CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6075 |
1.6116 |
0.0041 |
0.3% |
1.6021 |
| High |
1.6122 |
1.6208 |
0.0086 |
0.5% |
1.6130 |
| Low |
1.6068 |
1.6095 |
0.0027 |
0.2% |
1.6003 |
| Close |
1.6112 |
1.6159 |
0.0047 |
0.3% |
1.6035 |
| Range |
0.0054 |
0.0113 |
0.0059 |
109.3% |
0.0127 |
| ATR |
0.0069 |
0.0072 |
0.0003 |
4.6% |
0.0000 |
| Volume |
112,997 |
151,649 |
38,652 |
34.2% |
568,845 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6493 |
1.6439 |
1.6221 |
|
| R3 |
1.6380 |
1.6326 |
1.6190 |
|
| R2 |
1.6267 |
1.6267 |
1.6180 |
|
| R1 |
1.6213 |
1.6213 |
1.6169 |
1.6240 |
| PP |
1.6154 |
1.6154 |
1.6154 |
1.6168 |
| S1 |
1.6100 |
1.6100 |
1.6149 |
1.6127 |
| S2 |
1.6041 |
1.6041 |
1.6138 |
|
| S3 |
1.5928 |
1.5987 |
1.6128 |
|
| S4 |
1.5815 |
1.5874 |
1.6097 |
|
|
| 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 |
1.6208 |
1.6003 |
0.0205 |
1.3% |
0.0079 |
0.5% |
76% |
True |
False |
122,245 |
| 10 |
1.6208 |
1.5988 |
0.0220 |
1.4% |
0.0069 |
0.4% |
78% |
True |
False |
112,228 |
| 20 |
1.6208 |
1.5822 |
0.0386 |
2.4% |
0.0066 |
0.4% |
87% |
True |
False |
100,702 |
| 40 |
1.6208 |
1.5822 |
0.0386 |
2.4% |
0.0075 |
0.5% |
87% |
True |
False |
96,835 |
| 60 |
1.6304 |
1.5822 |
0.0482 |
3.0% |
0.0078 |
0.5% |
70% |
False |
False |
97,759 |
| 80 |
1.6304 |
1.5721 |
0.0583 |
3.6% |
0.0078 |
0.5% |
75% |
False |
False |
79,895 |
| 100 |
1.6304 |
1.5456 |
0.0848 |
5.2% |
0.0079 |
0.5% |
83% |
False |
False |
63,933 |
| 120 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0079 |
0.5% |
84% |
False |
False |
53,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6688 |
|
2.618 |
1.6504 |
|
1.618 |
1.6391 |
|
1.000 |
1.6321 |
|
0.618 |
1.6278 |
|
HIGH |
1.6208 |
|
0.618 |
1.6165 |
|
0.500 |
1.6152 |
|
0.382 |
1.6138 |
|
LOW |
1.6095 |
|
0.618 |
1.6025 |
|
1.000 |
1.5982 |
|
1.618 |
1.5912 |
|
2.618 |
1.5799 |
|
4.250 |
1.5615 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6157 |
1.6143 |
| PP |
1.6154 |
1.6127 |
| S1 |
1.6152 |
1.6111 |
|