CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6099 |
1.6093 |
-0.0006 |
0.0% |
1.6025 |
| High |
1.6119 |
1.6128 |
0.0009 |
0.1% |
1.6061 |
| Low |
1.6082 |
1.6039 |
-0.0043 |
-0.3% |
1.5960 |
| Close |
1.6097 |
1.6047 |
-0.0050 |
-0.3% |
1.6023 |
| Range |
0.0037 |
0.0089 |
0.0052 |
140.5% |
0.0101 |
| ATR |
0.0068 |
0.0070 |
0.0001 |
2.2% |
0.0000 |
| Volume |
99,409 |
124,463 |
25,054 |
25.2% |
431,624 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6338 |
1.6282 |
1.6096 |
|
| R3 |
1.6249 |
1.6193 |
1.6071 |
|
| R2 |
1.6160 |
1.6160 |
1.6063 |
|
| R1 |
1.6104 |
1.6104 |
1.6055 |
1.6088 |
| PP |
1.6071 |
1.6071 |
1.6071 |
1.6063 |
| S1 |
1.6015 |
1.6015 |
1.6039 |
1.5999 |
| S2 |
1.5982 |
1.5982 |
1.6031 |
|
| S3 |
1.5893 |
1.5926 |
1.6023 |
|
| S4 |
1.5804 |
1.5837 |
1.5998 |
|
|
| 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% |
0.0068 |
0.4% |
42% |
False |
False |
109,473 |
| 10 |
1.6130 |
1.5925 |
0.0205 |
1.3% |
0.0067 |
0.4% |
60% |
False |
False |
98,893 |
| 20 |
1.6130 |
1.5822 |
0.0308 |
1.9% |
0.0067 |
0.4% |
73% |
False |
False |
95,021 |
| 40 |
1.6175 |
1.5822 |
0.0353 |
2.2% |
0.0075 |
0.5% |
64% |
False |
False |
93,381 |
| 60 |
1.6304 |
1.5822 |
0.0482 |
3.0% |
0.0079 |
0.5% |
47% |
False |
False |
95,850 |
| 80 |
1.6304 |
1.5640 |
0.0664 |
4.1% |
0.0077 |
0.5% |
61% |
False |
False |
73,813 |
| 100 |
1.6304 |
1.5456 |
0.0848 |
5.3% |
0.0079 |
0.5% |
70% |
False |
False |
59,067 |
| 120 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0079 |
0.5% |
72% |
False |
False |
49,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6506 |
|
2.618 |
1.6361 |
|
1.618 |
1.6272 |
|
1.000 |
1.6217 |
|
0.618 |
1.6183 |
|
HIGH |
1.6128 |
|
0.618 |
1.6094 |
|
0.500 |
1.6084 |
|
0.382 |
1.6073 |
|
LOW |
1.6039 |
|
0.618 |
1.5984 |
|
1.000 |
1.5950 |
|
1.618 |
1.5895 |
|
2.618 |
1.5806 |
|
4.250 |
1.5661 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6084 |
1.6085 |
| PP |
1.6071 |
1.6072 |
| S1 |
1.6059 |
1.6060 |
|