CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 02-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6125 |
1.6122 |
-0.0003 |
0.0% |
1.6103 |
| High |
1.6173 |
1.6132 |
-0.0041 |
-0.3% |
1.6173 |
| Low |
1.6118 |
1.6005 |
-0.0113 |
-0.7% |
1.6004 |
| Close |
1.6126 |
1.6019 |
-0.0107 |
-0.7% |
1.6019 |
| Range |
0.0055 |
0.0127 |
0.0072 |
130.9% |
0.0169 |
| ATR |
0.0082 |
0.0086 |
0.0003 |
3.9% |
0.0000 |
| Volume |
94,345 |
106,367 |
12,022 |
12.7% |
386,687 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6433 |
1.6353 |
1.6089 |
|
| R3 |
1.6306 |
1.6226 |
1.6054 |
|
| R2 |
1.6179 |
1.6179 |
1.6042 |
|
| R1 |
1.6099 |
1.6099 |
1.6031 |
1.6076 |
| PP |
1.6052 |
1.6052 |
1.6052 |
1.6040 |
| S1 |
1.5972 |
1.5972 |
1.6007 |
1.5949 |
| S2 |
1.5925 |
1.5925 |
1.5996 |
|
| S3 |
1.5798 |
1.5845 |
1.5984 |
|
| S4 |
1.5671 |
1.5718 |
1.5949 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6572 |
1.6465 |
1.6112 |
|
| R3 |
1.6403 |
1.6296 |
1.6065 |
|
| R2 |
1.6234 |
1.6234 |
1.6050 |
|
| R1 |
1.6127 |
1.6127 |
1.6034 |
1.6096 |
| PP |
1.6065 |
1.6065 |
1.6065 |
1.6050 |
| S1 |
1.5958 |
1.5958 |
1.6004 |
1.5927 |
| S2 |
1.5896 |
1.5896 |
1.5988 |
|
| S3 |
1.5727 |
1.5789 |
1.5973 |
|
| S4 |
1.5558 |
1.5620 |
1.5926 |
|
|
| 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 |
1.1% |
0.0083 |
0.5% |
9% |
False |
False |
77,337 |
| 10 |
1.6173 |
1.5909 |
0.0264 |
1.6% |
0.0088 |
0.6% |
42% |
False |
False |
90,489 |
| 20 |
1.6175 |
1.5909 |
0.0266 |
1.7% |
0.0084 |
0.5% |
41% |
False |
False |
92,532 |
| 40 |
1.6304 |
1.5909 |
0.0395 |
2.5% |
0.0085 |
0.5% |
28% |
False |
False |
92,066 |
| 60 |
1.6304 |
1.5580 |
0.0724 |
4.5% |
0.0080 |
0.5% |
61% |
False |
False |
62,028 |
| 80 |
1.6304 |
1.5430 |
0.0874 |
5.5% |
0.0084 |
0.5% |
67% |
False |
False |
46,542 |
| 100 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0081 |
0.5% |
68% |
False |
False |
37,245 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0072 |
0.5% |
71% |
False |
False |
31,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6672 |
|
2.618 |
1.6464 |
|
1.618 |
1.6337 |
|
1.000 |
1.6259 |
|
0.618 |
1.6210 |
|
HIGH |
1.6132 |
|
0.618 |
1.6083 |
|
0.500 |
1.6069 |
|
0.382 |
1.6054 |
|
LOW |
1.6005 |
|
0.618 |
1.5927 |
|
1.000 |
1.5878 |
|
1.618 |
1.5800 |
|
2.618 |
1.5673 |
|
4.250 |
1.5465 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6069 |
1.6089 |
| PP |
1.6052 |
1.6066 |
| S1 |
1.6036 |
1.6042 |
|