CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6135 |
1.6106 |
-0.0029 |
-0.2% |
1.6161 |
| High |
1.6201 |
1.6168 |
-0.0033 |
-0.2% |
1.6205 |
| Low |
1.6065 |
1.6075 |
0.0010 |
0.1% |
1.6065 |
| Close |
1.6106 |
1.6148 |
0.0042 |
0.3% |
1.6148 |
| Range |
0.0136 |
0.0093 |
-0.0043 |
-31.6% |
0.0140 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.7% |
0.0000 |
| Volume |
78,650 |
58,501 |
-20,149 |
-25.6% |
203,558 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6409 |
1.6372 |
1.6199 |
|
| R3 |
1.6316 |
1.6279 |
1.6174 |
|
| R2 |
1.6223 |
1.6223 |
1.6165 |
|
| R1 |
1.6186 |
1.6186 |
1.6157 |
1.6205 |
| PP |
1.6130 |
1.6130 |
1.6130 |
1.6140 |
| S1 |
1.6093 |
1.6093 |
1.6139 |
1.6112 |
| S2 |
1.6037 |
1.6037 |
1.6131 |
|
| S3 |
1.5944 |
1.6000 |
1.6122 |
|
| S4 |
1.5851 |
1.5907 |
1.6097 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6559 |
1.6494 |
1.6225 |
|
| R3 |
1.6419 |
1.6354 |
1.6187 |
|
| R2 |
1.6279 |
1.6279 |
1.6174 |
|
| R1 |
1.6214 |
1.6214 |
1.6161 |
1.6177 |
| PP |
1.6139 |
1.6139 |
1.6139 |
1.6121 |
| S1 |
1.6074 |
1.6074 |
1.6135 |
1.6037 |
| S2 |
1.5999 |
1.5999 |
1.6122 |
|
| S3 |
1.5859 |
1.5934 |
1.6110 |
|
| S4 |
1.5719 |
1.5794 |
1.6071 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6279 |
1.6065 |
0.0214 |
1.3% |
0.0106 |
0.7% |
39% |
False |
False |
59,009 |
| 10 |
1.6304 |
1.6065 |
0.0239 |
1.5% |
0.0086 |
0.5% |
35% |
False |
False |
74,405 |
| 20 |
1.6304 |
1.5983 |
0.0321 |
2.0% |
0.0078 |
0.5% |
51% |
False |
False |
48,802 |
| 40 |
1.6304 |
1.5828 |
0.0476 |
2.9% |
0.0059 |
0.4% |
67% |
False |
False |
24,434 |
| 60 |
1.6304 |
1.5828 |
0.0476 |
2.9% |
0.0054 |
0.3% |
67% |
False |
False |
16,301 |
| 80 |
1.6304 |
1.5828 |
0.0476 |
2.9% |
0.0050 |
0.3% |
67% |
False |
False |
12,234 |
| 100 |
1.6304 |
1.5626 |
0.0678 |
4.2% |
0.0042 |
0.3% |
77% |
False |
False |
9,789 |
| 120 |
1.6304 |
1.5422 |
0.0882 |
5.5% |
0.0035 |
0.2% |
82% |
False |
False |
8,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6563 |
|
2.618 |
1.6411 |
|
1.618 |
1.6318 |
|
1.000 |
1.6261 |
|
0.618 |
1.6225 |
|
HIGH |
1.6168 |
|
0.618 |
1.6132 |
|
0.500 |
1.6122 |
|
0.382 |
1.6111 |
|
LOW |
1.6075 |
|
0.618 |
1.6018 |
|
1.000 |
1.5982 |
|
1.618 |
1.5925 |
|
2.618 |
1.5832 |
|
4.250 |
1.5680 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6139 |
1.6143 |
| PP |
1.6130 |
1.6138 |
| S1 |
1.6122 |
1.6133 |
|