CME British Pound Future December 2012
| 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 |
1.6116 |
1.6139 |
0.0023 |
0.1% |
1.6021 |
| High |
1.6208 |
1.6159 |
-0.0049 |
-0.3% |
1.6130 |
| Low |
1.6095 |
1.6084 |
-0.0011 |
-0.1% |
1.6003 |
| Close |
1.6159 |
1.6111 |
-0.0048 |
-0.3% |
1.6035 |
| Range |
0.0113 |
0.0075 |
-0.0038 |
-33.6% |
0.0127 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.3% |
0.0000 |
| Volume |
151,649 |
137,081 |
-14,568 |
-9.6% |
568,845 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6343 |
1.6302 |
1.6152 |
|
| R3 |
1.6268 |
1.6227 |
1.6132 |
|
| R2 |
1.6193 |
1.6193 |
1.6125 |
|
| R1 |
1.6152 |
1.6152 |
1.6118 |
1.6135 |
| PP |
1.6118 |
1.6118 |
1.6118 |
1.6110 |
| S1 |
1.6077 |
1.6077 |
1.6104 |
1.6060 |
| S2 |
1.6043 |
1.6043 |
1.6097 |
|
| S3 |
1.5968 |
1.6002 |
1.6090 |
|
| S4 |
1.5893 |
1.5927 |
1.6070 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6437 |
1.6363 |
1.6105 |
|
| R3 |
1.6310 |
1.6236 |
1.6070 |
|
| R2 |
1.6183 |
1.6183 |
1.6058 |
|
| R1 |
1.6109 |
1.6109 |
1.6047 |
1.6146 |
| PP |
1.6056 |
1.6056 |
1.6056 |
1.6075 |
| S1 |
1.5982 |
1.5982 |
1.6023 |
1.6019 |
| S2 |
1.5929 |
1.5929 |
1.6012 |
|
| S3 |
1.5802 |
1.5855 |
1.6000 |
|
| S4 |
1.5675 |
1.5728 |
1.5965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6208 |
1.6003 |
0.0205 |
1.3% |
0.0077 |
0.5% |
53% |
False |
False |
124,769 |
| 10 |
1.6208 |
1.5988 |
0.0220 |
1.4% |
0.0072 |
0.4% |
56% |
False |
False |
117,121 |
| 20 |
1.6208 |
1.5822 |
0.0386 |
2.4% |
0.0067 |
0.4% |
75% |
False |
False |
102,472 |
| 40 |
1.6208 |
1.5822 |
0.0386 |
2.4% |
0.0076 |
0.5% |
75% |
False |
False |
97,917 |
| 60 |
1.6304 |
1.5822 |
0.0482 |
3.0% |
0.0078 |
0.5% |
60% |
False |
False |
98,473 |
| 80 |
1.6304 |
1.5747 |
0.0557 |
3.5% |
0.0078 |
0.5% |
65% |
False |
False |
81,608 |
| 100 |
1.6304 |
1.5456 |
0.0848 |
5.3% |
0.0079 |
0.5% |
77% |
False |
False |
65,303 |
| 120 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0080 |
0.5% |
79% |
False |
False |
54,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6478 |
|
2.618 |
1.6355 |
|
1.618 |
1.6280 |
|
1.000 |
1.6234 |
|
0.618 |
1.6205 |
|
HIGH |
1.6159 |
|
0.618 |
1.6130 |
|
0.500 |
1.6122 |
|
0.382 |
1.6113 |
|
LOW |
1.6084 |
|
0.618 |
1.6038 |
|
1.000 |
1.6009 |
|
1.618 |
1.5963 |
|
2.618 |
1.5888 |
|
4.250 |
1.5765 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6122 |
1.6138 |
| PP |
1.6118 |
1.6129 |
| S1 |
1.6115 |
1.6120 |
|