CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 21-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6258 |
1.6218 |
-0.0040 |
-0.2% |
1.6171 |
| High |
1.6274 |
1.6218 |
-0.0056 |
-0.3% |
1.6280 |
| Low |
1.6258 |
1.6148 |
-0.0110 |
-0.7% |
1.6148 |
| Close |
1.6274 |
1.6152 |
-0.0122 |
-0.7% |
1.6152 |
| Range |
0.0016 |
0.0070 |
0.0054 |
337.5% |
0.0132 |
| ATR |
0.0036 |
0.0043 |
0.0006 |
17.5% |
0.0000 |
| Volume |
5 |
1 |
-4 |
-80.0% |
20 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6383 |
1.6337 |
1.6191 |
|
| R3 |
1.6313 |
1.6267 |
1.6171 |
|
| R2 |
1.6243 |
1.6243 |
1.6165 |
|
| R1 |
1.6197 |
1.6197 |
1.6158 |
1.6185 |
| PP |
1.6173 |
1.6173 |
1.6173 |
1.6167 |
| S1 |
1.6127 |
1.6127 |
1.6146 |
1.6115 |
| S2 |
1.6103 |
1.6103 |
1.6139 |
|
| S3 |
1.6033 |
1.6057 |
1.6133 |
|
| S4 |
1.5963 |
1.5987 |
1.6114 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6589 |
1.6503 |
1.6225 |
|
| R3 |
1.6457 |
1.6371 |
1.6188 |
|
| R2 |
1.6325 |
1.6325 |
1.6176 |
|
| R1 |
1.6239 |
1.6239 |
1.6164 |
1.6216 |
| PP |
1.6193 |
1.6193 |
1.6193 |
1.6182 |
| S1 |
1.6107 |
1.6107 |
1.6140 |
1.6084 |
| S2 |
1.6061 |
1.6061 |
1.6128 |
|
| S3 |
1.5929 |
1.5975 |
1.6116 |
|
| S4 |
1.5797 |
1.5843 |
1.6079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6280 |
1.6148 |
0.0132 |
0.8% |
0.0038 |
0.2% |
3% |
False |
True |
4 |
| 10 |
1.6280 |
1.6038 |
0.0242 |
1.5% |
0.0035 |
0.2% |
47% |
False |
False |
10 |
| 20 |
1.6280 |
1.6008 |
0.0272 |
1.7% |
0.0019 |
0.1% |
53% |
False |
False |
6 |
| 40 |
1.6280 |
1.5843 |
0.0437 |
2.7% |
0.0009 |
0.1% |
71% |
False |
False |
3 |
| 60 |
1.6280 |
1.5843 |
0.0437 |
2.7% |
0.0006 |
0.0% |
71% |
False |
False |
3 |
| 80 |
1.6280 |
1.5779 |
0.0501 |
3.1% |
0.0005 |
0.0% |
74% |
False |
False |
11 |
| 100 |
1.6280 |
1.5500 |
0.0780 |
4.8% |
0.0004 |
0.0% |
84% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6516 |
|
2.618 |
1.6401 |
|
1.618 |
1.6331 |
|
1.000 |
1.6288 |
|
0.618 |
1.6261 |
|
HIGH |
1.6218 |
|
0.618 |
1.6191 |
|
0.500 |
1.6183 |
|
0.382 |
1.6175 |
|
LOW |
1.6148 |
|
0.618 |
1.6105 |
|
1.000 |
1.6078 |
|
1.618 |
1.6035 |
|
2.618 |
1.5965 |
|
4.250 |
1.5851 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6183 |
1.6214 |
| PP |
1.6173 |
1.6193 |
| S1 |
1.6162 |
1.6173 |
|