CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5875 |
1.5871 |
-0.0004 |
0.0% |
1.6018 |
| High |
1.5913 |
1.5900 |
-0.0013 |
-0.1% |
1.6041 |
| Low |
1.5856 |
1.5835 |
-0.0021 |
-0.1% |
1.5885 |
| Close |
1.5873 |
1.5852 |
-0.0021 |
-0.1% |
1.5901 |
| Range |
0.0057 |
0.0065 |
0.0008 |
14.0% |
0.0156 |
| ATR |
0.0082 |
0.0080 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
95,938 |
101,676 |
5,738 |
6.0% |
501,343 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6057 |
1.6020 |
1.5888 |
|
| R3 |
1.5992 |
1.5955 |
1.5870 |
|
| R2 |
1.5927 |
1.5927 |
1.5864 |
|
| R1 |
1.5890 |
1.5890 |
1.5858 |
1.5876 |
| PP |
1.5862 |
1.5862 |
1.5862 |
1.5856 |
| S1 |
1.5825 |
1.5825 |
1.5846 |
1.5811 |
| S2 |
1.5797 |
1.5797 |
1.5840 |
|
| S3 |
1.5732 |
1.5760 |
1.5834 |
|
| S4 |
1.5667 |
1.5695 |
1.5816 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6410 |
1.6312 |
1.5987 |
|
| R3 |
1.6254 |
1.6156 |
1.5944 |
|
| R2 |
1.6098 |
1.6098 |
1.5930 |
|
| R1 |
1.6000 |
1.6000 |
1.5915 |
1.5971 |
| PP |
1.5942 |
1.5942 |
1.5942 |
1.5928 |
| S1 |
1.5844 |
1.5844 |
1.5887 |
1.5815 |
| S2 |
1.5786 |
1.5786 |
1.5872 |
|
| S3 |
1.5630 |
1.5688 |
1.5858 |
|
| S4 |
1.5474 |
1.5532 |
1.5815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6018 |
1.5835 |
0.0183 |
1.2% |
0.0077 |
0.5% |
9% |
False |
True |
94,967 |
| 10 |
1.6173 |
1.5835 |
0.0338 |
2.1% |
0.0078 |
0.5% |
5% |
False |
True |
95,865 |
| 20 |
1.6173 |
1.5835 |
0.0338 |
2.1% |
0.0084 |
0.5% |
5% |
False |
True |
93,362 |
| 40 |
1.6304 |
1.5835 |
0.0469 |
3.0% |
0.0084 |
0.5% |
4% |
False |
True |
96,473 |
| 60 |
1.6304 |
1.5747 |
0.0557 |
3.5% |
0.0082 |
0.5% |
19% |
False |
False |
74,654 |
| 80 |
1.6304 |
1.5456 |
0.0848 |
5.3% |
0.0082 |
0.5% |
47% |
False |
False |
56,011 |
| 100 |
1.6304 |
1.5401 |
0.0903 |
5.7% |
0.0082 |
0.5% |
50% |
False |
False |
44,819 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.1% |
0.0077 |
0.5% |
53% |
False |
False |
37,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6176 |
|
2.618 |
1.6070 |
|
1.618 |
1.6005 |
|
1.000 |
1.5965 |
|
0.618 |
1.5940 |
|
HIGH |
1.5900 |
|
0.618 |
1.5875 |
|
0.500 |
1.5868 |
|
0.382 |
1.5860 |
|
LOW |
1.5835 |
|
0.618 |
1.5795 |
|
1.000 |
1.5770 |
|
1.618 |
1.5730 |
|
2.618 |
1.5665 |
|
4.250 |
1.5559 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5868 |
1.5874 |
| PP |
1.5862 |
1.5867 |
| S1 |
1.5857 |
1.5859 |
|