CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6139 |
1.6111 |
-0.0028 |
-0.2% |
1.6029 |
| High |
1.6159 |
1.6178 |
0.0019 |
0.1% |
1.6208 |
| Low |
1.6084 |
1.6104 |
0.0020 |
0.1% |
1.6014 |
| Close |
1.6111 |
1.6168 |
0.0057 |
0.4% |
1.6168 |
| Range |
0.0075 |
0.0074 |
-0.0001 |
-1.3% |
0.0194 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.2% |
0.0000 |
| Volume |
137,081 |
42,852 |
-94,229 |
-68.7% |
543,691 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6372 |
1.6344 |
1.6209 |
|
| R3 |
1.6298 |
1.6270 |
1.6188 |
|
| R2 |
1.6224 |
1.6224 |
1.6182 |
|
| R1 |
1.6196 |
1.6196 |
1.6175 |
1.6210 |
| PP |
1.6150 |
1.6150 |
1.6150 |
1.6157 |
| S1 |
1.6122 |
1.6122 |
1.6161 |
1.6136 |
| S2 |
1.6076 |
1.6076 |
1.6154 |
|
| S3 |
1.6002 |
1.6048 |
1.6148 |
|
| S4 |
1.5928 |
1.5974 |
1.6127 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6712 |
1.6634 |
1.6275 |
|
| R3 |
1.6518 |
1.6440 |
1.6221 |
|
| R2 |
1.6324 |
1.6324 |
1.6204 |
|
| R1 |
1.6246 |
1.6246 |
1.6186 |
1.6285 |
| PP |
1.6130 |
1.6130 |
1.6130 |
1.6150 |
| S1 |
1.6052 |
1.6052 |
1.6150 |
1.6091 |
| S2 |
1.5936 |
1.5936 |
1.6132 |
|
| S3 |
1.5742 |
1.5858 |
1.6115 |
|
| S4 |
1.5548 |
1.5664 |
1.6061 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6208 |
1.6014 |
0.0194 |
1.2% |
0.0080 |
0.5% |
79% |
False |
False |
108,738 |
| 10 |
1.6208 |
1.6003 |
0.0205 |
1.3% |
0.0073 |
0.4% |
80% |
False |
False |
111,253 |
| 20 |
1.6208 |
1.5834 |
0.0374 |
2.3% |
0.0068 |
0.4% |
89% |
False |
False |
99,614 |
| 40 |
1.6208 |
1.5822 |
0.0386 |
2.4% |
0.0074 |
0.5% |
90% |
False |
False |
96,197 |
| 60 |
1.6304 |
1.5822 |
0.0482 |
3.0% |
0.0078 |
0.5% |
72% |
False |
False |
97,421 |
| 80 |
1.6304 |
1.5747 |
0.0557 |
3.4% |
0.0078 |
0.5% |
76% |
False |
False |
82,142 |
| 100 |
1.6304 |
1.5479 |
0.0825 |
5.1% |
0.0079 |
0.5% |
84% |
False |
False |
65,731 |
| 120 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0080 |
0.5% |
85% |
False |
False |
54,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6493 |
|
2.618 |
1.6372 |
|
1.618 |
1.6298 |
|
1.000 |
1.6252 |
|
0.618 |
1.6224 |
|
HIGH |
1.6178 |
|
0.618 |
1.6150 |
|
0.500 |
1.6141 |
|
0.382 |
1.6132 |
|
LOW |
1.6104 |
|
0.618 |
1.6058 |
|
1.000 |
1.6030 |
|
1.618 |
1.5984 |
|
2.618 |
1.5910 |
|
4.250 |
1.5790 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6159 |
1.6161 |
| PP |
1.6150 |
1.6153 |
| S1 |
1.6141 |
1.6146 |
|