CME British Pound Future March 2013
| 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 |
1.6031 |
1.6026 |
-0.0005 |
0.0% |
1.6025 |
| High |
1.6055 |
1.6092 |
0.0037 |
0.2% |
1.6126 |
| Low |
1.6000 |
1.6010 |
0.0010 |
0.1% |
1.6000 |
| Close |
1.6031 |
1.6066 |
0.0035 |
0.2% |
1.6031 |
| Range |
0.0055 |
0.0082 |
0.0027 |
49.1% |
0.0126 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
3.2% |
0.0000 |
| Volume |
9,549 |
15,566 |
6,017 |
63.0% |
20,861 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6302 |
1.6266 |
1.6111 |
|
| R3 |
1.6220 |
1.6184 |
1.6089 |
|
| R2 |
1.6138 |
1.6138 |
1.6081 |
|
| R1 |
1.6102 |
1.6102 |
1.6074 |
1.6120 |
| PP |
1.6056 |
1.6056 |
1.6056 |
1.6065 |
| S1 |
1.6020 |
1.6020 |
1.6058 |
1.6038 |
| S2 |
1.5974 |
1.5974 |
1.6051 |
|
| S3 |
1.5892 |
1.5938 |
1.6043 |
|
| S4 |
1.5810 |
1.5856 |
1.6021 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6430 |
1.6357 |
1.6100 |
|
| R3 |
1.6304 |
1.6231 |
1.6066 |
|
| R2 |
1.6178 |
1.6178 |
1.6054 |
|
| R1 |
1.6105 |
1.6105 |
1.6043 |
1.6142 |
| PP |
1.6052 |
1.6052 |
1.6052 |
1.6071 |
| S1 |
1.5979 |
1.5979 |
1.6019 |
1.6016 |
| S2 |
1.5926 |
1.5926 |
1.6008 |
|
| S3 |
1.5800 |
1.5853 |
1.5996 |
|
| S4 |
1.5674 |
1.5727 |
1.5962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6126 |
1.6000 |
0.0126 |
0.8% |
0.0061 |
0.4% |
52% |
False |
False |
7,140 |
| 10 |
1.6126 |
1.5960 |
0.0166 |
1.0% |
0.0060 |
0.4% |
64% |
False |
False |
3,816 |
| 20 |
1.6126 |
1.5828 |
0.0298 |
1.9% |
0.0050 |
0.3% |
80% |
False |
False |
1,944 |
| 40 |
1.6165 |
1.5828 |
0.0337 |
2.1% |
0.0045 |
0.3% |
71% |
False |
False |
992 |
| 60 |
1.6281 |
1.5828 |
0.0453 |
2.8% |
0.0047 |
0.3% |
53% |
False |
False |
672 |
| 80 |
1.6281 |
1.5684 |
0.0597 |
3.7% |
0.0038 |
0.2% |
64% |
False |
False |
507 |
| 100 |
1.6281 |
1.5500 |
0.0781 |
4.9% |
0.0031 |
0.2% |
72% |
False |
False |
409 |
| 120 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0027 |
0.2% |
75% |
False |
False |
347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6441 |
|
2.618 |
1.6307 |
|
1.618 |
1.6225 |
|
1.000 |
1.6174 |
|
0.618 |
1.6143 |
|
HIGH |
1.6092 |
|
0.618 |
1.6061 |
|
0.500 |
1.6051 |
|
0.382 |
1.6041 |
|
LOW |
1.6010 |
|
0.618 |
1.5959 |
|
1.000 |
1.5928 |
|
1.618 |
1.5877 |
|
2.618 |
1.5795 |
|
4.250 |
1.5662 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6061 |
1.6065 |
| PP |
1.6056 |
1.6063 |
| S1 |
1.6051 |
1.6062 |
|