CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 24-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6275 |
1.6161 |
-0.0114 |
-0.7% |
1.6169 |
| High |
1.6279 |
1.6205 |
-0.0074 |
-0.5% |
1.6304 |
| Low |
1.6148 |
1.6097 |
-0.0051 |
-0.3% |
1.6148 |
| Close |
1.6157 |
1.6132 |
-0.0025 |
-0.2% |
1.6157 |
| Range |
0.0131 |
0.0108 |
-0.0023 |
-17.6% |
0.0156 |
| ATR |
0.0068 |
0.0071 |
0.0003 |
4.2% |
0.0000 |
| Volume |
91,489 |
35,338 |
-56,151 |
-61.4% |
439,604 |
|
| Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6469 |
1.6408 |
1.6191 |
|
| R3 |
1.6361 |
1.6300 |
1.6162 |
|
| R2 |
1.6253 |
1.6253 |
1.6152 |
|
| R1 |
1.6192 |
1.6192 |
1.6142 |
1.6169 |
| PP |
1.6145 |
1.6145 |
1.6145 |
1.6133 |
| S1 |
1.6084 |
1.6084 |
1.6122 |
1.6061 |
| S2 |
1.6037 |
1.6037 |
1.6112 |
|
| S3 |
1.5929 |
1.5976 |
1.6102 |
|
| S4 |
1.5821 |
1.5868 |
1.6073 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6671 |
1.6570 |
1.6243 |
|
| R3 |
1.6515 |
1.6414 |
1.6200 |
|
| R2 |
1.6359 |
1.6359 |
1.6186 |
|
| R1 |
1.6258 |
1.6258 |
1.6171 |
1.6231 |
| PP |
1.6203 |
1.6203 |
1.6203 |
1.6189 |
| S1 |
1.6102 |
1.6102 |
1.6143 |
1.6075 |
| S2 |
1.6047 |
1.6047 |
1.6128 |
|
| S3 |
1.5891 |
1.5946 |
1.6114 |
|
| S4 |
1.5735 |
1.5790 |
1.6071 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6304 |
1.6097 |
0.0207 |
1.3% |
0.0087 |
0.5% |
17% |
False |
True |
80,082 |
| 10 |
1.6304 |
1.6065 |
0.0239 |
1.5% |
0.0080 |
0.5% |
28% |
False |
False |
76,999 |
| 20 |
1.6304 |
1.5960 |
0.0344 |
2.1% |
0.0070 |
0.4% |
50% |
False |
False |
40,408 |
| 40 |
1.6304 |
1.5828 |
0.0476 |
3.0% |
0.0052 |
0.3% |
64% |
False |
False |
20,234 |
| 60 |
1.6304 |
1.5828 |
0.0476 |
3.0% |
0.0051 |
0.3% |
64% |
False |
False |
13,500 |
| 80 |
1.6304 |
1.5828 |
0.0476 |
3.0% |
0.0047 |
0.3% |
64% |
False |
False |
10,132 |
| 100 |
1.6304 |
1.5607 |
0.0697 |
4.3% |
0.0039 |
0.2% |
75% |
False |
False |
8,107 |
| 120 |
1.6304 |
1.5422 |
0.0882 |
5.5% |
0.0033 |
0.2% |
80% |
False |
False |
6,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6664 |
|
2.618 |
1.6488 |
|
1.618 |
1.6380 |
|
1.000 |
1.6313 |
|
0.618 |
1.6272 |
|
HIGH |
1.6205 |
|
0.618 |
1.6164 |
|
0.500 |
1.6151 |
|
0.382 |
1.6138 |
|
LOW |
1.6097 |
|
0.618 |
1.6030 |
|
1.000 |
1.5989 |
|
1.618 |
1.5922 |
|
2.618 |
1.5814 |
|
4.250 |
1.5638 |
|
|
| Fisher Pivots for day following 24-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6151 |
1.6196 |
| PP |
1.6145 |
1.6174 |
| S1 |
1.6138 |
1.6153 |
|