CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6014 |
1.6070 |
0.0056 |
0.3% |
1.6011 |
| High |
1.6014 |
1.6095 |
0.0081 |
0.5% |
1.6029 |
| Low |
1.6014 |
1.6070 |
0.0056 |
0.3% |
1.6008 |
| Close |
1.6014 |
1.6084 |
0.0070 |
0.4% |
1.6014 |
| Range |
0.0000 |
0.0025 |
0.0025 |
|
0.0021 |
| ATR |
0.0030 |
0.0034 |
0.0004 |
12.1% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6158 |
1.6146 |
1.6098 |
|
| R3 |
1.6133 |
1.6121 |
1.6091 |
|
| R2 |
1.6108 |
1.6108 |
1.6089 |
|
| R1 |
1.6096 |
1.6096 |
1.6086 |
1.6102 |
| PP |
1.6083 |
1.6083 |
1.6083 |
1.6086 |
| S1 |
1.6071 |
1.6071 |
1.6082 |
1.6077 |
| S2 |
1.6058 |
1.6058 |
1.6079 |
|
| S3 |
1.6033 |
1.6046 |
1.6077 |
|
| S4 |
1.6008 |
1.6021 |
1.6070 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6080 |
1.6068 |
1.6026 |
|
| R3 |
1.6059 |
1.6047 |
1.6020 |
|
| R2 |
1.6038 |
1.6038 |
1.6018 |
|
| R1 |
1.6026 |
1.6026 |
1.6016 |
1.6032 |
| PP |
1.6017 |
1.6017 |
1.6017 |
1.6020 |
| S1 |
1.6005 |
1.6005 |
1.6012 |
1.6011 |
| S2 |
1.5996 |
1.5996 |
1.6010 |
|
| S3 |
1.5975 |
1.5984 |
1.6008 |
|
| S4 |
1.5954 |
1.5963 |
1.6002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6095 |
1.6008 |
0.0087 |
0.5% |
0.0005 |
0.0% |
87% |
True |
False |
2 |
| 10 |
1.6095 |
1.5896 |
0.0199 |
1.2% |
0.0003 |
0.0% |
94% |
True |
False |
2 |
| 20 |
1.6095 |
1.5843 |
0.0252 |
1.6% |
0.0001 |
0.0% |
96% |
True |
False |
1 |
| 40 |
1.6137 |
1.5843 |
0.0294 |
1.8% |
0.0001 |
0.0% |
82% |
False |
False |
1 |
| 60 |
1.6230 |
1.5843 |
0.0387 |
2.4% |
0.0001 |
0.0% |
62% |
False |
False |
9 |
| 80 |
1.6230 |
1.5659 |
0.0571 |
3.6% |
0.0001 |
0.0% |
74% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6201 |
|
2.618 |
1.6160 |
|
1.618 |
1.6135 |
|
1.000 |
1.6120 |
|
0.618 |
1.6110 |
|
HIGH |
1.6095 |
|
0.618 |
1.6085 |
|
0.500 |
1.6083 |
|
0.382 |
1.6080 |
|
LOW |
1.6070 |
|
0.618 |
1.6055 |
|
1.000 |
1.6045 |
|
1.618 |
1.6030 |
|
2.618 |
1.6005 |
|
4.250 |
1.5964 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6084 |
1.6074 |
| PP |
1.6083 |
1.6064 |
| S1 |
1.6083 |
1.6055 |
|