CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 28-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6032 |
1.6016 |
-0.0016 |
-0.1% |
1.5891 |
| High |
1.6057 |
1.6022 |
-0.0035 |
-0.2% |
1.6051 |
| Low |
1.6009 |
1.5960 |
-0.0049 |
-0.3% |
1.5880 |
| Close |
1.6017 |
1.6015 |
-0.0002 |
0.0% |
1.6044 |
| Range |
0.0048 |
0.0062 |
0.0014 |
29.2% |
0.0171 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
78,234 |
87,219 |
8,985 |
11.5% |
352,977 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6185 |
1.6162 |
1.6049 |
|
| R3 |
1.6123 |
1.6100 |
1.6032 |
|
| R2 |
1.6061 |
1.6061 |
1.6026 |
|
| R1 |
1.6038 |
1.6038 |
1.6021 |
1.6019 |
| PP |
1.5999 |
1.5999 |
1.5999 |
1.5989 |
| S1 |
1.5976 |
1.5976 |
1.6009 |
1.5957 |
| S2 |
1.5937 |
1.5937 |
1.6004 |
|
| S3 |
1.5875 |
1.5914 |
1.5998 |
|
| S4 |
1.5813 |
1.5852 |
1.5981 |
|
|
| 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 |
1.6057 |
1.5882 |
0.0175 |
1.1% |
0.0072 |
0.5% |
76% |
False |
False |
87,917 |
| 10 |
1.6057 |
1.5822 |
0.0235 |
1.5% |
0.0063 |
0.4% |
82% |
False |
False |
89,176 |
| 20 |
1.6173 |
1.5822 |
0.0351 |
2.2% |
0.0071 |
0.4% |
55% |
False |
False |
91,774 |
| 40 |
1.6213 |
1.5822 |
0.0391 |
2.4% |
0.0079 |
0.5% |
49% |
False |
False |
92,478 |
| 60 |
1.6304 |
1.5821 |
0.0483 |
3.0% |
0.0081 |
0.5% |
40% |
False |
False |
87,644 |
| 80 |
1.6304 |
1.5578 |
0.0726 |
4.5% |
0.0078 |
0.5% |
60% |
False |
False |
65,876 |
| 100 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0081 |
0.5% |
68% |
False |
False |
52,714 |
| 120 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0079 |
0.5% |
68% |
False |
False |
43,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6286 |
|
2.618 |
1.6184 |
|
1.618 |
1.6122 |
|
1.000 |
1.6084 |
|
0.618 |
1.6060 |
|
HIGH |
1.6022 |
|
0.618 |
1.5998 |
|
0.500 |
1.5991 |
|
0.382 |
1.5984 |
|
LOW |
1.5960 |
|
0.618 |
1.5922 |
|
1.000 |
1.5898 |
|
1.618 |
1.5860 |
|
2.618 |
1.5798 |
|
4.250 |
1.5697 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6007 |
1.6013 |
| PP |
1.5999 |
1.6011 |
| S1 |
1.5991 |
1.6009 |
|