CME British Pound Future March 2013
| 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 |
1.6106 |
1.6136 |
0.0030 |
0.2% |
1.6025 |
| High |
1.6202 |
1.6151 |
-0.0051 |
-0.3% |
1.6126 |
| Low |
1.6091 |
1.6081 |
-0.0010 |
-0.1% |
1.6000 |
| Close |
1.6155 |
1.6107 |
-0.0048 |
-0.3% |
1.6031 |
| Range |
0.0111 |
0.0070 |
-0.0041 |
-36.9% |
0.0126 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.4% |
0.0000 |
| Volume |
72,826 |
79,487 |
6,661 |
9.1% |
20,861 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6323 |
1.6285 |
1.6146 |
|
| R3 |
1.6253 |
1.6215 |
1.6126 |
|
| R2 |
1.6183 |
1.6183 |
1.6120 |
|
| R1 |
1.6145 |
1.6145 |
1.6113 |
1.6129 |
| PP |
1.6113 |
1.6113 |
1.6113 |
1.6105 |
| S1 |
1.6075 |
1.6075 |
1.6101 |
1.6059 |
| S2 |
1.6043 |
1.6043 |
1.6094 |
|
| S3 |
1.5973 |
1.6005 |
1.6088 |
|
| S4 |
1.5903 |
1.5935 |
1.6069 |
|
|
| 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 |
1.6202 |
1.6000 |
0.0202 |
1.3% |
0.0074 |
0.5% |
53% |
False |
False |
43,855 |
| 10 |
1.6202 |
1.5983 |
0.0219 |
1.4% |
0.0070 |
0.4% |
57% |
False |
False |
23,199 |
| 20 |
1.6202 |
1.5828 |
0.0374 |
2.3% |
0.0058 |
0.4% |
75% |
False |
False |
11,642 |
| 40 |
1.6202 |
1.5828 |
0.0374 |
2.3% |
0.0047 |
0.3% |
75% |
False |
False |
5,845 |
| 60 |
1.6281 |
1.5828 |
0.0453 |
2.8% |
0.0049 |
0.3% |
62% |
False |
False |
3,907 |
| 80 |
1.6281 |
1.5781 |
0.0500 |
3.1% |
0.0041 |
0.3% |
65% |
False |
False |
2,934 |
| 100 |
1.6281 |
1.5500 |
0.0781 |
4.8% |
0.0034 |
0.2% |
78% |
False |
False |
2,350 |
| 120 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0029 |
0.2% |
80% |
False |
False |
1,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6449 |
|
2.618 |
1.6334 |
|
1.618 |
1.6264 |
|
1.000 |
1.6221 |
|
0.618 |
1.6194 |
|
HIGH |
1.6151 |
|
0.618 |
1.6124 |
|
0.500 |
1.6116 |
|
0.382 |
1.6108 |
|
LOW |
1.6081 |
|
0.618 |
1.6038 |
|
1.000 |
1.6011 |
|
1.618 |
1.5968 |
|
2.618 |
1.5898 |
|
4.250 |
1.5784 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6116 |
1.6134 |
| PP |
1.6113 |
1.6125 |
| S1 |
1.6110 |
1.6116 |
|