CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6090 |
1.6089 |
-0.0001 |
0.0% |
1.6003 |
| High |
1.6115 |
1.6124 |
0.0009 |
0.1% |
1.6056 |
| Low |
1.6079 |
1.6035 |
-0.0044 |
-0.3% |
1.5960 |
| Close |
1.6094 |
1.6043 |
-0.0051 |
-0.3% |
1.6019 |
| Range |
0.0036 |
0.0089 |
0.0053 |
147.2% |
0.0096 |
| ATR |
0.0054 |
0.0057 |
0.0002 |
4.6% |
0.0000 |
| Volume |
3,324 |
6,143 |
2,819 |
84.8% |
2,015 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6334 |
1.6278 |
1.6092 |
|
| R3 |
1.6245 |
1.6189 |
1.6067 |
|
| R2 |
1.6156 |
1.6156 |
1.6059 |
|
| R1 |
1.6100 |
1.6100 |
1.6051 |
1.6084 |
| PP |
1.6067 |
1.6067 |
1.6067 |
1.6059 |
| S1 |
1.6011 |
1.6011 |
1.6035 |
1.5995 |
| S2 |
1.5978 |
1.5978 |
1.6027 |
|
| S3 |
1.5889 |
1.5922 |
1.6019 |
|
| S4 |
1.5800 |
1.5833 |
1.5994 |
|
|
| 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 |
1.6126 |
1.5983 |
0.0143 |
0.9% |
0.0066 |
0.4% |
42% |
False |
False |
2,544 |
| 10 |
1.6126 |
1.5924 |
0.0202 |
1.3% |
0.0061 |
0.4% |
59% |
False |
False |
1,338 |
| 20 |
1.6126 |
1.5828 |
0.0298 |
1.9% |
0.0047 |
0.3% |
72% |
False |
False |
695 |
| 40 |
1.6165 |
1.5828 |
0.0337 |
2.1% |
0.0043 |
0.3% |
64% |
False |
False |
365 |
| 60 |
1.6281 |
1.5828 |
0.0453 |
2.8% |
0.0046 |
0.3% |
47% |
False |
False |
255 |
| 80 |
1.6281 |
1.5661 |
0.0620 |
3.9% |
0.0037 |
0.2% |
62% |
False |
False |
194 |
| 100 |
1.6281 |
1.5500 |
0.0781 |
4.9% |
0.0030 |
0.2% |
70% |
False |
False |
158 |
| 120 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0026 |
0.2% |
72% |
False |
False |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6502 |
|
2.618 |
1.6357 |
|
1.618 |
1.6268 |
|
1.000 |
1.6213 |
|
0.618 |
1.6179 |
|
HIGH |
1.6124 |
|
0.618 |
1.6090 |
|
0.500 |
1.6080 |
|
0.382 |
1.6069 |
|
LOW |
1.6035 |
|
0.618 |
1.5980 |
|
1.000 |
1.5946 |
|
1.618 |
1.5891 |
|
2.618 |
1.5802 |
|
4.250 |
1.5657 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6080 |
1.6081 |
| PP |
1.6067 |
1.6068 |
| S1 |
1.6055 |
1.6056 |
|