CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 05-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6122 |
1.6018 |
-0.0104 |
-0.6% |
1.6103 |
| High |
1.6132 |
1.6037 |
-0.0095 |
-0.6% |
1.6173 |
| Low |
1.6005 |
1.5955 |
-0.0050 |
-0.3% |
1.6004 |
| Close |
1.6019 |
1.5969 |
-0.0050 |
-0.3% |
1.6019 |
| Range |
0.0127 |
0.0082 |
-0.0045 |
-35.4% |
0.0169 |
| ATR |
0.0086 |
0.0085 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
106,367 |
95,316 |
-11,051 |
-10.4% |
386,687 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6233 |
1.6183 |
1.6014 |
|
| R3 |
1.6151 |
1.6101 |
1.5992 |
|
| R2 |
1.6069 |
1.6069 |
1.5984 |
|
| R1 |
1.6019 |
1.6019 |
1.5977 |
1.6003 |
| PP |
1.5987 |
1.5987 |
1.5987 |
1.5979 |
| S1 |
1.5937 |
1.5937 |
1.5961 |
1.5921 |
| S2 |
1.5905 |
1.5905 |
1.5954 |
|
| S3 |
1.5823 |
1.5855 |
1.5946 |
|
| S4 |
1.5741 |
1.5773 |
1.5924 |
|
|
| 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 |
1.5955 |
0.0218 |
1.4% |
0.0080 |
0.5% |
6% |
False |
True |
84,799 |
| 10 |
1.6173 |
1.5909 |
0.0264 |
1.7% |
0.0090 |
0.6% |
23% |
False |
False |
92,431 |
| 20 |
1.6175 |
1.5909 |
0.0266 |
1.7% |
0.0082 |
0.5% |
23% |
False |
False |
92,697 |
| 40 |
1.6304 |
1.5909 |
0.0395 |
2.5% |
0.0085 |
0.5% |
15% |
False |
False |
93,868 |
| 60 |
1.6304 |
1.5640 |
0.0664 |
4.2% |
0.0080 |
0.5% |
50% |
False |
False |
63,615 |
| 80 |
1.6304 |
1.5456 |
0.0848 |
5.3% |
0.0083 |
0.5% |
60% |
False |
False |
47,733 |
| 100 |
1.6304 |
1.5401 |
0.0903 |
5.7% |
0.0082 |
0.5% |
63% |
False |
False |
38,198 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.1% |
0.0072 |
0.5% |
65% |
False |
False |
31,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6386 |
|
2.618 |
1.6252 |
|
1.618 |
1.6170 |
|
1.000 |
1.6119 |
|
0.618 |
1.6088 |
|
HIGH |
1.6037 |
|
0.618 |
1.6006 |
|
0.500 |
1.5996 |
|
0.382 |
1.5986 |
|
LOW |
1.5955 |
|
0.618 |
1.5904 |
|
1.000 |
1.5873 |
|
1.618 |
1.5822 |
|
2.618 |
1.5740 |
|
4.250 |
1.5607 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5996 |
1.6064 |
| PP |
1.5987 |
1.6032 |
| S1 |
1.5978 |
1.6001 |
|