CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 19-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6191 |
1.6270 |
0.0079 |
0.5% |
1.6038 |
| High |
1.6240 |
1.6280 |
0.0040 |
0.2% |
1.6159 |
| Low |
1.6191 |
1.6250 |
0.0059 |
0.4% |
1.6038 |
| Close |
1.6239 |
1.6250 |
0.0011 |
0.1% |
1.6159 |
| Range |
0.0049 |
0.0030 |
-0.0019 |
-38.8% |
0.0121 |
| ATR |
0.0037 |
0.0037 |
0.0000 |
0.7% |
0.0000 |
| Volume |
4 |
9 |
5 |
125.0% |
80 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6350 |
1.6330 |
1.6267 |
|
| R3 |
1.6320 |
1.6300 |
1.6258 |
|
| R2 |
1.6290 |
1.6290 |
1.6256 |
|
| R1 |
1.6270 |
1.6270 |
1.6253 |
1.6265 |
| PP |
1.6260 |
1.6260 |
1.6260 |
1.6258 |
| S1 |
1.6240 |
1.6240 |
1.6247 |
1.6235 |
| S2 |
1.6230 |
1.6230 |
1.6245 |
|
| S3 |
1.6200 |
1.6210 |
1.6242 |
|
| S4 |
1.6170 |
1.6180 |
1.6234 |
|
|
| 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 |
1.6280 |
1.6096 |
0.0184 |
1.1% |
0.0029 |
0.2% |
84% |
True |
False |
5 |
| 10 |
1.6280 |
1.6027 |
0.0253 |
1.6% |
0.0026 |
0.2% |
88% |
True |
False |
9 |
| 20 |
1.6280 |
1.5941 |
0.0339 |
2.1% |
0.0014 |
0.1% |
91% |
True |
False |
5 |
| 40 |
1.6280 |
1.5843 |
0.0437 |
2.7% |
0.0007 |
0.0% |
93% |
True |
False |
3 |
| 60 |
1.6280 |
1.5843 |
0.0437 |
2.7% |
0.0005 |
0.0% |
93% |
True |
False |
3 |
| 80 |
1.6280 |
1.5779 |
0.0501 |
3.1% |
0.0004 |
0.0% |
94% |
True |
False |
12 |
| 100 |
1.6280 |
1.5500 |
0.0780 |
4.8% |
0.0003 |
0.0% |
96% |
True |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6408 |
|
2.618 |
1.6359 |
|
1.618 |
1.6329 |
|
1.000 |
1.6310 |
|
0.618 |
1.6299 |
|
HIGH |
1.6280 |
|
0.618 |
1.6269 |
|
0.500 |
1.6265 |
|
0.382 |
1.6261 |
|
LOW |
1.6250 |
|
0.618 |
1.6231 |
|
1.000 |
1.6220 |
|
1.618 |
1.6201 |
|
2.618 |
1.6171 |
|
4.250 |
1.6123 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6265 |
1.6242 |
| PP |
1.6260 |
1.6234 |
| S1 |
1.6255 |
1.6226 |
|