CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6147 |
1.6135 |
-0.0012 |
-0.1% |
1.6169 |
| High |
1.6169 |
1.6201 |
0.0032 |
0.2% |
1.6304 |
| Low |
1.6105 |
1.6065 |
-0.0040 |
-0.2% |
1.6148 |
| Close |
1.6126 |
1.6106 |
-0.0020 |
-0.1% |
1.6157 |
| Range |
0.0064 |
0.0136 |
0.0072 |
112.5% |
0.0156 |
| ATR |
0.0071 |
0.0075 |
0.0005 |
6.6% |
0.0000 |
| Volume |
31,069 |
78,650 |
47,581 |
153.1% |
439,604 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6532 |
1.6455 |
1.6181 |
|
| R3 |
1.6396 |
1.6319 |
1.6143 |
|
| R2 |
1.6260 |
1.6260 |
1.6131 |
|
| R1 |
1.6183 |
1.6183 |
1.6118 |
1.6154 |
| PP |
1.6124 |
1.6124 |
1.6124 |
1.6109 |
| S1 |
1.6047 |
1.6047 |
1.6094 |
1.6018 |
| S2 |
1.5988 |
1.5988 |
1.6081 |
|
| S3 |
1.5852 |
1.5911 |
1.6069 |
|
| S4 |
1.5716 |
1.5775 |
1.6031 |
|
|
| 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 |
1.6294 |
1.6065 |
0.0229 |
1.4% |
0.0099 |
0.6% |
18% |
False |
True |
66,600 |
| 10 |
1.6304 |
1.6065 |
0.0239 |
1.5% |
0.0084 |
0.5% |
17% |
False |
True |
76,503 |
| 20 |
1.6304 |
1.5983 |
0.0321 |
2.0% |
0.0075 |
0.5% |
38% |
False |
False |
45,886 |
| 40 |
1.6304 |
1.5828 |
0.0476 |
3.0% |
0.0057 |
0.4% |
58% |
False |
False |
22,971 |
| 60 |
1.6304 |
1.5828 |
0.0476 |
3.0% |
0.0054 |
0.3% |
58% |
False |
False |
15,327 |
| 80 |
1.6304 |
1.5828 |
0.0476 |
3.0% |
0.0049 |
0.3% |
58% |
False |
False |
11,503 |
| 100 |
1.6304 |
1.5626 |
0.0678 |
4.2% |
0.0041 |
0.3% |
71% |
False |
False |
9,204 |
| 120 |
1.6304 |
1.5422 |
0.0882 |
5.5% |
0.0034 |
0.2% |
78% |
False |
False |
7,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6779 |
|
2.618 |
1.6557 |
|
1.618 |
1.6421 |
|
1.000 |
1.6337 |
|
0.618 |
1.6285 |
|
HIGH |
1.6201 |
|
0.618 |
1.6149 |
|
0.500 |
1.6133 |
|
0.382 |
1.6117 |
|
LOW |
1.6065 |
|
0.618 |
1.5981 |
|
1.000 |
1.5929 |
|
1.618 |
1.5845 |
|
2.618 |
1.5709 |
|
4.250 |
1.5487 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6133 |
1.6135 |
| PP |
1.6124 |
1.6125 |
| S1 |
1.6115 |
1.6116 |
|