CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6026 |
1.6067 |
0.0041 |
0.3% |
1.6025 |
| High |
1.6092 |
1.6118 |
0.0026 |
0.2% |
1.6126 |
| Low |
1.6010 |
1.6065 |
0.0055 |
0.3% |
1.6000 |
| Close |
1.6066 |
1.6108 |
0.0042 |
0.3% |
1.6031 |
| Range |
0.0082 |
0.0053 |
-0.0029 |
-35.4% |
0.0126 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
15,566 |
41,851 |
26,285 |
168.9% |
20,861 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6256 |
1.6235 |
1.6137 |
|
| R3 |
1.6203 |
1.6182 |
1.6123 |
|
| R2 |
1.6150 |
1.6150 |
1.6118 |
|
| R1 |
1.6129 |
1.6129 |
1.6113 |
1.6140 |
| PP |
1.6097 |
1.6097 |
1.6097 |
1.6102 |
| S1 |
1.6076 |
1.6076 |
1.6103 |
1.6087 |
| S2 |
1.6044 |
1.6044 |
1.6098 |
|
| S3 |
1.5991 |
1.6023 |
1.6093 |
|
| S4 |
1.5938 |
1.5970 |
1.6079 |
|
|
| 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 |
1.6124 |
1.6000 |
0.0124 |
0.8% |
0.0063 |
0.4% |
87% |
False |
False |
15,286 |
| 10 |
1.6126 |
1.5960 |
0.0166 |
1.0% |
0.0061 |
0.4% |
89% |
False |
False |
7,996 |
| 20 |
1.6126 |
1.5828 |
0.0298 |
1.9% |
0.0052 |
0.3% |
94% |
False |
False |
4,034 |
| 40 |
1.6165 |
1.5828 |
0.0337 |
2.1% |
0.0045 |
0.3% |
83% |
False |
False |
2,039 |
| 60 |
1.6281 |
1.5828 |
0.0453 |
2.8% |
0.0047 |
0.3% |
62% |
False |
False |
1,369 |
| 80 |
1.6281 |
1.5702 |
0.0579 |
3.6% |
0.0038 |
0.2% |
70% |
False |
False |
1,031 |
| 100 |
1.6281 |
1.5500 |
0.0781 |
4.8% |
0.0032 |
0.2% |
78% |
False |
False |
827 |
| 120 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0028 |
0.2% |
80% |
False |
False |
696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6343 |
|
2.618 |
1.6257 |
|
1.618 |
1.6204 |
|
1.000 |
1.6171 |
|
0.618 |
1.6151 |
|
HIGH |
1.6118 |
|
0.618 |
1.6098 |
|
0.500 |
1.6092 |
|
0.382 |
1.6085 |
|
LOW |
1.6065 |
|
0.618 |
1.6032 |
|
1.000 |
1.6012 |
|
1.618 |
1.5979 |
|
2.618 |
1.5926 |
|
4.250 |
1.5840 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6103 |
1.6092 |
| PP |
1.6097 |
1.6075 |
| S1 |
1.6092 |
1.6059 |
|