CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6270 |
1.6258 |
-0.0012 |
-0.1% |
1.6038 |
| High |
1.6280 |
1.6274 |
-0.0006 |
0.0% |
1.6159 |
| Low |
1.6250 |
1.6258 |
0.0008 |
0.0% |
1.6038 |
| Close |
1.6250 |
1.6274 |
0.0024 |
0.1% |
1.6159 |
| Range |
0.0030 |
0.0016 |
-0.0014 |
-46.7% |
0.0121 |
| ATR |
0.0037 |
0.0036 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
9 |
5 |
-4 |
-44.4% |
80 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6317 |
1.6311 |
1.6283 |
|
| R3 |
1.6301 |
1.6295 |
1.6278 |
|
| R2 |
1.6285 |
1.6285 |
1.6277 |
|
| R1 |
1.6279 |
1.6279 |
1.6275 |
1.6282 |
| PP |
1.6269 |
1.6269 |
1.6269 |
1.6270 |
| S1 |
1.6263 |
1.6263 |
1.6273 |
1.6266 |
| S2 |
1.6253 |
1.6253 |
1.6271 |
|
| S3 |
1.6237 |
1.6247 |
1.6270 |
|
| S4 |
1.6221 |
1.6231 |
1.6265 |
|
|
| 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 |
1.6280 |
1.6120 |
0.0160 |
1.0% |
0.0031 |
0.2% |
96% |
False |
False |
4 |
| 10 |
1.6280 |
1.6027 |
0.0253 |
1.6% |
0.0028 |
0.2% |
98% |
False |
False |
10 |
| 20 |
1.6280 |
1.6008 |
0.0272 |
1.7% |
0.0015 |
0.1% |
98% |
False |
False |
6 |
| 40 |
1.6280 |
1.5843 |
0.0437 |
2.7% |
0.0008 |
0.0% |
99% |
False |
False |
3 |
| 60 |
1.6280 |
1.5843 |
0.0437 |
2.7% |
0.0005 |
0.0% |
99% |
False |
False |
3 |
| 80 |
1.6280 |
1.5779 |
0.0501 |
3.1% |
0.0004 |
0.0% |
99% |
False |
False |
12 |
| 100 |
1.6280 |
1.5500 |
0.0780 |
4.8% |
0.0003 |
0.0% |
99% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6342 |
|
2.618 |
1.6316 |
|
1.618 |
1.6300 |
|
1.000 |
1.6290 |
|
0.618 |
1.6284 |
|
HIGH |
1.6274 |
|
0.618 |
1.6268 |
|
0.500 |
1.6266 |
|
0.382 |
1.6264 |
|
LOW |
1.6258 |
|
0.618 |
1.6248 |
|
1.000 |
1.6242 |
|
1.618 |
1.6232 |
|
2.618 |
1.6216 |
|
4.250 |
1.6190 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6271 |
1.6261 |
| PP |
1.6269 |
1.6248 |
| S1 |
1.6266 |
1.6236 |
|