CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5958 |
1.6025 |
0.0067 |
0.4% |
1.5891 |
| High |
1.6051 |
1.6044 |
-0.0007 |
0.0% |
1.6051 |
| Low |
1.5925 |
1.5995 |
0.0070 |
0.4% |
1.5880 |
| Close |
1.6044 |
1.6018 |
-0.0026 |
-0.2% |
1.6044 |
| Range |
0.0126 |
0.0049 |
-0.0077 |
-61.1% |
0.0171 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
111,477 |
76,491 |
-34,986 |
-31.4% |
352,977 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6166 |
1.6141 |
1.6045 |
|
| R3 |
1.6117 |
1.6092 |
1.6031 |
|
| R2 |
1.6068 |
1.6068 |
1.6027 |
|
| R1 |
1.6043 |
1.6043 |
1.6022 |
1.6031 |
| PP |
1.6019 |
1.6019 |
1.6019 |
1.6013 |
| S1 |
1.5994 |
1.5994 |
1.6014 |
1.5982 |
| S2 |
1.5970 |
1.5970 |
1.6009 |
|
| S3 |
1.5921 |
1.5945 |
1.6005 |
|
| S4 |
1.5872 |
1.5896 |
1.5991 |
|
|
| 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 |
1.5880 |
0.0171 |
1.1% |
0.0067 |
0.4% |
81% |
False |
False |
85,893 |
| 10 |
1.6051 |
1.5822 |
0.0229 |
1.4% |
0.0063 |
0.4% |
86% |
False |
False |
88,123 |
| 20 |
1.6173 |
1.5822 |
0.0351 |
2.2% |
0.0074 |
0.5% |
56% |
False |
False |
88,463 |
| 40 |
1.6213 |
1.5822 |
0.0391 |
2.4% |
0.0079 |
0.5% |
50% |
False |
False |
92,896 |
| 60 |
1.6304 |
1.5773 |
0.0531 |
3.3% |
0.0082 |
0.5% |
46% |
False |
False |
85,030 |
| 80 |
1.6304 |
1.5527 |
0.0777 |
4.9% |
0.0079 |
0.5% |
63% |
False |
False |
63,810 |
| 100 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0081 |
0.5% |
68% |
False |
False |
51,061 |
| 120 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0079 |
0.5% |
68% |
False |
False |
42,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6252 |
|
2.618 |
1.6172 |
|
1.618 |
1.6123 |
|
1.000 |
1.6093 |
|
0.618 |
1.6074 |
|
HIGH |
1.6044 |
|
0.618 |
1.6025 |
|
0.500 |
1.6020 |
|
0.382 |
1.6014 |
|
LOW |
1.5995 |
|
0.618 |
1.5965 |
|
1.000 |
1.5946 |
|
1.618 |
1.5916 |
|
2.618 |
1.5867 |
|
4.250 |
1.5787 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6020 |
1.6001 |
| PP |
1.6019 |
1.5984 |
| S1 |
1.6019 |
1.5967 |
|