CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 30-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6014 |
1.6042 |
0.0028 |
0.2% |
1.6025 |
| High |
1.6047 |
1.6061 |
0.0014 |
0.1% |
1.6061 |
| Low |
1.6002 |
1.5988 |
-0.0014 |
-0.1% |
1.5960 |
| Close |
1.6038 |
1.6023 |
-0.0015 |
-0.1% |
1.6023 |
| Range |
0.0045 |
0.0073 |
0.0028 |
62.2% |
0.0101 |
| ATR |
0.0070 |
0.0071 |
0.0000 |
0.3% |
0.0000 |
| Volume |
88,152 |
101,528 |
13,376 |
15.2% |
431,624 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6243 |
1.6206 |
1.6063 |
|
| R3 |
1.6170 |
1.6133 |
1.6043 |
|
| R2 |
1.6097 |
1.6097 |
1.6036 |
|
| R1 |
1.6060 |
1.6060 |
1.6030 |
1.6042 |
| PP |
1.6024 |
1.6024 |
1.6024 |
1.6015 |
| S1 |
1.5987 |
1.5987 |
1.6016 |
1.5969 |
| S2 |
1.5951 |
1.5951 |
1.6010 |
|
| S3 |
1.5878 |
1.5914 |
1.6003 |
|
| S4 |
1.5805 |
1.5841 |
1.5983 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6318 |
1.6271 |
1.6079 |
|
| R3 |
1.6217 |
1.6170 |
1.6051 |
|
| R2 |
1.6116 |
1.6116 |
1.6042 |
|
| R1 |
1.6069 |
1.6069 |
1.6032 |
1.6042 |
| PP |
1.6015 |
1.6015 |
1.6015 |
1.6001 |
| S1 |
1.5968 |
1.5968 |
1.6014 |
1.5941 |
| S2 |
1.5914 |
1.5914 |
1.6004 |
|
| S3 |
1.5813 |
1.5867 |
1.5995 |
|
| S4 |
1.5712 |
1.5766 |
1.5967 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6061 |
1.5960 |
0.0101 |
0.6% |
0.0055 |
0.3% |
62% |
True |
False |
86,324 |
| 10 |
1.6061 |
1.5834 |
0.0227 |
1.4% |
0.0063 |
0.4% |
83% |
True |
False |
87,976 |
| 20 |
1.6132 |
1.5822 |
0.0310 |
1.9% |
0.0071 |
0.4% |
65% |
False |
False |
92,203 |
| 40 |
1.6213 |
1.5822 |
0.0391 |
2.4% |
0.0077 |
0.5% |
51% |
False |
False |
92,307 |
| 60 |
1.6304 |
1.5822 |
0.0482 |
3.0% |
0.0080 |
0.5% |
42% |
False |
False |
90,639 |
| 80 |
1.6304 |
1.5580 |
0.0724 |
4.5% |
0.0077 |
0.5% |
61% |
False |
False |
68,246 |
| 100 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0081 |
0.5% |
69% |
False |
False |
54,611 |
| 120 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0078 |
0.5% |
69% |
False |
False |
45,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6371 |
|
2.618 |
1.6252 |
|
1.618 |
1.6179 |
|
1.000 |
1.6134 |
|
0.618 |
1.6106 |
|
HIGH |
1.6061 |
|
0.618 |
1.6033 |
|
0.500 |
1.6025 |
|
0.382 |
1.6016 |
|
LOW |
1.5988 |
|
0.618 |
1.5943 |
|
1.000 |
1.5915 |
|
1.618 |
1.5870 |
|
2.618 |
1.5797 |
|
4.250 |
1.5678 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6025 |
1.6019 |
| PP |
1.6024 |
1.6015 |
| S1 |
1.6024 |
1.6011 |
|