CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6095 |
1.6099 |
0.0004 |
0.0% |
1.6025 |
| High |
1.6130 |
1.6119 |
-0.0011 |
-0.1% |
1.6061 |
| Low |
1.6085 |
1.6082 |
-0.0003 |
0.0% |
1.5960 |
| Close |
1.6105 |
1.6097 |
-0.0008 |
0.0% |
1.6023 |
| Range |
0.0045 |
0.0037 |
-0.0008 |
-17.8% |
0.0101 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
96,638 |
99,409 |
2,771 |
2.9% |
431,624 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6210 |
1.6191 |
1.6117 |
|
| R3 |
1.6173 |
1.6154 |
1.6107 |
|
| R2 |
1.6136 |
1.6136 |
1.6104 |
|
| R1 |
1.6117 |
1.6117 |
1.6100 |
1.6108 |
| PP |
1.6099 |
1.6099 |
1.6099 |
1.6095 |
| S1 |
1.6080 |
1.6080 |
1.6094 |
1.6071 |
| S2 |
1.6062 |
1.6062 |
1.6090 |
|
| S3 |
1.6025 |
1.6043 |
1.6087 |
|
| S4 |
1.5988 |
1.6006 |
1.6077 |
|
|
| 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 |
1.5988 |
0.0142 |
0.9% |
0.0059 |
0.4% |
77% |
False |
False |
102,210 |
| 10 |
1.6130 |
1.5882 |
0.0248 |
1.5% |
0.0066 |
0.4% |
87% |
False |
False |
95,063 |
| 20 |
1.6130 |
1.5822 |
0.0308 |
1.9% |
0.0067 |
0.4% |
89% |
False |
False |
94,485 |
| 40 |
1.6175 |
1.5822 |
0.0353 |
2.2% |
0.0074 |
0.5% |
78% |
False |
False |
92,379 |
| 60 |
1.6304 |
1.5822 |
0.0482 |
3.0% |
0.0078 |
0.5% |
57% |
False |
False |
94,701 |
| 80 |
1.6304 |
1.5640 |
0.0664 |
4.1% |
0.0076 |
0.5% |
69% |
False |
False |
72,258 |
| 100 |
1.6304 |
1.5456 |
0.0848 |
5.3% |
0.0079 |
0.5% |
76% |
False |
False |
57,823 |
| 120 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0079 |
0.5% |
77% |
False |
False |
48,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6276 |
|
2.618 |
1.6216 |
|
1.618 |
1.6179 |
|
1.000 |
1.6156 |
|
0.618 |
1.6142 |
|
HIGH |
1.6119 |
|
0.618 |
1.6105 |
|
0.500 |
1.6101 |
|
0.382 |
1.6096 |
|
LOW |
1.6082 |
|
0.618 |
1.6059 |
|
1.000 |
1.6045 |
|
1.618 |
1.6022 |
|
2.618 |
1.5985 |
|
4.250 |
1.5925 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6101 |
1.6090 |
| PP |
1.6099 |
1.6082 |
| S1 |
1.6098 |
1.6075 |
|