CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 21-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6246 |
1.6275 |
0.0029 |
0.2% |
1.6169 |
| High |
1.6294 |
1.6279 |
-0.0015 |
-0.1% |
1.6304 |
| Low |
1.6240 |
1.6148 |
-0.0092 |
-0.6% |
1.6148 |
| Close |
1.6279 |
1.6157 |
-0.0122 |
-0.7% |
1.6157 |
| Range |
0.0054 |
0.0131 |
0.0077 |
142.6% |
0.0156 |
| ATR |
0.0063 |
0.0068 |
0.0005 |
7.6% |
0.0000 |
| Volume |
96,456 |
91,489 |
-4,967 |
-5.1% |
439,604 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6588 |
1.6503 |
1.6229 |
|
| R3 |
1.6457 |
1.6372 |
1.6193 |
|
| R2 |
1.6326 |
1.6326 |
1.6181 |
|
| R1 |
1.6241 |
1.6241 |
1.6169 |
1.6218 |
| PP |
1.6195 |
1.6195 |
1.6195 |
1.6183 |
| S1 |
1.6110 |
1.6110 |
1.6145 |
1.6087 |
| S2 |
1.6064 |
1.6064 |
1.6133 |
|
| S3 |
1.5933 |
1.5979 |
1.6121 |
|
| S4 |
1.5802 |
1.5848 |
1.6085 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6671 |
1.6570 |
1.6243 |
|
| R3 |
1.6515 |
1.6414 |
1.6200 |
|
| R2 |
1.6359 |
1.6359 |
1.6186 |
|
| R1 |
1.6258 |
1.6258 |
1.6171 |
1.6231 |
| PP |
1.6203 |
1.6203 |
1.6203 |
1.6189 |
| S1 |
1.6102 |
1.6102 |
1.6143 |
1.6075 |
| S2 |
1.6047 |
1.6047 |
1.6128 |
|
| S3 |
1.5891 |
1.5946 |
1.6114 |
|
| S4 |
1.5735 |
1.5790 |
1.6071 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6304 |
1.6148 |
0.0156 |
1.0% |
0.0077 |
0.5% |
6% |
False |
True |
87,920 |
| 10 |
1.6304 |
1.6010 |
0.0294 |
1.8% |
0.0078 |
0.5% |
50% |
False |
False |
75,022 |
| 20 |
1.6304 |
1.5960 |
0.0344 |
2.1% |
0.0066 |
0.4% |
57% |
False |
False |
38,654 |
| 40 |
1.6304 |
1.5828 |
0.0476 |
2.9% |
0.0050 |
0.3% |
69% |
False |
False |
19,351 |
| 60 |
1.6304 |
1.5828 |
0.0476 |
2.9% |
0.0052 |
0.3% |
69% |
False |
False |
12,911 |
| 80 |
1.6304 |
1.5781 |
0.0523 |
3.2% |
0.0045 |
0.3% |
72% |
False |
False |
9,690 |
| 100 |
1.6304 |
1.5500 |
0.0804 |
5.0% |
0.0038 |
0.2% |
82% |
False |
False |
7,753 |
| 120 |
1.6304 |
1.5422 |
0.0882 |
5.5% |
0.0032 |
0.2% |
83% |
False |
False |
6,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6836 |
|
2.618 |
1.6622 |
|
1.618 |
1.6491 |
|
1.000 |
1.6410 |
|
0.618 |
1.6360 |
|
HIGH |
1.6279 |
|
0.618 |
1.6229 |
|
0.500 |
1.6214 |
|
0.382 |
1.6198 |
|
LOW |
1.6148 |
|
0.618 |
1.6067 |
|
1.000 |
1.6017 |
|
1.618 |
1.5936 |
|
2.618 |
1.5805 |
|
4.250 |
1.5591 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6214 |
1.6226 |
| PP |
1.6195 |
1.6203 |
| S1 |
1.6176 |
1.6180 |
|