CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 01-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6079 |
1.6125 |
0.0046 |
0.3% |
1.6004 |
| High |
1.6138 |
1.6173 |
0.0035 |
0.2% |
1.6141 |
| Low |
1.6067 |
1.6118 |
0.0051 |
0.3% |
1.5909 |
| Close |
1.6127 |
1.6126 |
-0.0001 |
0.0% |
1.6095 |
| Range |
0.0071 |
0.0055 |
-0.0016 |
-22.5% |
0.0232 |
| ATR |
0.0085 |
0.0082 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
86,744 |
94,345 |
7,601 |
8.8% |
518,207 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6304 |
1.6270 |
1.6156 |
|
| R3 |
1.6249 |
1.6215 |
1.6141 |
|
| R2 |
1.6194 |
1.6194 |
1.6136 |
|
| R1 |
1.6160 |
1.6160 |
1.6131 |
1.6177 |
| PP |
1.6139 |
1.6139 |
1.6139 |
1.6148 |
| S1 |
1.6105 |
1.6105 |
1.6121 |
1.6122 |
| S2 |
1.6084 |
1.6084 |
1.6116 |
|
| S3 |
1.6029 |
1.6050 |
1.6111 |
|
| S4 |
1.5974 |
1.5995 |
1.6096 |
|
|
| 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 |
1.6173 |
1.6004 |
0.0169 |
1.0% |
0.0070 |
0.4% |
72% |
True |
False |
75,094 |
| 10 |
1.6173 |
1.5909 |
0.0264 |
1.6% |
0.0083 |
0.5% |
82% |
True |
False |
89,130 |
| 20 |
1.6213 |
1.5909 |
0.0304 |
1.9% |
0.0083 |
0.5% |
71% |
False |
False |
92,410 |
| 40 |
1.6304 |
1.5909 |
0.0395 |
2.4% |
0.0084 |
0.5% |
55% |
False |
False |
89,856 |
| 60 |
1.6304 |
1.5580 |
0.0724 |
4.5% |
0.0079 |
0.5% |
75% |
False |
False |
60,260 |
| 80 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0083 |
0.5% |
80% |
False |
False |
45,212 |
| 100 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0080 |
0.5% |
80% |
False |
False |
36,182 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0071 |
0.4% |
82% |
False |
False |
30,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6407 |
|
2.618 |
1.6317 |
|
1.618 |
1.6262 |
|
1.000 |
1.6228 |
|
0.618 |
1.6207 |
|
HIGH |
1.6173 |
|
0.618 |
1.6152 |
|
0.500 |
1.6146 |
|
0.382 |
1.6139 |
|
LOW |
1.6118 |
|
0.618 |
1.6084 |
|
1.000 |
1.6063 |
|
1.618 |
1.6029 |
|
2.618 |
1.5974 |
|
4.250 |
1.5884 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6146 |
1.6116 |
| PP |
1.6139 |
1.6106 |
| S1 |
1.6133 |
1.6096 |
|