CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6093 |
1.6043 |
-0.0050 |
-0.3% |
1.6021 |
| High |
1.6128 |
1.6061 |
-0.0067 |
-0.4% |
1.6130 |
| Low |
1.6039 |
1.6003 |
-0.0036 |
-0.2% |
1.6003 |
| Close |
1.6047 |
1.6035 |
-0.0012 |
-0.1% |
1.6035 |
| Range |
0.0089 |
0.0058 |
-0.0031 |
-34.8% |
0.0127 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
124,463 |
123,008 |
-1,455 |
-1.2% |
568,845 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6207 |
1.6179 |
1.6067 |
|
| R3 |
1.6149 |
1.6121 |
1.6051 |
|
| R2 |
1.6091 |
1.6091 |
1.6046 |
|
| R1 |
1.6063 |
1.6063 |
1.6040 |
1.6048 |
| PP |
1.6033 |
1.6033 |
1.6033 |
1.6026 |
| S1 |
1.6005 |
1.6005 |
1.6030 |
1.5990 |
| S2 |
1.5975 |
1.5975 |
1.6024 |
|
| S3 |
1.5917 |
1.5947 |
1.6019 |
|
| S4 |
1.5859 |
1.5889 |
1.6003 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6437 |
1.6363 |
1.6105 |
|
| R3 |
1.6310 |
1.6236 |
1.6070 |
|
| R2 |
1.6183 |
1.6183 |
1.6058 |
|
| R1 |
1.6109 |
1.6109 |
1.6047 |
1.6146 |
| PP |
1.6056 |
1.6056 |
1.6056 |
1.6075 |
| S1 |
1.5982 |
1.5982 |
1.6023 |
1.6019 |
| S2 |
1.5929 |
1.5929 |
1.6012 |
|
| S3 |
1.5802 |
1.5855 |
1.6000 |
|
| S4 |
1.5675 |
1.5728 |
1.5965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6130 |
1.6003 |
0.0127 |
0.8% |
0.0065 |
0.4% |
25% |
False |
True |
113,769 |
| 10 |
1.6130 |
1.5960 |
0.0170 |
1.1% |
0.0060 |
0.4% |
44% |
False |
False |
100,046 |
| 20 |
1.6130 |
1.5822 |
0.0308 |
1.9% |
0.0066 |
0.4% |
69% |
False |
False |
96,215 |
| 40 |
1.6175 |
1.5822 |
0.0353 |
2.2% |
0.0074 |
0.5% |
60% |
False |
False |
94,499 |
| 60 |
1.6304 |
1.5822 |
0.0482 |
3.0% |
0.0078 |
0.5% |
44% |
False |
False |
96,772 |
| 80 |
1.6304 |
1.5640 |
0.0664 |
4.1% |
0.0077 |
0.5% |
59% |
False |
False |
75,351 |
| 100 |
1.6304 |
1.5456 |
0.0848 |
5.3% |
0.0079 |
0.5% |
68% |
False |
False |
60,297 |
| 120 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0079 |
0.5% |
70% |
False |
False |
50,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6308 |
|
2.618 |
1.6213 |
|
1.618 |
1.6155 |
|
1.000 |
1.6119 |
|
0.618 |
1.6097 |
|
HIGH |
1.6061 |
|
0.618 |
1.6039 |
|
0.500 |
1.6032 |
|
0.382 |
1.6025 |
|
LOW |
1.6003 |
|
0.618 |
1.5967 |
|
1.000 |
1.5945 |
|
1.618 |
1.5909 |
|
2.618 |
1.5851 |
|
4.250 |
1.5757 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6034 |
1.6066 |
| PP |
1.6033 |
1.6055 |
| S1 |
1.6032 |
1.6045 |
|