CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6027 |
1.6038 |
0.0011 |
0.1% |
1.6070 |
| High |
1.6027 |
1.6062 |
0.0035 |
0.2% |
1.6097 |
| Low |
1.6027 |
1.6038 |
0.0011 |
0.1% |
1.6027 |
| Close |
1.6027 |
1.6062 |
0.0035 |
0.2% |
1.6027 |
| Range |
0.0000 |
0.0024 |
0.0024 |
|
0.0070 |
| ATR |
0.0030 |
0.0031 |
0.0000 |
1.1% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6126 |
1.6118 |
1.6075 |
|
| R3 |
1.6102 |
1.6094 |
1.6069 |
|
| R2 |
1.6078 |
1.6078 |
1.6066 |
|
| R1 |
1.6070 |
1.6070 |
1.6064 |
1.6074 |
| PP |
1.6054 |
1.6054 |
1.6054 |
1.6056 |
| S1 |
1.6046 |
1.6046 |
1.6060 |
1.6050 |
| S2 |
1.6030 |
1.6030 |
1.6058 |
|
| S3 |
1.6006 |
1.6022 |
1.6055 |
|
| S4 |
1.5982 |
1.5998 |
1.6049 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6260 |
1.6214 |
1.6066 |
|
| R3 |
1.6190 |
1.6144 |
1.6046 |
|
| R2 |
1.6120 |
1.6120 |
1.6040 |
|
| R1 |
1.6074 |
1.6074 |
1.6033 |
1.6062 |
| PP |
1.6050 |
1.6050 |
1.6050 |
1.6045 |
| S1 |
1.6004 |
1.6004 |
1.6021 |
1.5992 |
| S2 |
1.5980 |
1.5980 |
1.6014 |
|
| S3 |
1.5910 |
1.5934 |
1.6008 |
|
| S4 |
1.5840 |
1.5864 |
1.5989 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6097 |
1.6027 |
0.0070 |
0.4% |
0.0005 |
0.0% |
50% |
False |
False |
2 |
| 10 |
1.6097 |
1.6008 |
0.0089 |
0.6% |
0.0005 |
0.0% |
61% |
False |
False |
2 |
| 20 |
1.6097 |
1.5843 |
0.0254 |
1.6% |
0.0002 |
0.0% |
86% |
False |
False |
2 |
| 40 |
1.6137 |
1.5843 |
0.0294 |
1.8% |
0.0002 |
0.0% |
74% |
False |
False |
1 |
| 60 |
1.6230 |
1.5843 |
0.0387 |
2.4% |
0.0002 |
0.0% |
57% |
False |
False |
5 |
| 80 |
1.6230 |
1.5681 |
0.0549 |
3.4% |
0.0001 |
0.0% |
69% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6164 |
|
2.618 |
1.6125 |
|
1.618 |
1.6101 |
|
1.000 |
1.6086 |
|
0.618 |
1.6077 |
|
HIGH |
1.6062 |
|
0.618 |
1.6053 |
|
0.500 |
1.6050 |
|
0.382 |
1.6047 |
|
LOW |
1.6038 |
|
0.618 |
1.6023 |
|
1.000 |
1.6014 |
|
1.618 |
1.5999 |
|
2.618 |
1.5975 |
|
4.250 |
1.5936 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6058 |
1.6056 |
| PP |
1.6054 |
1.6050 |
| S1 |
1.6050 |
1.6045 |
|