CME British Pound Future March 2013
| 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 |
1.6136 |
1.6111 |
-0.0025 |
-0.2% |
1.6026 |
| High |
1.6151 |
1.6175 |
0.0024 |
0.1% |
1.6202 |
| Low |
1.6081 |
1.6100 |
0.0019 |
0.1% |
1.6010 |
| Close |
1.6107 |
1.6164 |
0.0057 |
0.4% |
1.6164 |
| Range |
0.0070 |
0.0075 |
0.0005 |
7.1% |
0.0192 |
| ATR |
0.0063 |
0.0063 |
0.0001 |
1.4% |
0.0000 |
| Volume |
79,487 |
100,889 |
21,402 |
26.9% |
310,619 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6371 |
1.6343 |
1.6205 |
|
| R3 |
1.6296 |
1.6268 |
1.6185 |
|
| R2 |
1.6221 |
1.6221 |
1.6178 |
|
| R1 |
1.6193 |
1.6193 |
1.6171 |
1.6207 |
| PP |
1.6146 |
1.6146 |
1.6146 |
1.6154 |
| S1 |
1.6118 |
1.6118 |
1.6157 |
1.6132 |
| S2 |
1.6071 |
1.6071 |
1.6150 |
|
| S3 |
1.5996 |
1.6043 |
1.6143 |
|
| S4 |
1.5921 |
1.5968 |
1.6123 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6701 |
1.6625 |
1.6270 |
|
| R3 |
1.6509 |
1.6433 |
1.6217 |
|
| R2 |
1.6317 |
1.6317 |
1.6199 |
|
| R1 |
1.6241 |
1.6241 |
1.6182 |
1.6279 |
| PP |
1.6125 |
1.6125 |
1.6125 |
1.6145 |
| S1 |
1.6049 |
1.6049 |
1.6146 |
1.6087 |
| S2 |
1.5933 |
1.5933 |
1.6129 |
|
| S3 |
1.5741 |
1.5857 |
1.6111 |
|
| S4 |
1.5549 |
1.5665 |
1.6058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6202 |
1.6010 |
0.0192 |
1.2% |
0.0078 |
0.5% |
80% |
False |
False |
62,123 |
| 10 |
1.6202 |
1.6000 |
0.0202 |
1.2% |
0.0070 |
0.4% |
81% |
False |
False |
33,148 |
| 20 |
1.6202 |
1.5842 |
0.0360 |
2.2% |
0.0060 |
0.4% |
89% |
False |
False |
16,686 |
| 40 |
1.6202 |
1.5828 |
0.0374 |
2.3% |
0.0047 |
0.3% |
90% |
False |
False |
8,367 |
| 60 |
1.6281 |
1.5828 |
0.0453 |
2.8% |
0.0050 |
0.3% |
74% |
False |
False |
5,588 |
| 80 |
1.6281 |
1.5781 |
0.0500 |
3.1% |
0.0041 |
0.3% |
77% |
False |
False |
4,195 |
| 100 |
1.6281 |
1.5500 |
0.0781 |
4.8% |
0.0034 |
0.2% |
85% |
False |
False |
3,358 |
| 120 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0030 |
0.2% |
86% |
False |
False |
2,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6494 |
|
2.618 |
1.6371 |
|
1.618 |
1.6296 |
|
1.000 |
1.6250 |
|
0.618 |
1.6221 |
|
HIGH |
1.6175 |
|
0.618 |
1.6146 |
|
0.500 |
1.6138 |
|
0.382 |
1.6129 |
|
LOW |
1.6100 |
|
0.618 |
1.6054 |
|
1.000 |
1.6025 |
|
1.618 |
1.5979 |
|
2.618 |
1.5904 |
|
4.250 |
1.5781 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6155 |
1.6157 |
| PP |
1.6146 |
1.6149 |
| S1 |
1.6138 |
1.6142 |
|