CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6111 |
1.6169 |
0.0058 |
0.4% |
1.6026 |
| High |
1.6175 |
1.6213 |
0.0038 |
0.2% |
1.6202 |
| Low |
1.6100 |
1.6153 |
0.0053 |
0.3% |
1.6010 |
| Close |
1.6164 |
1.6199 |
0.0035 |
0.2% |
1.6164 |
| Range |
0.0075 |
0.0060 |
-0.0015 |
-20.0% |
0.0192 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
100,889 |
74,531 |
-26,358 |
-26.1% |
310,619 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6368 |
1.6344 |
1.6232 |
|
| R3 |
1.6308 |
1.6284 |
1.6216 |
|
| R2 |
1.6248 |
1.6248 |
1.6210 |
|
| R1 |
1.6224 |
1.6224 |
1.6205 |
1.6236 |
| PP |
1.6188 |
1.6188 |
1.6188 |
1.6195 |
| S1 |
1.6164 |
1.6164 |
1.6194 |
1.6176 |
| S2 |
1.6128 |
1.6128 |
1.6188 |
|
| S3 |
1.6068 |
1.6104 |
1.6183 |
|
| S4 |
1.6008 |
1.6044 |
1.6166 |
|
|
| 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 |
1.6213 |
1.6065 |
0.0148 |
0.9% |
0.0074 |
0.5% |
91% |
True |
False |
73,916 |
| 10 |
1.6213 |
1.6000 |
0.0213 |
1.3% |
0.0068 |
0.4% |
93% |
True |
False |
40,528 |
| 20 |
1.6213 |
1.5890 |
0.0323 |
2.0% |
0.0060 |
0.4% |
96% |
True |
False |
20,410 |
| 40 |
1.6213 |
1.5828 |
0.0385 |
2.4% |
0.0047 |
0.3% |
96% |
True |
False |
10,229 |
| 60 |
1.6255 |
1.5828 |
0.0427 |
2.6% |
0.0050 |
0.3% |
87% |
False |
False |
6,830 |
| 80 |
1.6281 |
1.5781 |
0.0500 |
3.1% |
0.0041 |
0.3% |
84% |
False |
False |
5,127 |
| 100 |
1.6281 |
1.5500 |
0.0781 |
4.8% |
0.0035 |
0.2% |
90% |
False |
False |
4,104 |
| 120 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0031 |
0.2% |
90% |
False |
False |
3,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6468 |
|
2.618 |
1.6370 |
|
1.618 |
1.6310 |
|
1.000 |
1.6273 |
|
0.618 |
1.6250 |
|
HIGH |
1.6213 |
|
0.618 |
1.6190 |
|
0.500 |
1.6183 |
|
0.382 |
1.6176 |
|
LOW |
1.6153 |
|
0.618 |
1.6116 |
|
1.000 |
1.6093 |
|
1.618 |
1.6056 |
|
2.618 |
1.5996 |
|
4.250 |
1.5898 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6194 |
1.6182 |
| PP |
1.6188 |
1.6164 |
| S1 |
1.6183 |
1.6147 |
|