CME British Pound Future March 2013
| 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 |
1.6067 |
1.6106 |
0.0039 |
0.2% |
1.6025 |
| High |
1.6118 |
1.6202 |
0.0084 |
0.5% |
1.6126 |
| Low |
1.6065 |
1.6091 |
0.0026 |
0.2% |
1.6000 |
| Close |
1.6108 |
1.6155 |
0.0047 |
0.3% |
1.6031 |
| Range |
0.0053 |
0.0111 |
0.0058 |
109.4% |
0.0126 |
| ATR |
0.0058 |
0.0062 |
0.0004 |
6.6% |
0.0000 |
| Volume |
41,851 |
72,826 |
30,975 |
74.0% |
20,861 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6482 |
1.6430 |
1.6216 |
|
| R3 |
1.6371 |
1.6319 |
1.6186 |
|
| R2 |
1.6260 |
1.6260 |
1.6175 |
|
| R1 |
1.6208 |
1.6208 |
1.6165 |
1.6234 |
| PP |
1.6149 |
1.6149 |
1.6149 |
1.6163 |
| S1 |
1.6097 |
1.6097 |
1.6145 |
1.6123 |
| S2 |
1.6038 |
1.6038 |
1.6135 |
|
| S3 |
1.5927 |
1.5986 |
1.6124 |
|
| S4 |
1.5816 |
1.5875 |
1.6094 |
|
|
| 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 |
1.6202 |
1.6000 |
0.0202 |
1.3% |
0.0078 |
0.5% |
77% |
True |
False |
29,187 |
| 10 |
1.6202 |
1.5983 |
0.0219 |
1.4% |
0.0066 |
0.4% |
79% |
True |
False |
15,269 |
| 20 |
1.6202 |
1.5828 |
0.0374 |
2.3% |
0.0056 |
0.3% |
87% |
True |
False |
7,672 |
| 40 |
1.6202 |
1.5828 |
0.0374 |
2.3% |
0.0047 |
0.3% |
87% |
True |
False |
3,859 |
| 60 |
1.6281 |
1.5828 |
0.0453 |
2.8% |
0.0049 |
0.3% |
72% |
False |
False |
2,583 |
| 80 |
1.6281 |
1.5771 |
0.0510 |
3.2% |
0.0040 |
0.2% |
75% |
False |
False |
1,941 |
| 100 |
1.6281 |
1.5500 |
0.0781 |
4.8% |
0.0033 |
0.2% |
84% |
False |
False |
1,555 |
| 120 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0029 |
0.2% |
85% |
False |
False |
1,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6674 |
|
2.618 |
1.6493 |
|
1.618 |
1.6382 |
|
1.000 |
1.6313 |
|
0.618 |
1.6271 |
|
HIGH |
1.6202 |
|
0.618 |
1.6160 |
|
0.500 |
1.6147 |
|
0.382 |
1.6133 |
|
LOW |
1.6091 |
|
0.618 |
1.6022 |
|
1.000 |
1.5980 |
|
1.618 |
1.5911 |
|
2.618 |
1.5800 |
|
4.250 |
1.5619 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6152 |
1.6139 |
| PP |
1.6149 |
1.6122 |
| S1 |
1.6147 |
1.6106 |
|