CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6038 |
1.6090 |
0.0052 |
0.3% |
1.6070 |
| High |
1.6062 |
1.6110 |
0.0048 |
0.3% |
1.6097 |
| Low |
1.6038 |
1.6071 |
0.0033 |
0.2% |
1.6027 |
| Close |
1.6062 |
1.6104 |
0.0042 |
0.3% |
1.6027 |
| Range |
0.0024 |
0.0039 |
0.0015 |
62.5% |
0.0070 |
| ATR |
0.0031 |
0.0032 |
0.0001 |
4.0% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6212 |
1.6197 |
1.6125 |
|
| R3 |
1.6173 |
1.6158 |
1.6115 |
|
| R2 |
1.6134 |
1.6134 |
1.6111 |
|
| R1 |
1.6119 |
1.6119 |
1.6108 |
1.6127 |
| PP |
1.6095 |
1.6095 |
1.6095 |
1.6099 |
| S1 |
1.6080 |
1.6080 |
1.6100 |
1.6088 |
| S2 |
1.6056 |
1.6056 |
1.6097 |
|
| S3 |
1.6017 |
1.6041 |
1.6093 |
|
| S4 |
1.5978 |
1.6002 |
1.6083 |
|
|
| 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 |
1.6110 |
1.6027 |
0.0083 |
0.5% |
0.0013 |
0.1% |
93% |
True |
False |
2 |
| 10 |
1.6110 |
1.6008 |
0.0102 |
0.6% |
0.0009 |
0.1% |
94% |
True |
False |
2 |
| 20 |
1.6110 |
1.5843 |
0.0267 |
1.7% |
0.0004 |
0.0% |
98% |
True |
False |
2 |
| 40 |
1.6137 |
1.5843 |
0.0294 |
1.8% |
0.0003 |
0.0% |
89% |
False |
False |
1 |
| 60 |
1.6230 |
1.5843 |
0.0387 |
2.4% |
0.0002 |
0.0% |
67% |
False |
False |
5 |
| 80 |
1.6230 |
1.5699 |
0.0531 |
3.3% |
0.0002 |
0.0% |
76% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6276 |
|
2.618 |
1.6212 |
|
1.618 |
1.6173 |
|
1.000 |
1.6149 |
|
0.618 |
1.6134 |
|
HIGH |
1.6110 |
|
0.618 |
1.6095 |
|
0.500 |
1.6091 |
|
0.382 |
1.6086 |
|
LOW |
1.6071 |
|
0.618 |
1.6047 |
|
1.000 |
1.6032 |
|
1.618 |
1.6008 |
|
2.618 |
1.5969 |
|
4.250 |
1.5905 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6100 |
1.6092 |
| PP |
1.6095 |
1.6080 |
| S1 |
1.6091 |
1.6069 |
|