CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6245 |
1.6246 |
0.0001 |
0.0% |
1.6026 |
| High |
1.6304 |
1.6294 |
-0.0010 |
-0.1% |
1.6202 |
| Low |
1.6240 |
1.6240 |
0.0000 |
0.0% |
1.6010 |
| Close |
1.6255 |
1.6279 |
0.0024 |
0.1% |
1.6164 |
| Range |
0.0064 |
0.0054 |
-0.0010 |
-15.6% |
0.0192 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
93,483 |
96,456 |
2,973 |
3.2% |
310,619 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6433 |
1.6410 |
1.6309 |
|
| R3 |
1.6379 |
1.6356 |
1.6294 |
|
| R2 |
1.6325 |
1.6325 |
1.6289 |
|
| R1 |
1.6302 |
1.6302 |
1.6284 |
1.6314 |
| PP |
1.6271 |
1.6271 |
1.6271 |
1.6277 |
| S1 |
1.6248 |
1.6248 |
1.6274 |
1.6260 |
| S2 |
1.6217 |
1.6217 |
1.6269 |
|
| S3 |
1.6163 |
1.6194 |
1.6264 |
|
| S4 |
1.6109 |
1.6140 |
1.6249 |
|
|
| 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 |
1.6304 |
1.6100 |
0.0204 |
1.3% |
0.0066 |
0.4% |
88% |
False |
False |
89,800 |
| 10 |
1.6304 |
1.6000 |
0.0304 |
1.9% |
0.0070 |
0.4% |
92% |
False |
False |
66,828 |
| 20 |
1.6304 |
1.5924 |
0.0380 |
2.3% |
0.0065 |
0.4% |
93% |
False |
False |
34,083 |
| 40 |
1.6304 |
1.5828 |
0.0476 |
2.9% |
0.0048 |
0.3% |
95% |
False |
False |
17,065 |
| 60 |
1.6304 |
1.5828 |
0.0476 |
2.9% |
0.0051 |
0.3% |
95% |
False |
False |
11,387 |
| 80 |
1.6304 |
1.5781 |
0.0523 |
3.2% |
0.0044 |
0.3% |
95% |
False |
False |
8,547 |
| 100 |
1.6304 |
1.5500 |
0.0804 |
4.9% |
0.0037 |
0.2% |
97% |
False |
False |
6,839 |
| 120 |
1.6304 |
1.5422 |
0.0882 |
5.4% |
0.0031 |
0.2% |
97% |
False |
False |
5,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6524 |
|
2.618 |
1.6435 |
|
1.618 |
1.6381 |
|
1.000 |
1.6348 |
|
0.618 |
1.6327 |
|
HIGH |
1.6294 |
|
0.618 |
1.6273 |
|
0.500 |
1.6267 |
|
0.382 |
1.6261 |
|
LOW |
1.6240 |
|
0.618 |
1.6207 |
|
1.000 |
1.6186 |
|
1.618 |
1.6153 |
|
2.618 |
1.6099 |
|
4.250 |
1.6011 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6275 |
1.6269 |
| PP |
1.6271 |
1.6258 |
| S1 |
1.6267 |
1.6248 |
|