CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6106 |
1.6162 |
0.0056 |
0.3% |
1.6161 |
| High |
1.6168 |
1.6271 |
0.0103 |
0.6% |
1.6205 |
| Low |
1.6075 |
1.6131 |
0.0056 |
0.3% |
1.6065 |
| Close |
1.6148 |
1.6240 |
0.0092 |
0.6% |
1.6148 |
| Range |
0.0093 |
0.0140 |
0.0047 |
50.5% |
0.0140 |
| ATR |
0.0076 |
0.0081 |
0.0005 |
5.9% |
0.0000 |
| Volume |
58,501 |
60,151 |
1,650 |
2.8% |
203,558 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6634 |
1.6577 |
1.6317 |
|
| R3 |
1.6494 |
1.6437 |
1.6279 |
|
| R2 |
1.6354 |
1.6354 |
1.6266 |
|
| R1 |
1.6297 |
1.6297 |
1.6253 |
1.6326 |
| PP |
1.6214 |
1.6214 |
1.6214 |
1.6228 |
| S1 |
1.6157 |
1.6157 |
1.6227 |
1.6186 |
| S2 |
1.6074 |
1.6074 |
1.6214 |
|
| S3 |
1.5934 |
1.6017 |
1.6202 |
|
| S4 |
1.5794 |
1.5877 |
1.6163 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6559 |
1.6494 |
1.6225 |
|
| R3 |
1.6419 |
1.6354 |
1.6187 |
|
| R2 |
1.6279 |
1.6279 |
1.6174 |
|
| R1 |
1.6214 |
1.6214 |
1.6161 |
1.6177 |
| PP |
1.6139 |
1.6139 |
1.6139 |
1.6121 |
| S1 |
1.6074 |
1.6074 |
1.6135 |
1.6037 |
| S2 |
1.5999 |
1.5999 |
1.6122 |
|
| S3 |
1.5859 |
1.5934 |
1.6110 |
|
| S4 |
1.5719 |
1.5794 |
1.6071 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6271 |
1.6065 |
0.0206 |
1.3% |
0.0108 |
0.7% |
85% |
True |
False |
52,741 |
| 10 |
1.6304 |
1.6065 |
0.0239 |
1.5% |
0.0093 |
0.6% |
73% |
False |
False |
70,331 |
| 20 |
1.6304 |
1.6000 |
0.0304 |
1.9% |
0.0081 |
0.5% |
79% |
False |
False |
51,739 |
| 40 |
1.6304 |
1.5828 |
0.0476 |
2.9% |
0.0062 |
0.4% |
87% |
False |
False |
25,938 |
| 60 |
1.6304 |
1.5828 |
0.0476 |
2.9% |
0.0055 |
0.3% |
87% |
False |
False |
17,303 |
| 80 |
1.6304 |
1.5828 |
0.0476 |
2.9% |
0.0052 |
0.3% |
87% |
False |
False |
12,985 |
| 100 |
1.6304 |
1.5626 |
0.0678 |
4.2% |
0.0044 |
0.3% |
91% |
False |
False |
10,390 |
| 120 |
1.6304 |
1.5422 |
0.0882 |
5.4% |
0.0036 |
0.2% |
93% |
False |
False |
8,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6866 |
|
2.618 |
1.6638 |
|
1.618 |
1.6498 |
|
1.000 |
1.6411 |
|
0.618 |
1.6358 |
|
HIGH |
1.6271 |
|
0.618 |
1.6218 |
|
0.500 |
1.6201 |
|
0.382 |
1.6184 |
|
LOW |
1.6131 |
|
0.618 |
1.6044 |
|
1.000 |
1.5991 |
|
1.618 |
1.5904 |
|
2.618 |
1.5764 |
|
4.250 |
1.5536 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6227 |
1.6216 |
| PP |
1.6214 |
1.6192 |
| S1 |
1.6201 |
1.6168 |
|