CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5871 |
1.5845 |
-0.0026 |
-0.2% |
1.6018 |
| High |
1.5900 |
1.5878 |
-0.0022 |
-0.1% |
1.6041 |
| Low |
1.5835 |
1.5822 |
-0.0013 |
-0.1% |
1.5885 |
| Close |
1.5852 |
1.5849 |
-0.0003 |
0.0% |
1.5901 |
| Range |
0.0065 |
0.0056 |
-0.0009 |
-13.8% |
0.0156 |
| ATR |
0.0080 |
0.0079 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
101,676 |
100,003 |
-1,673 |
-1.6% |
501,343 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6018 |
1.5989 |
1.5880 |
|
| R3 |
1.5962 |
1.5933 |
1.5864 |
|
| R2 |
1.5906 |
1.5906 |
1.5859 |
|
| R1 |
1.5877 |
1.5877 |
1.5854 |
1.5892 |
| PP |
1.5850 |
1.5850 |
1.5850 |
1.5857 |
| S1 |
1.5821 |
1.5821 |
1.5844 |
1.5836 |
| S2 |
1.5794 |
1.5794 |
1.5839 |
|
| S3 |
1.5738 |
1.5765 |
1.5834 |
|
| S4 |
1.5682 |
1.5709 |
1.5818 |
|
|
| 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 |
1.5822 |
0.0196 |
1.2% |
0.0072 |
0.5% |
14% |
False |
True |
95,140 |
| 10 |
1.6132 |
1.5822 |
0.0310 |
2.0% |
0.0078 |
0.5% |
9% |
False |
True |
96,431 |
| 20 |
1.6173 |
1.5822 |
0.0351 |
2.2% |
0.0080 |
0.5% |
8% |
False |
True |
92,780 |
| 40 |
1.6304 |
1.5822 |
0.0482 |
3.0% |
0.0083 |
0.5% |
6% |
False |
True |
96,324 |
| 60 |
1.6304 |
1.5747 |
0.0557 |
3.5% |
0.0081 |
0.5% |
18% |
False |
False |
76,317 |
| 80 |
1.6304 |
1.5479 |
0.0825 |
5.2% |
0.0082 |
0.5% |
45% |
False |
False |
57,260 |
| 100 |
1.6304 |
1.5401 |
0.0903 |
5.7% |
0.0082 |
0.5% |
50% |
False |
False |
45,819 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.1% |
0.0077 |
0.5% |
53% |
False |
False |
38,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6116 |
|
2.618 |
1.6025 |
|
1.618 |
1.5969 |
|
1.000 |
1.5934 |
|
0.618 |
1.5913 |
|
HIGH |
1.5878 |
|
0.618 |
1.5857 |
|
0.500 |
1.5850 |
|
0.382 |
1.5843 |
|
LOW |
1.5822 |
|
0.618 |
1.5787 |
|
1.000 |
1.5766 |
|
1.618 |
1.5731 |
|
2.618 |
1.5675 |
|
4.250 |
1.5584 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5850 |
1.5868 |
| PP |
1.5850 |
1.5861 |
| S1 |
1.5849 |
1.5855 |
|