CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 07-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5979 |
1.5993 |
0.0014 |
0.1% |
1.6103 |
| High |
1.6006 |
1.6041 |
0.0035 |
0.2% |
1.6173 |
| Low |
1.5963 |
1.5952 |
-0.0011 |
-0.1% |
1.6004 |
| Close |
1.5992 |
1.5986 |
-0.0006 |
0.0% |
1.6019 |
| Range |
0.0043 |
0.0089 |
0.0046 |
107.0% |
0.0169 |
| ATR |
0.0082 |
0.0083 |
0.0000 |
0.6% |
0.0000 |
| Volume |
74,058 |
113,735 |
39,677 |
53.6% |
386,687 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6260 |
1.6212 |
1.6035 |
|
| R3 |
1.6171 |
1.6123 |
1.6010 |
|
| R2 |
1.6082 |
1.6082 |
1.6002 |
|
| R1 |
1.6034 |
1.6034 |
1.5994 |
1.6014 |
| PP |
1.5993 |
1.5993 |
1.5993 |
1.5983 |
| S1 |
1.5945 |
1.5945 |
1.5978 |
1.5925 |
| S2 |
1.5904 |
1.5904 |
1.5970 |
|
| S3 |
1.5815 |
1.5856 |
1.5962 |
|
| S4 |
1.5726 |
1.5767 |
1.5937 |
|
|
| 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 |
1.5952 |
0.0221 |
1.4% |
0.0079 |
0.5% |
15% |
False |
True |
96,764 |
| 10 |
1.6173 |
1.5952 |
0.0221 |
1.4% |
0.0081 |
0.5% |
15% |
False |
True |
89,650 |
| 20 |
1.6175 |
1.5909 |
0.0266 |
1.7% |
0.0082 |
0.5% |
29% |
False |
False |
91,741 |
| 40 |
1.6304 |
1.5909 |
0.0395 |
2.5% |
0.0084 |
0.5% |
19% |
False |
False |
96,265 |
| 60 |
1.6304 |
1.5640 |
0.0664 |
4.2% |
0.0080 |
0.5% |
52% |
False |
False |
66,744 |
| 80 |
1.6304 |
1.5456 |
0.0848 |
5.3% |
0.0082 |
0.5% |
63% |
False |
False |
50,079 |
| 100 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0082 |
0.5% |
65% |
False |
False |
40,076 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.1% |
0.0073 |
0.5% |
67% |
False |
False |
33,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6419 |
|
2.618 |
1.6274 |
|
1.618 |
1.6185 |
|
1.000 |
1.6130 |
|
0.618 |
1.6096 |
|
HIGH |
1.6041 |
|
0.618 |
1.6007 |
|
0.500 |
1.5997 |
|
0.382 |
1.5986 |
|
LOW |
1.5952 |
|
0.618 |
1.5897 |
|
1.000 |
1.5863 |
|
1.618 |
1.5808 |
|
2.618 |
1.5719 |
|
4.250 |
1.5574 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5997 |
1.5997 |
| PP |
1.5993 |
1.5993 |
| S1 |
1.5990 |
1.5990 |
|