CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6096 |
1.6120 |
0.0024 |
0.1% |
1.6038 |
| High |
1.6102 |
1.6159 |
0.0057 |
0.4% |
1.6159 |
| Low |
1.6096 |
1.6120 |
0.0024 |
0.1% |
1.6038 |
| Close |
1.6102 |
1.6159 |
0.0057 |
0.4% |
1.6159 |
| Range |
0.0006 |
0.0039 |
0.0033 |
550.0% |
0.0121 |
| ATR |
0.0035 |
0.0036 |
0.0002 |
4.6% |
0.0000 |
| Volume |
14 |
1 |
-13 |
-92.9% |
80 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6263 |
1.6250 |
1.6180 |
|
| R3 |
1.6224 |
1.6211 |
1.6170 |
|
| R2 |
1.6185 |
1.6185 |
1.6166 |
|
| R1 |
1.6172 |
1.6172 |
1.6163 |
1.6179 |
| PP |
1.6146 |
1.6146 |
1.6146 |
1.6149 |
| S1 |
1.6133 |
1.6133 |
1.6155 |
1.6140 |
| S2 |
1.6107 |
1.6107 |
1.6152 |
|
| S3 |
1.6068 |
1.6094 |
1.6148 |
|
| S4 |
1.6029 |
1.6055 |
1.6138 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6482 |
1.6441 |
1.6226 |
|
| R3 |
1.6361 |
1.6320 |
1.6192 |
|
| R2 |
1.6240 |
1.6240 |
1.6181 |
|
| R1 |
1.6199 |
1.6199 |
1.6170 |
1.6220 |
| PP |
1.6119 |
1.6119 |
1.6119 |
1.6129 |
| S1 |
1.6078 |
1.6078 |
1.6148 |
1.6099 |
| S2 |
1.5998 |
1.5998 |
1.6137 |
|
| S3 |
1.5877 |
1.5957 |
1.6126 |
|
| S4 |
1.5756 |
1.5836 |
1.6092 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6159 |
1.6038 |
0.0121 |
0.7% |
0.0031 |
0.2% |
100% |
True |
False |
16 |
| 10 |
1.6159 |
1.6027 |
0.0132 |
0.8% |
0.0018 |
0.1% |
100% |
True |
False |
9 |
| 20 |
1.6159 |
1.5875 |
0.0284 |
1.8% |
0.0009 |
0.1% |
100% |
True |
False |
5 |
| 40 |
1.6159 |
1.5843 |
0.0316 |
2.0% |
0.0005 |
0.0% |
100% |
True |
False |
3 |
| 60 |
1.6230 |
1.5843 |
0.0387 |
2.4% |
0.0004 |
0.0% |
82% |
False |
False |
4 |
| 80 |
1.6230 |
1.5779 |
0.0451 |
2.8% |
0.0003 |
0.0% |
84% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6325 |
|
2.618 |
1.6261 |
|
1.618 |
1.6222 |
|
1.000 |
1.6198 |
|
0.618 |
1.6183 |
|
HIGH |
1.6159 |
|
0.618 |
1.6144 |
|
0.500 |
1.6140 |
|
0.382 |
1.6135 |
|
LOW |
1.6120 |
|
0.618 |
1.6096 |
|
1.000 |
1.6081 |
|
1.618 |
1.6057 |
|
2.618 |
1.6018 |
|
4.250 |
1.5954 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6153 |
1.6149 |
| PP |
1.6146 |
1.6138 |
| S1 |
1.6140 |
1.6128 |
|