CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 24-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6218 |
1.6177 |
-0.0041 |
-0.3% |
1.6171 |
| High |
1.6218 |
1.6192 |
-0.0026 |
-0.2% |
1.6280 |
| Low |
1.6148 |
1.6126 |
-0.0022 |
-0.1% |
1.6148 |
| Close |
1.6152 |
1.6126 |
-0.0026 |
-0.2% |
1.6152 |
| Range |
0.0070 |
0.0066 |
-0.0004 |
-5.7% |
0.0132 |
| ATR |
0.0043 |
0.0045 |
0.0002 |
3.8% |
0.0000 |
| Volume |
1 |
6 |
5 |
500.0% |
20 |
|
| Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6346 |
1.6302 |
1.6162 |
|
| R3 |
1.6280 |
1.6236 |
1.6144 |
|
| R2 |
1.6214 |
1.6214 |
1.6138 |
|
| R1 |
1.6170 |
1.6170 |
1.6132 |
1.6159 |
| PP |
1.6148 |
1.6148 |
1.6148 |
1.6143 |
| S1 |
1.6104 |
1.6104 |
1.6120 |
1.6093 |
| S2 |
1.6082 |
1.6082 |
1.6114 |
|
| S3 |
1.6016 |
1.6038 |
1.6108 |
|
| S4 |
1.5950 |
1.5972 |
1.6090 |
|
|
| 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 |
1.6126 |
0.0154 |
1.0% |
0.0046 |
0.3% |
0% |
False |
True |
5 |
| 10 |
1.6280 |
1.6071 |
0.0209 |
1.3% |
0.0039 |
0.2% |
26% |
False |
False |
10 |
| 20 |
1.6280 |
1.6008 |
0.0272 |
1.7% |
0.0022 |
0.1% |
43% |
False |
False |
6 |
| 40 |
1.6280 |
1.5843 |
0.0437 |
2.7% |
0.0011 |
0.1% |
65% |
False |
False |
4 |
| 60 |
1.6280 |
1.5843 |
0.0437 |
2.7% |
0.0008 |
0.0% |
65% |
False |
False |
3 |
| 80 |
1.6280 |
1.5843 |
0.0437 |
2.7% |
0.0006 |
0.0% |
65% |
False |
False |
11 |
| 100 |
1.6280 |
1.5608 |
0.0672 |
4.2% |
0.0005 |
0.0% |
77% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6473 |
|
2.618 |
1.6365 |
|
1.618 |
1.6299 |
|
1.000 |
1.6258 |
|
0.618 |
1.6233 |
|
HIGH |
1.6192 |
|
0.618 |
1.6167 |
|
0.500 |
1.6159 |
|
0.382 |
1.6151 |
|
LOW |
1.6126 |
|
0.618 |
1.6085 |
|
1.000 |
1.6060 |
|
1.618 |
1.6019 |
|
2.618 |
1.5953 |
|
4.250 |
1.5846 |
|
|
| Fisher Pivots for day following 24-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6159 |
1.6200 |
| PP |
1.6148 |
1.6175 |
| S1 |
1.6137 |
1.6151 |
|