CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6121 |
1.6170 |
0.0049 |
0.3% |
1.6177 |
| High |
1.6162 |
1.6238 |
0.0076 |
0.5% |
1.6192 |
| Low |
1.6121 |
1.6170 |
0.0049 |
0.3% |
1.6101 |
| Close |
1.6143 |
1.6235 |
0.0092 |
0.6% |
1.6143 |
| Range |
0.0041 |
0.0068 |
0.0027 |
65.9% |
0.0091 |
| ATR |
0.0047 |
0.0051 |
0.0003 |
7.3% |
0.0000 |
| Volume |
35 |
12 |
-23 |
-65.7% |
72 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6418 |
1.6395 |
1.6272 |
|
| R3 |
1.6350 |
1.6327 |
1.6254 |
|
| R2 |
1.6282 |
1.6282 |
1.6247 |
|
| R1 |
1.6259 |
1.6259 |
1.6241 |
1.6271 |
| PP |
1.6214 |
1.6214 |
1.6214 |
1.6220 |
| S1 |
1.6191 |
1.6191 |
1.6229 |
1.6203 |
| S2 |
1.6146 |
1.6146 |
1.6223 |
|
| S3 |
1.6078 |
1.6123 |
1.6216 |
|
| S4 |
1.6010 |
1.6055 |
1.6198 |
|
|
| 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 |
1.6238 |
1.6101 |
0.0137 |
0.8% |
0.0057 |
0.4% |
98% |
True |
False |
16 |
| 10 |
1.6280 |
1.6101 |
0.0179 |
1.1% |
0.0047 |
0.3% |
75% |
False |
False |
10 |
| 20 |
1.6280 |
1.6027 |
0.0253 |
1.6% |
0.0033 |
0.2% |
82% |
False |
False |
9 |
| 40 |
1.6280 |
1.5843 |
0.0437 |
2.7% |
0.0017 |
0.1% |
90% |
False |
False |
5 |
| 60 |
1.6280 |
1.5843 |
0.0437 |
2.7% |
0.0011 |
0.1% |
90% |
False |
False |
4 |
| 80 |
1.6280 |
1.5843 |
0.0437 |
2.7% |
0.0009 |
0.1% |
90% |
False |
False |
10 |
| 100 |
1.6280 |
1.5622 |
0.0658 |
4.1% |
0.0007 |
0.0% |
93% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6527 |
|
2.618 |
1.6416 |
|
1.618 |
1.6348 |
|
1.000 |
1.6306 |
|
0.618 |
1.6280 |
|
HIGH |
1.6238 |
|
0.618 |
1.6212 |
|
0.500 |
1.6204 |
|
0.382 |
1.6196 |
|
LOW |
1.6170 |
|
0.618 |
1.6128 |
|
1.000 |
1.6102 |
|
1.618 |
1.6060 |
|
2.618 |
1.5992 |
|
4.250 |
1.5881 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6225 |
1.6213 |
| PP |
1.6214 |
1.6191 |
| S1 |
1.6204 |
1.6170 |
|