CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 19-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6195 |
1.6245 |
0.0050 |
0.3% |
1.6026 |
| High |
1.6267 |
1.6304 |
0.0037 |
0.2% |
1.6202 |
| Low |
1.6191 |
1.6240 |
0.0049 |
0.3% |
1.6010 |
| Close |
1.6244 |
1.6255 |
0.0011 |
0.1% |
1.6164 |
| Range |
0.0076 |
0.0064 |
-0.0012 |
-15.8% |
0.0192 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.0% |
0.0000 |
| Volume |
83,645 |
93,483 |
9,838 |
11.8% |
310,619 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6458 |
1.6421 |
1.6290 |
|
| R3 |
1.6394 |
1.6357 |
1.6273 |
|
| R2 |
1.6330 |
1.6330 |
1.6267 |
|
| R1 |
1.6293 |
1.6293 |
1.6261 |
1.6312 |
| PP |
1.6266 |
1.6266 |
1.6266 |
1.6276 |
| S1 |
1.6229 |
1.6229 |
1.6249 |
1.6248 |
| S2 |
1.6202 |
1.6202 |
1.6243 |
|
| S3 |
1.6138 |
1.6165 |
1.6237 |
|
| S4 |
1.6074 |
1.6101 |
1.6220 |
|
|
| 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 |
1.6304 |
1.6081 |
0.0223 |
1.4% |
0.0069 |
0.4% |
78% |
True |
False |
86,407 |
| 10 |
1.6304 |
1.6000 |
0.0304 |
1.9% |
0.0074 |
0.5% |
84% |
True |
False |
57,797 |
| 20 |
1.6304 |
1.5903 |
0.0401 |
2.5% |
0.0065 |
0.4% |
88% |
True |
False |
29,265 |
| 40 |
1.6304 |
1.5828 |
0.0476 |
2.9% |
0.0048 |
0.3% |
90% |
True |
False |
14,656 |
| 60 |
1.6304 |
1.5828 |
0.0476 |
2.9% |
0.0050 |
0.3% |
90% |
True |
False |
9,780 |
| 80 |
1.6304 |
1.5781 |
0.0523 |
3.2% |
0.0043 |
0.3% |
91% |
True |
False |
7,341 |
| 100 |
1.6304 |
1.5500 |
0.0804 |
4.9% |
0.0036 |
0.2% |
94% |
True |
False |
5,874 |
| 120 |
1.6304 |
1.5422 |
0.0882 |
5.4% |
0.0031 |
0.2% |
94% |
True |
False |
4,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6576 |
|
2.618 |
1.6472 |
|
1.618 |
1.6408 |
|
1.000 |
1.6368 |
|
0.618 |
1.6344 |
|
HIGH |
1.6304 |
|
0.618 |
1.6280 |
|
0.500 |
1.6272 |
|
0.382 |
1.6264 |
|
LOW |
1.6240 |
|
0.618 |
1.6200 |
|
1.000 |
1.6176 |
|
1.618 |
1.6136 |
|
2.618 |
1.6072 |
|
4.250 |
1.5968 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6272 |
1.6246 |
| PP |
1.6266 |
1.6237 |
| S1 |
1.6261 |
1.6229 |
|