CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6041 |
1.6025 |
-0.0016 |
-0.1% |
1.6003 |
| High |
1.6056 |
1.6111 |
0.0055 |
0.3% |
1.6056 |
| Low |
1.5983 |
1.6025 |
0.0042 |
0.3% |
1.5960 |
| Close |
1.6019 |
1.6089 |
0.0070 |
0.4% |
1.6019 |
| Range |
0.0073 |
0.0086 |
0.0013 |
17.8% |
0.0096 |
| ATR |
0.0054 |
0.0056 |
0.0003 |
5.1% |
0.0000 |
| Volume |
1,408 |
726 |
-682 |
-48.4% |
2,015 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6333 |
1.6297 |
1.6136 |
|
| R3 |
1.6247 |
1.6211 |
1.6113 |
|
| R2 |
1.6161 |
1.6161 |
1.6105 |
|
| R1 |
1.6125 |
1.6125 |
1.6097 |
1.6143 |
| PP |
1.6075 |
1.6075 |
1.6075 |
1.6084 |
| S1 |
1.6039 |
1.6039 |
1.6081 |
1.6057 |
| S2 |
1.5989 |
1.5989 |
1.6073 |
|
| S3 |
1.5903 |
1.5953 |
1.6065 |
|
| S4 |
1.5817 |
1.5867 |
1.6042 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6300 |
1.6255 |
1.6072 |
|
| R3 |
1.6204 |
1.6159 |
1.6045 |
|
| R2 |
1.6108 |
1.6108 |
1.6037 |
|
| R1 |
1.6063 |
1.6063 |
1.6028 |
1.6086 |
| PP |
1.6012 |
1.6012 |
1.6012 |
1.6023 |
| S1 |
1.5967 |
1.5967 |
1.6010 |
1.5990 |
| S2 |
1.5916 |
1.5916 |
1.6001 |
|
| S3 |
1.5820 |
1.5871 |
1.5993 |
|
| S4 |
1.5724 |
1.5775 |
1.5966 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6111 |
1.5960 |
0.0151 |
0.9% |
0.0058 |
0.4% |
85% |
True |
False |
493 |
| 10 |
1.6111 |
1.5890 |
0.0221 |
1.4% |
0.0053 |
0.3% |
90% |
True |
False |
292 |
| 20 |
1.6111 |
1.5828 |
0.0283 |
1.8% |
0.0045 |
0.3% |
92% |
True |
False |
170 |
| 40 |
1.6165 |
1.5828 |
0.0337 |
2.1% |
0.0043 |
0.3% |
77% |
False |
False |
103 |
| 60 |
1.6281 |
1.5828 |
0.0453 |
2.8% |
0.0044 |
0.3% |
58% |
False |
False |
79 |
| 80 |
1.6281 |
1.5661 |
0.0620 |
3.9% |
0.0035 |
0.2% |
69% |
False |
False |
62 |
| 100 |
1.6281 |
1.5500 |
0.0781 |
4.9% |
0.0028 |
0.2% |
75% |
False |
False |
53 |
| 120 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0027 |
0.2% |
78% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6477 |
|
2.618 |
1.6336 |
|
1.618 |
1.6250 |
|
1.000 |
1.6197 |
|
0.618 |
1.6164 |
|
HIGH |
1.6111 |
|
0.618 |
1.6078 |
|
0.500 |
1.6068 |
|
0.382 |
1.6058 |
|
LOW |
1.6025 |
|
0.618 |
1.5972 |
|
1.000 |
1.5939 |
|
1.618 |
1.5886 |
|
2.618 |
1.5800 |
|
4.250 |
1.5660 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6082 |
1.6075 |
| PP |
1.6075 |
1.6061 |
| S1 |
1.6068 |
1.6047 |
|