CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6158 |
1.6121 |
-0.0037 |
-0.2% |
1.6177 |
| High |
1.6158 |
1.6162 |
0.0004 |
0.0% |
1.6192 |
| Low |
1.6101 |
1.6121 |
0.0020 |
0.1% |
1.6101 |
| Close |
1.6101 |
1.6143 |
0.0042 |
0.3% |
1.6143 |
| Range |
0.0057 |
0.0041 |
-0.0016 |
-28.1% |
0.0091 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
2.3% |
0.0000 |
| Volume |
23 |
35 |
12 |
52.2% |
72 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6265 |
1.6245 |
1.6166 |
|
| R3 |
1.6224 |
1.6204 |
1.6154 |
|
| R2 |
1.6183 |
1.6183 |
1.6151 |
|
| R1 |
1.6163 |
1.6163 |
1.6147 |
1.6173 |
| PP |
1.6142 |
1.6142 |
1.6142 |
1.6147 |
| S1 |
1.6122 |
1.6122 |
1.6139 |
1.6132 |
| S2 |
1.6101 |
1.6101 |
1.6135 |
|
| S3 |
1.6060 |
1.6081 |
1.6132 |
|
| S4 |
1.6019 |
1.6040 |
1.6120 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6418 |
1.6372 |
1.6193 |
|
| R3 |
1.6327 |
1.6281 |
1.6168 |
|
| R2 |
1.6236 |
1.6236 |
1.6160 |
|
| R1 |
1.6190 |
1.6190 |
1.6151 |
1.6168 |
| PP |
1.6145 |
1.6145 |
1.6145 |
1.6134 |
| S1 |
1.6099 |
1.6099 |
1.6135 |
1.6077 |
| S2 |
1.6054 |
1.6054 |
1.6126 |
|
| S3 |
1.5963 |
1.6008 |
1.6118 |
|
| S4 |
1.5872 |
1.5917 |
1.6093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6218 |
1.6101 |
0.0117 |
0.7% |
0.0058 |
0.4% |
36% |
False |
False |
14 |
| 10 |
1.6280 |
1.6101 |
0.0179 |
1.1% |
0.0045 |
0.3% |
23% |
False |
False |
9 |
| 20 |
1.6280 |
1.6014 |
0.0266 |
1.6% |
0.0029 |
0.2% |
48% |
False |
False |
9 |
| 40 |
1.6280 |
1.5843 |
0.0437 |
2.7% |
0.0015 |
0.1% |
69% |
False |
False |
5 |
| 60 |
1.6280 |
1.5843 |
0.0437 |
2.7% |
0.0010 |
0.1% |
69% |
False |
False |
4 |
| 80 |
1.6280 |
1.5843 |
0.0437 |
2.7% |
0.0008 |
0.0% |
69% |
False |
False |
10 |
| 100 |
1.6280 |
1.5622 |
0.0658 |
4.1% |
0.0006 |
0.0% |
79% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6336 |
|
2.618 |
1.6269 |
|
1.618 |
1.6228 |
|
1.000 |
1.6203 |
|
0.618 |
1.6187 |
|
HIGH |
1.6162 |
|
0.618 |
1.6146 |
|
0.500 |
1.6142 |
|
0.382 |
1.6137 |
|
LOW |
1.6121 |
|
0.618 |
1.6096 |
|
1.000 |
1.6080 |
|
1.618 |
1.6055 |
|
2.618 |
1.6014 |
|
4.250 |
1.5947 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6143 |
1.6139 |
| PP |
1.6142 |
1.6135 |
| S1 |
1.6142 |
1.6132 |
|