CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6021 |
1.6095 |
0.0074 |
0.5% |
1.6025 |
| High |
1.6116 |
1.6130 |
0.0014 |
0.1% |
1.6061 |
| Low |
1.6019 |
1.6085 |
0.0066 |
0.4% |
1.5960 |
| Close |
1.6093 |
1.6105 |
0.0012 |
0.1% |
1.6023 |
| Range |
0.0097 |
0.0045 |
-0.0052 |
-53.6% |
0.0101 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
125,327 |
96,638 |
-28,689 |
-22.9% |
431,624 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6242 |
1.6218 |
1.6130 |
|
| R3 |
1.6197 |
1.6173 |
1.6117 |
|
| R2 |
1.6152 |
1.6152 |
1.6113 |
|
| R1 |
1.6128 |
1.6128 |
1.6109 |
1.6140 |
| PP |
1.6107 |
1.6107 |
1.6107 |
1.6113 |
| S1 |
1.6083 |
1.6083 |
1.6101 |
1.6095 |
| S2 |
1.6062 |
1.6062 |
1.6097 |
|
| S3 |
1.6017 |
1.6038 |
1.6093 |
|
| S4 |
1.5972 |
1.5993 |
1.6080 |
|
|
| 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 |
1.6130 |
1.5960 |
0.0170 |
1.1% |
0.0064 |
0.4% |
85% |
True |
False |
99,772 |
| 10 |
1.6130 |
1.5882 |
0.0248 |
1.5% |
0.0067 |
0.4% |
90% |
True |
False |
93,346 |
| 20 |
1.6130 |
1.5822 |
0.0308 |
1.9% |
0.0067 |
0.4% |
92% |
True |
False |
93,217 |
| 40 |
1.6175 |
1.5822 |
0.0353 |
2.2% |
0.0075 |
0.5% |
80% |
False |
False |
92,957 |
| 60 |
1.6304 |
1.5822 |
0.0482 |
3.0% |
0.0079 |
0.5% |
59% |
False |
False |
93,651 |
| 80 |
1.6304 |
1.5640 |
0.0664 |
4.1% |
0.0077 |
0.5% |
70% |
False |
False |
71,016 |
| 100 |
1.6304 |
1.5456 |
0.0848 |
5.3% |
0.0080 |
0.5% |
77% |
False |
False |
56,830 |
| 120 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0080 |
0.5% |
78% |
False |
False |
47,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6321 |
|
2.618 |
1.6248 |
|
1.618 |
1.6203 |
|
1.000 |
1.6175 |
|
0.618 |
1.6158 |
|
HIGH |
1.6130 |
|
0.618 |
1.6113 |
|
0.500 |
1.6108 |
|
0.382 |
1.6102 |
|
LOW |
1.6085 |
|
0.618 |
1.6057 |
|
1.000 |
1.6040 |
|
1.618 |
1.6012 |
|
2.618 |
1.5967 |
|
4.250 |
1.5894 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6108 |
1.6090 |
| PP |
1.6107 |
1.6074 |
| S1 |
1.6106 |
1.6059 |
|