CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6016 |
1.6014 |
-0.0002 |
0.0% |
1.5891 |
| High |
1.6022 |
1.6047 |
0.0025 |
0.2% |
1.6051 |
| Low |
1.5960 |
1.6002 |
0.0042 |
0.3% |
1.5880 |
| Close |
1.6015 |
1.6038 |
0.0023 |
0.1% |
1.6044 |
| Range |
0.0062 |
0.0045 |
-0.0017 |
-27.4% |
0.0171 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
87,219 |
88,152 |
933 |
1.1% |
352,977 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6164 |
1.6146 |
1.6063 |
|
| R3 |
1.6119 |
1.6101 |
1.6050 |
|
| R2 |
1.6074 |
1.6074 |
1.6046 |
|
| R1 |
1.6056 |
1.6056 |
1.6042 |
1.6065 |
| PP |
1.6029 |
1.6029 |
1.6029 |
1.6034 |
| S1 |
1.6011 |
1.6011 |
1.6034 |
1.6020 |
| S2 |
1.5984 |
1.5984 |
1.6030 |
|
| S3 |
1.5939 |
1.5966 |
1.6026 |
|
| S4 |
1.5894 |
1.5921 |
1.6013 |
|
|
| 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 |
1.5925 |
0.0132 |
0.8% |
0.0066 |
0.4% |
86% |
False |
False |
88,314 |
| 10 |
1.6057 |
1.5822 |
0.0235 |
1.5% |
0.0061 |
0.4% |
92% |
False |
False |
87,823 |
| 20 |
1.6173 |
1.5822 |
0.0351 |
2.2% |
0.0070 |
0.4% |
62% |
False |
False |
91,844 |
| 40 |
1.6213 |
1.5822 |
0.0391 |
2.4% |
0.0078 |
0.5% |
55% |
False |
False |
92,430 |
| 60 |
1.6304 |
1.5822 |
0.0482 |
3.0% |
0.0080 |
0.5% |
45% |
False |
False |
89,095 |
| 80 |
1.6304 |
1.5578 |
0.0726 |
4.5% |
0.0077 |
0.5% |
63% |
False |
False |
66,978 |
| 100 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0081 |
0.5% |
71% |
False |
False |
53,596 |
| 120 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0079 |
0.5% |
71% |
False |
False |
44,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6238 |
|
2.618 |
1.6165 |
|
1.618 |
1.6120 |
|
1.000 |
1.6092 |
|
0.618 |
1.6075 |
|
HIGH |
1.6047 |
|
0.618 |
1.6030 |
|
0.500 |
1.6025 |
|
0.382 |
1.6019 |
|
LOW |
1.6002 |
|
0.618 |
1.5974 |
|
1.000 |
1.5957 |
|
1.618 |
1.5929 |
|
2.618 |
1.5884 |
|
4.250 |
1.5811 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6034 |
1.6028 |
| PP |
1.6029 |
1.6018 |
| S1 |
1.6025 |
1.6009 |
|