CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6043 |
1.6029 |
-0.0014 |
-0.1% |
1.6021 |
| High |
1.6061 |
1.6097 |
0.0036 |
0.2% |
1.6130 |
| Low |
1.6003 |
1.6014 |
0.0011 |
0.1% |
1.6003 |
| Close |
1.6035 |
1.6070 |
0.0035 |
0.2% |
1.6035 |
| Range |
0.0058 |
0.0083 |
0.0025 |
43.1% |
0.0127 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.5% |
0.0000 |
| Volume |
123,008 |
99,112 |
-23,896 |
-19.4% |
568,845 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6309 |
1.6273 |
1.6116 |
|
| R3 |
1.6226 |
1.6190 |
1.6093 |
|
| R2 |
1.6143 |
1.6143 |
1.6085 |
|
| R1 |
1.6107 |
1.6107 |
1.6078 |
1.6125 |
| PP |
1.6060 |
1.6060 |
1.6060 |
1.6070 |
| S1 |
1.6024 |
1.6024 |
1.6062 |
1.6042 |
| S2 |
1.5977 |
1.5977 |
1.6055 |
|
| S3 |
1.5894 |
1.5941 |
1.6047 |
|
| S4 |
1.5811 |
1.5858 |
1.6024 |
|
|
| 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% |
0.0062 |
0.4% |
53% |
False |
False |
108,526 |
| 10 |
1.6130 |
1.5960 |
0.0170 |
1.1% |
0.0064 |
0.4% |
65% |
False |
False |
102,309 |
| 20 |
1.6130 |
1.5822 |
0.0308 |
1.9% |
0.0063 |
0.4% |
81% |
False |
False |
95,216 |
| 40 |
1.6175 |
1.5822 |
0.0353 |
2.2% |
0.0074 |
0.5% |
70% |
False |
False |
94,724 |
| 60 |
1.6304 |
1.5822 |
0.0482 |
3.0% |
0.0077 |
0.5% |
51% |
False |
False |
96,251 |
| 80 |
1.6304 |
1.5684 |
0.0620 |
3.9% |
0.0077 |
0.5% |
62% |
False |
False |
76,589 |
| 100 |
1.6304 |
1.5456 |
0.0848 |
5.3% |
0.0079 |
0.5% |
72% |
False |
False |
61,288 |
| 120 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0079 |
0.5% |
74% |
False |
False |
51,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6450 |
|
2.618 |
1.6314 |
|
1.618 |
1.6231 |
|
1.000 |
1.6180 |
|
0.618 |
1.6148 |
|
HIGH |
1.6097 |
|
0.618 |
1.6065 |
|
0.500 |
1.6056 |
|
0.382 |
1.6046 |
|
LOW |
1.6014 |
|
0.618 |
1.5963 |
|
1.000 |
1.5931 |
|
1.618 |
1.5880 |
|
2.618 |
1.5797 |
|
4.250 |
1.5661 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6065 |
1.6069 |
| PP |
1.6060 |
1.6067 |
| S1 |
1.6056 |
1.6066 |
|