CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5921 |
1.5958 |
0.0037 |
0.2% |
1.5891 |
| High |
1.5958 |
1.6051 |
0.0093 |
0.6% |
1.6051 |
| Low |
1.5882 |
1.5925 |
0.0043 |
0.3% |
1.5880 |
| Close |
1.5948 |
1.6044 |
0.0096 |
0.6% |
1.6044 |
| Range |
0.0076 |
0.0126 |
0.0050 |
65.8% |
0.0171 |
| ATR |
0.0073 |
0.0077 |
0.0004 |
5.1% |
0.0000 |
| Volume |
86,164 |
111,477 |
25,313 |
29.4% |
352,977 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6385 |
1.6340 |
1.6113 |
|
| R3 |
1.6259 |
1.6214 |
1.6079 |
|
| R2 |
1.6133 |
1.6133 |
1.6067 |
|
| R1 |
1.6088 |
1.6088 |
1.6056 |
1.6111 |
| PP |
1.6007 |
1.6007 |
1.6007 |
1.6018 |
| S1 |
1.5962 |
1.5962 |
1.6032 |
1.5985 |
| S2 |
1.5881 |
1.5881 |
1.6021 |
|
| S3 |
1.5755 |
1.5836 |
1.6009 |
|
| S4 |
1.5629 |
1.5710 |
1.5975 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6505 |
1.6445 |
1.6138 |
|
| R3 |
1.6334 |
1.6274 |
1.6091 |
|
| R2 |
1.6163 |
1.6163 |
1.6075 |
|
| R1 |
1.6103 |
1.6103 |
1.6060 |
1.6133 |
| PP |
1.5992 |
1.5992 |
1.5992 |
1.6007 |
| S1 |
1.5932 |
1.5932 |
1.6028 |
1.5962 |
| S2 |
1.5821 |
1.5821 |
1.6013 |
|
| S3 |
1.5650 |
1.5761 |
1.5997 |
|
| S4 |
1.5479 |
1.5590 |
1.5950 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6051 |
1.5834 |
0.0217 |
1.4% |
0.0071 |
0.4% |
97% |
True |
False |
89,627 |
| 10 |
1.6051 |
1.5822 |
0.0229 |
1.4% |
0.0072 |
0.4% |
97% |
True |
False |
92,384 |
| 20 |
1.6173 |
1.5822 |
0.0351 |
2.2% |
0.0074 |
0.5% |
63% |
False |
False |
89,396 |
| 40 |
1.6269 |
1.5822 |
0.0447 |
2.8% |
0.0082 |
0.5% |
50% |
False |
False |
94,916 |
| 60 |
1.6304 |
1.5768 |
0.0536 |
3.3% |
0.0083 |
0.5% |
51% |
False |
False |
83,756 |
| 80 |
1.6304 |
1.5490 |
0.0814 |
5.1% |
0.0080 |
0.5% |
68% |
False |
False |
62,854 |
| 100 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0082 |
0.5% |
71% |
False |
False |
50,296 |
| 120 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0079 |
0.5% |
71% |
False |
False |
41,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6587 |
|
2.618 |
1.6381 |
|
1.618 |
1.6255 |
|
1.000 |
1.6177 |
|
0.618 |
1.6129 |
|
HIGH |
1.6051 |
|
0.618 |
1.6003 |
|
0.500 |
1.5988 |
|
0.382 |
1.5973 |
|
LOW |
1.5925 |
|
0.618 |
1.5847 |
|
1.000 |
1.5799 |
|
1.618 |
1.5721 |
|
2.618 |
1.5595 |
|
4.250 |
1.5390 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6025 |
1.6018 |
| PP |
1.6007 |
1.5992 |
| S1 |
1.5988 |
1.5967 |
|