CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6089 |
1.6031 |
-0.0058 |
-0.4% |
1.6025 |
| High |
1.6124 |
1.6055 |
-0.0069 |
-0.4% |
1.6126 |
| Low |
1.6035 |
1.6000 |
-0.0035 |
-0.2% |
1.6000 |
| Close |
1.6043 |
1.6031 |
-0.0012 |
-0.1% |
1.6031 |
| Range |
0.0089 |
0.0055 |
-0.0034 |
-38.2% |
0.0126 |
| ATR |
0.0057 |
0.0056 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
6,143 |
9,549 |
3,406 |
55.4% |
20,861 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6194 |
1.6167 |
1.6061 |
|
| R3 |
1.6139 |
1.6112 |
1.6046 |
|
| R2 |
1.6084 |
1.6084 |
1.6041 |
|
| R1 |
1.6057 |
1.6057 |
1.6036 |
1.6059 |
| PP |
1.6029 |
1.6029 |
1.6029 |
1.6029 |
| S1 |
1.6002 |
1.6002 |
1.6026 |
1.6004 |
| S2 |
1.5974 |
1.5974 |
1.6021 |
|
| S3 |
1.5919 |
1.5947 |
1.6016 |
|
| S4 |
1.5864 |
1.5892 |
1.6001 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6430 |
1.6357 |
1.6100 |
|
| R3 |
1.6304 |
1.6231 |
1.6066 |
|
| R2 |
1.6178 |
1.6178 |
1.6054 |
|
| R1 |
1.6105 |
1.6105 |
1.6043 |
1.6142 |
| PP |
1.6052 |
1.6052 |
1.6052 |
1.6071 |
| S1 |
1.5979 |
1.5979 |
1.6019 |
1.6016 |
| S2 |
1.5926 |
1.5926 |
1.6008 |
|
| S3 |
1.5800 |
1.5853 |
1.5996 |
|
| S4 |
1.5674 |
1.5727 |
1.5962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6126 |
1.6000 |
0.0126 |
0.8% |
0.0062 |
0.4% |
25% |
False |
True |
4,172 |
| 10 |
1.6126 |
1.5960 |
0.0166 |
1.0% |
0.0054 |
0.3% |
43% |
False |
False |
2,287 |
| 20 |
1.6126 |
1.5828 |
0.0298 |
1.9% |
0.0047 |
0.3% |
68% |
False |
False |
1,168 |
| 40 |
1.6165 |
1.5828 |
0.0337 |
2.1% |
0.0044 |
0.3% |
60% |
False |
False |
604 |
| 60 |
1.6281 |
1.5828 |
0.0453 |
2.8% |
0.0046 |
0.3% |
45% |
False |
False |
413 |
| 80 |
1.6281 |
1.5661 |
0.0620 |
3.9% |
0.0038 |
0.2% |
60% |
False |
False |
313 |
| 100 |
1.6281 |
1.5500 |
0.0781 |
4.9% |
0.0031 |
0.2% |
68% |
False |
False |
253 |
| 120 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0027 |
0.2% |
71% |
False |
False |
218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6289 |
|
2.618 |
1.6199 |
|
1.618 |
1.6144 |
|
1.000 |
1.6110 |
|
0.618 |
1.6089 |
|
HIGH |
1.6055 |
|
0.618 |
1.6034 |
|
0.500 |
1.6028 |
|
0.382 |
1.6021 |
|
LOW |
1.6000 |
|
0.618 |
1.5966 |
|
1.000 |
1.5945 |
|
1.618 |
1.5911 |
|
2.618 |
1.5856 |
|
4.250 |
1.5766 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6030 |
1.6062 |
| PP |
1.6029 |
1.6052 |
| S1 |
1.6028 |
1.6041 |
|