.6225 |
1.6147 |
|
| R2 |
1.6182 |
1.6182 |
1.6140 |
|
| R1 |
1.6154 |
1.6154 |
1.6134 |
1.6168 |
| PP |
1.6111 |
1.6111 |
1.6111 |
1.6118 |
| S1 |
1.6083 |
1.6083 |
1.6120 |
1.6097 |
| S2 |
1.6040 |
1.6040 |
1.6114 |
|
| S3 |
1.5969 |
1.6012 |
1.6107 |
|
| S4 |
1.5898 |
1.5941 |
1.6088 |
|
|
| 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 |
1.6004 |
0.0137 |
0.8% |
0.0083 |
0.5% |
90% |
False |
False |
82,536 |
| 10 |
1.6167 |
1.5909 |
0.0258 |
1.6% |
0.0090 |
0.6% |
84% |
False |
False |
90,859 |
| 20 |
1.6213 |
1.5909 |
0.0304 |
1.9% |
0.0086 |
0.5% |
72% |
False |
False |
93,017 |
| 40 |
1.6304 |
1.5878 |
0.0426 |
2.6% |
0.0085 |
0.5% |
58% |
False |
False |
87,720 |
| 60 |
1.6304 |
1.5578 |
0.0726 |
4.5% |
0.0080 |
0.5% |
76% |
False |
False |
58,689 |
| 80 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0084 |
0.5% |
80% |
False |
False |
44,033 |
| 100 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0081 |
0.5% |
80% |
False |
False |
35,238 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0071 |
0.4% |
82% |
False |
False |
29,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6440 |
|
2.618 |
1.6324 |
|
1.618 |
1.6253 |
|
1.000 |
1.6209 |
|
0.618 |
1.6182 |
|
HIGH |
1.6138 |
|
0.618 |
1.6111 |
|
0.500 |
1.6103 |
|
0.382 |
1.6094 |
|
LOW |
1.6067 |
|
0.618 |
1.6023 |
|
1.000 |
1.5996 |
|
1.618 |
1.5952 |
|
2.618 |
1.5881 |
|
4.250 |
1.5765 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6119 |
1.6108 |
| PP |
1.6111 |
1.6090 |
| S1 |
1.6103 |
1.6071 |
|