CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 26-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6161 |
1.6147 |
-0.0014 |
-0.1% |
1.6169 |
| High |
1.6205 |
1.6169 |
-0.0036 |
-0.2% |
1.6304 |
| Low |
1.6097 |
1.6105 |
0.0008 |
0.0% |
1.6148 |
| Close |
1.6132 |
1.6126 |
-0.0006 |
0.0% |
1.6157 |
| Range |
0.0108 |
0.0064 |
-0.0044 |
-40.7% |
0.0156 |
| ATR |
0.0071 |
0.0071 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
35,338 |
31,069 |
-4,269 |
-12.1% |
439,604 |
|
| Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6325 |
1.6290 |
1.6161 |
|
| R3 |
1.6261 |
1.6226 |
1.6144 |
|
| R2 |
1.6197 |
1.6197 |
1.6138 |
|
| R1 |
1.6162 |
1.6162 |
1.6132 |
1.6148 |
| PP |
1.6133 |
1.6133 |
1.6133 |
1.6126 |
| S1 |
1.6098 |
1.6098 |
1.6120 |
1.6084 |
| S2 |
1.6069 |
1.6069 |
1.6114 |
|
| S3 |
1.6005 |
1.6034 |
1.6108 |
|
| S4 |
1.5941 |
1.5970 |
1.6091 |
|
|
| 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 |
1.6097 |
0.0207 |
1.3% |
0.0084 |
0.5% |
14% |
False |
False |
69,567 |
| 10 |
1.6304 |
1.6081 |
0.0223 |
1.4% |
0.0081 |
0.5% |
20% |
False |
False |
75,921 |
| 20 |
1.6304 |
1.5960 |
0.0344 |
2.1% |
0.0071 |
0.4% |
48% |
False |
False |
41,958 |
| 40 |
1.6304 |
1.5828 |
0.0476 |
3.0% |
0.0054 |
0.3% |
63% |
False |
False |
21,008 |
| 60 |
1.6304 |
1.5828 |
0.0476 |
3.0% |
0.0052 |
0.3% |
63% |
False |
False |
14,016 |
| 80 |
1.6304 |
1.5828 |
0.0476 |
3.0% |
0.0048 |
0.3% |
63% |
False |
False |
10,520 |
| 100 |
1.6304 |
1.5607 |
0.0697 |
4.3% |
0.0040 |
0.2% |
74% |
False |
False |
8,417 |
| 120 |
1.6304 |
1.5422 |
0.0882 |
5.5% |
0.0033 |
0.2% |
80% |
False |
False |
7,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6441 |
|
2.618 |
1.6337 |
|
1.618 |
1.6273 |
|
1.000 |
1.6233 |
|
0.618 |
1.6209 |
|
HIGH |
1.6169 |
|
0.618 |
1.6145 |
|
0.500 |
1.6137 |
|
0.382 |
1.6129 |
|
LOW |
1.6105 |
|
0.618 |
1.6065 |
|
1.000 |
1.6041 |
|
1.618 |
1.6001 |
|
2.618 |
1.5937 |
|
4.250 |
1.5833 |
|
|
| Fisher Pivots for day following 26-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6137 |
1.6188 |
| PP |
1.6133 |
1.6167 |
| S1 |
1.6130 |
1.6147 |
|