CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 18-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6169 |
1.6195 |
0.0026 |
0.2% |
1.6026 |
| High |
1.6213 |
1.6267 |
0.0054 |
0.3% |
1.6202 |
| Low |
1.6153 |
1.6191 |
0.0038 |
0.2% |
1.6010 |
| Close |
1.6199 |
1.6244 |
0.0045 |
0.3% |
1.6164 |
| Range |
0.0060 |
0.0076 |
0.0016 |
26.7% |
0.0192 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.4% |
0.0000 |
| Volume |
74,531 |
83,645 |
9,114 |
12.2% |
310,619 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6462 |
1.6429 |
1.6286 |
|
| R3 |
1.6386 |
1.6353 |
1.6265 |
|
| R2 |
1.6310 |
1.6310 |
1.6258 |
|
| R1 |
1.6277 |
1.6277 |
1.6251 |
1.6294 |
| PP |
1.6234 |
1.6234 |
1.6234 |
1.6242 |
| S1 |
1.6201 |
1.6201 |
1.6237 |
1.6218 |
| S2 |
1.6158 |
1.6158 |
1.6230 |
|
| S3 |
1.6082 |
1.6125 |
1.6223 |
|
| S4 |
1.6006 |
1.6049 |
1.6202 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6701 |
1.6625 |
1.6270 |
|
| R3 |
1.6509 |
1.6433 |
1.6217 |
|
| R2 |
1.6317 |
1.6317 |
1.6199 |
|
| R1 |
1.6241 |
1.6241 |
1.6182 |
1.6279 |
| PP |
1.6125 |
1.6125 |
1.6125 |
1.6145 |
| S1 |
1.6049 |
1.6049 |
1.6146 |
1.6087 |
| S2 |
1.5933 |
1.5933 |
1.6129 |
|
| S3 |
1.5741 |
1.5857 |
1.6111 |
|
| S4 |
1.5549 |
1.5665 |
1.6058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6267 |
1.6081 |
0.0186 |
1.1% |
0.0078 |
0.5% |
88% |
True |
False |
82,275 |
| 10 |
1.6267 |
1.6000 |
0.0267 |
1.6% |
0.0071 |
0.4% |
91% |
True |
False |
48,781 |
| 20 |
1.6267 |
1.5903 |
0.0364 |
2.2% |
0.0063 |
0.4% |
94% |
True |
False |
24,591 |
| 40 |
1.6267 |
1.5828 |
0.0439 |
2.7% |
0.0049 |
0.3% |
95% |
True |
False |
12,321 |
| 60 |
1.6267 |
1.5828 |
0.0439 |
2.7% |
0.0051 |
0.3% |
95% |
True |
False |
8,223 |
| 80 |
1.6281 |
1.5781 |
0.0500 |
3.1% |
0.0042 |
0.3% |
93% |
False |
False |
6,173 |
| 100 |
1.6281 |
1.5500 |
0.0781 |
4.8% |
0.0036 |
0.2% |
95% |
False |
False |
4,940 |
| 120 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0031 |
0.2% |
96% |
False |
False |
4,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6590 |
|
2.618 |
1.6466 |
|
1.618 |
1.6390 |
|
1.000 |
1.6343 |
|
0.618 |
1.6314 |
|
HIGH |
1.6267 |
|
0.618 |
1.6238 |
|
0.500 |
1.6229 |
|
0.382 |
1.6220 |
|
LOW |
1.6191 |
|
0.618 |
1.6144 |
|
1.000 |
1.6115 |
|
1.618 |
1.6068 |
|
2.618 |
1.5992 |
|
4.250 |
1.5868 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6239 |
1.6224 |
| PP |
1.6234 |
1.6204 |
| S1 |
1.6229 |
1.6184 |
|