CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6111 |
1.6174 |
0.0063 |
0.4% |
1.6029 |
| High |
1.6178 |
1.6216 |
0.0038 |
0.2% |
1.6208 |
| Low |
1.6104 |
1.6159 |
0.0055 |
0.3% |
1.6014 |
| Close |
1.6168 |
1.6202 |
0.0034 |
0.2% |
1.6168 |
| Range |
0.0074 |
0.0057 |
-0.0017 |
-23.0% |
0.0194 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
42,852 |
2,994 |
-39,858 |
-93.0% |
543,691 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6363 |
1.6340 |
1.6233 |
|
| R3 |
1.6306 |
1.6283 |
1.6218 |
|
| R2 |
1.6249 |
1.6249 |
1.6212 |
|
| R1 |
1.6226 |
1.6226 |
1.6207 |
1.6238 |
| PP |
1.6192 |
1.6192 |
1.6192 |
1.6198 |
| S1 |
1.6169 |
1.6169 |
1.6197 |
1.6181 |
| S2 |
1.6135 |
1.6135 |
1.6192 |
|
| S3 |
1.6078 |
1.6112 |
1.6186 |
|
| S4 |
1.6021 |
1.6055 |
1.6171 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6712 |
1.6634 |
1.6275 |
|
| R3 |
1.6518 |
1.6440 |
1.6221 |
|
| R2 |
1.6324 |
1.6324 |
1.6204 |
|
| R1 |
1.6246 |
1.6246 |
1.6186 |
1.6285 |
| PP |
1.6130 |
1.6130 |
1.6130 |
1.6150 |
| S1 |
1.6052 |
1.6052 |
1.6150 |
1.6091 |
| S2 |
1.5936 |
1.5936 |
1.6132 |
|
| S3 |
1.5742 |
1.5858 |
1.6115 |
|
| S4 |
1.5548 |
1.5664 |
1.6061 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6216 |
1.6068 |
0.0148 |
0.9% |
0.0075 |
0.5% |
91% |
True |
False |
89,514 |
| 10 |
1.6216 |
1.6003 |
0.0213 |
1.3% |
0.0069 |
0.4% |
93% |
True |
False |
99,020 |
| 20 |
1.6216 |
1.5880 |
0.0336 |
2.1% |
0.0067 |
0.4% |
96% |
True |
False |
95,006 |
| 40 |
1.6216 |
1.5822 |
0.0394 |
2.4% |
0.0074 |
0.5% |
96% |
True |
False |
93,953 |
| 60 |
1.6269 |
1.5822 |
0.0447 |
2.8% |
0.0078 |
0.5% |
85% |
False |
False |
95,598 |
| 80 |
1.6304 |
1.5747 |
0.0557 |
3.4% |
0.0078 |
0.5% |
82% |
False |
False |
82,178 |
| 100 |
1.6304 |
1.5490 |
0.0814 |
5.0% |
0.0077 |
0.5% |
87% |
False |
False |
65,758 |
| 120 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0080 |
0.5% |
89% |
False |
False |
54,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6458 |
|
2.618 |
1.6365 |
|
1.618 |
1.6308 |
|
1.000 |
1.6273 |
|
0.618 |
1.6251 |
|
HIGH |
1.6216 |
|
0.618 |
1.6194 |
|
0.500 |
1.6188 |
|
0.382 |
1.6181 |
|
LOW |
1.6159 |
|
0.618 |
1.6124 |
|
1.000 |
1.6102 |
|
1.618 |
1.6067 |
|
2.618 |
1.6010 |
|
4.250 |
1.5917 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6197 |
1.6185 |
| PP |
1.6192 |
1.6167 |
| S1 |
1.6188 |
1.6150 |
|