CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6120 |
1.6171 |
0.0051 |
0.3% |
1.6038 |
| High |
1.6159 |
1.6194 |
0.0035 |
0.2% |
1.6159 |
| Low |
1.6120 |
1.6171 |
0.0051 |
0.3% |
1.6038 |
| Close |
1.6159 |
1.6194 |
0.0035 |
0.2% |
1.6159 |
| Range |
0.0039 |
0.0023 |
-0.0016 |
-41.0% |
0.0121 |
| ATR |
0.0036 |
0.0036 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
80 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6255 |
1.6248 |
1.6207 |
|
| R3 |
1.6232 |
1.6225 |
1.6200 |
|
| R2 |
1.6209 |
1.6209 |
1.6198 |
|
| R1 |
1.6202 |
1.6202 |
1.6196 |
1.6206 |
| PP |
1.6186 |
1.6186 |
1.6186 |
1.6188 |
| S1 |
1.6179 |
1.6179 |
1.6192 |
1.6183 |
| S2 |
1.6163 |
1.6163 |
1.6190 |
|
| S3 |
1.6140 |
1.6156 |
1.6188 |
|
| S4 |
1.6117 |
1.6133 |
1.6181 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6482 |
1.6441 |
1.6226 |
|
| R3 |
1.6361 |
1.6320 |
1.6192 |
|
| R2 |
1.6240 |
1.6240 |
1.6181 |
|
| R1 |
1.6199 |
1.6199 |
1.6170 |
1.6220 |
| PP |
1.6119 |
1.6119 |
1.6119 |
1.6129 |
| S1 |
1.6078 |
1.6078 |
1.6148 |
1.6099 |
| S2 |
1.5998 |
1.5998 |
1.6137 |
|
| S3 |
1.5877 |
1.5957 |
1.6126 |
|
| S4 |
1.5756 |
1.5836 |
1.6092 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6194 |
1.6071 |
0.0123 |
0.8% |
0.0031 |
0.2% |
100% |
True |
False |
15 |
| 10 |
1.6194 |
1.6027 |
0.0167 |
1.0% |
0.0018 |
0.1% |
100% |
True |
False |
8 |
| 20 |
1.6194 |
1.5896 |
0.0298 |
1.8% |
0.0010 |
0.1% |
100% |
True |
False |
5 |
| 40 |
1.6194 |
1.5843 |
0.0351 |
2.2% |
0.0005 |
0.0% |
100% |
True |
False |
3 |
| 60 |
1.6222 |
1.5843 |
0.0379 |
2.3% |
0.0004 |
0.0% |
93% |
False |
False |
3 |
| 80 |
1.6230 |
1.5779 |
0.0451 |
2.8% |
0.0003 |
0.0% |
92% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6292 |
|
2.618 |
1.6254 |
|
1.618 |
1.6231 |
|
1.000 |
1.6217 |
|
0.618 |
1.6208 |
|
HIGH |
1.6194 |
|
0.618 |
1.6185 |
|
0.500 |
1.6183 |
|
0.382 |
1.6180 |
|
LOW |
1.6171 |
|
0.618 |
1.6157 |
|
1.000 |
1.6148 |
|
1.618 |
1.6134 |
|
2.618 |
1.6111 |
|
4.250 |
1.6073 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6190 |
1.6178 |
| PP |
1.6186 |
1.6161 |
| S1 |
1.6183 |
1.6145 |
|