CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 18-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6171 |
1.6191 |
0.0020 |
0.1% |
1.6038 |
| High |
1.6194 |
1.6240 |
0.0046 |
0.3% |
1.6159 |
| Low |
1.6171 |
1.6191 |
0.0020 |
0.1% |
1.6038 |
| Close |
1.6194 |
1.6239 |
0.0045 |
0.3% |
1.6159 |
| Range |
0.0023 |
0.0049 |
0.0026 |
113.0% |
0.0121 |
| ATR |
0.0036 |
0.0037 |
0.0001 |
2.5% |
0.0000 |
| Volume |
1 |
4 |
3 |
300.0% |
80 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6370 |
1.6354 |
1.6266 |
|
| R3 |
1.6321 |
1.6305 |
1.6252 |
|
| R2 |
1.6272 |
1.6272 |
1.6248 |
|
| R1 |
1.6256 |
1.6256 |
1.6243 |
1.6264 |
| PP |
1.6223 |
1.6223 |
1.6223 |
1.6228 |
| S1 |
1.6207 |
1.6207 |
1.6235 |
1.6215 |
| S2 |
1.6174 |
1.6174 |
1.6230 |
|
| S3 |
1.6125 |
1.6158 |
1.6226 |
|
| S4 |
1.6076 |
1.6109 |
1.6212 |
|
|
| 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 |
1.6240 |
1.6096 |
0.0144 |
0.9% |
0.0033 |
0.2% |
99% |
True |
False |
16 |
| 10 |
1.6240 |
1.6027 |
0.0213 |
1.3% |
0.0023 |
0.1% |
100% |
True |
False |
9 |
| 20 |
1.6240 |
1.5908 |
0.0332 |
2.0% |
0.0013 |
0.1% |
100% |
True |
False |
5 |
| 40 |
1.6240 |
1.5843 |
0.0397 |
2.4% |
0.0007 |
0.0% |
100% |
True |
False |
3 |
| 60 |
1.6240 |
1.5843 |
0.0397 |
2.4% |
0.0005 |
0.0% |
100% |
True |
False |
3 |
| 80 |
1.6240 |
1.5779 |
0.0461 |
2.8% |
0.0004 |
0.0% |
100% |
True |
False |
13 |
| 100 |
1.6240 |
1.5500 |
0.0740 |
4.6% |
0.0003 |
0.0% |
100% |
True |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6448 |
|
2.618 |
1.6368 |
|
1.618 |
1.6319 |
|
1.000 |
1.6289 |
|
0.618 |
1.6270 |
|
HIGH |
1.6240 |
|
0.618 |
1.6221 |
|
0.500 |
1.6216 |
|
0.382 |
1.6210 |
|
LOW |
1.6191 |
|
0.618 |
1.6161 |
|
1.000 |
1.6142 |
|
1.618 |
1.6112 |
|
2.618 |
1.6063 |
|
4.250 |
1.5983 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6231 |
1.6219 |
| PP |
1.6223 |
1.6200 |
| S1 |
1.6216 |
1.6180 |
|