CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6147 |
1.6096 |
-0.0051 |
-0.3% |
1.6070 |
| High |
1.6155 |
1.6102 |
-0.0053 |
-0.3% |
1.6097 |
| Low |
1.6106 |
1.6096 |
-0.0010 |
-0.1% |
1.6027 |
| Close |
1.6149 |
1.6102 |
-0.0047 |
-0.3% |
1.6027 |
| Range |
0.0049 |
0.0006 |
-0.0043 |
-87.8% |
0.0070 |
| ATR |
0.0033 |
0.0035 |
0.0001 |
4.2% |
0.0000 |
| Volume |
61 |
14 |
-47 |
-77.0% |
10 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6118 |
1.6116 |
1.6105 |
|
| R3 |
1.6112 |
1.6110 |
1.6104 |
|
| R2 |
1.6106 |
1.6106 |
1.6103 |
|
| R1 |
1.6104 |
1.6104 |
1.6103 |
1.6105 |
| PP |
1.6100 |
1.6100 |
1.6100 |
1.6101 |
| S1 |
1.6098 |
1.6098 |
1.6101 |
1.6099 |
| S2 |
1.6094 |
1.6094 |
1.6101 |
|
| S3 |
1.6088 |
1.6092 |
1.6100 |
|
| S4 |
1.6082 |
1.6086 |
1.6099 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6260 |
1.6214 |
1.6066 |
|
| R3 |
1.6190 |
1.6144 |
1.6046 |
|
| R2 |
1.6120 |
1.6120 |
1.6040 |
|
| R1 |
1.6074 |
1.6074 |
1.6033 |
1.6062 |
| PP |
1.6050 |
1.6050 |
1.6050 |
1.6045 |
| S1 |
1.6004 |
1.6004 |
1.6021 |
1.5992 |
| S2 |
1.5980 |
1.5980 |
1.6014 |
|
| S3 |
1.5910 |
1.5934 |
1.6008 |
|
| S4 |
1.5840 |
1.5864 |
1.5989 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6155 |
1.6027 |
0.0128 |
0.8% |
0.0024 |
0.1% |
59% |
False |
False |
16 |
| 10 |
1.6155 |
1.6014 |
0.0141 |
0.9% |
0.0014 |
0.1% |
62% |
False |
False |
9 |
| 20 |
1.6155 |
1.5843 |
0.0312 |
1.9% |
0.0007 |
0.0% |
83% |
False |
False |
5 |
| 40 |
1.6155 |
1.5843 |
0.0312 |
1.9% |
0.0004 |
0.0% |
83% |
False |
False |
3 |
| 60 |
1.6230 |
1.5843 |
0.0387 |
2.4% |
0.0003 |
0.0% |
67% |
False |
False |
4 |
| 80 |
1.6230 |
1.5779 |
0.0451 |
2.8% |
0.0002 |
0.0% |
72% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6128 |
|
2.618 |
1.6118 |
|
1.618 |
1.6112 |
|
1.000 |
1.6108 |
|
0.618 |
1.6106 |
|
HIGH |
1.6102 |
|
0.618 |
1.6100 |
|
0.500 |
1.6099 |
|
0.382 |
1.6098 |
|
LOW |
1.6096 |
|
0.618 |
1.6092 |
|
1.000 |
1.6090 |
|
1.618 |
1.6086 |
|
2.618 |
1.6080 |
|
4.250 |
1.6071 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6101 |
1.6113 |
| PP |
1.6100 |
1.6109 |
| S1 |
1.6099 |
1.6106 |
|