CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 02-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6138 |
1.6043 |
-0.0095 |
-0.6% |
1.6032 |
| High |
1.6140 |
1.6043 |
-0.0097 |
-0.6% |
1.6140 |
| Low |
1.6117 |
1.6014 |
-0.0103 |
-0.6% |
1.6014 |
| Close |
1.6121 |
1.6014 |
-0.0107 |
-0.7% |
1.6014 |
| Range |
0.0023 |
0.0029 |
0.0006 |
26.1% |
0.0126 |
| ATR |
0.0058 |
0.0061 |
0.0004 |
6.0% |
0.0000 |
| Volume |
6 |
35 |
29 |
483.3% |
245 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6111 |
1.6091 |
1.6030 |
|
| R3 |
1.6082 |
1.6062 |
1.6022 |
|
| R2 |
1.6053 |
1.6053 |
1.6019 |
|
| R1 |
1.6033 |
1.6033 |
1.6017 |
1.6029 |
| PP |
1.6024 |
1.6024 |
1.6024 |
1.6021 |
| S1 |
1.6004 |
1.6004 |
1.6011 |
1.6000 |
| S2 |
1.5995 |
1.5995 |
1.6009 |
|
| S3 |
1.5966 |
1.5975 |
1.6006 |
|
| S4 |
1.5937 |
1.5946 |
1.5998 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6434 |
1.6350 |
1.6083 |
|
| R3 |
1.6308 |
1.6224 |
1.6049 |
|
| R2 |
1.6182 |
1.6182 |
1.6037 |
|
| R1 |
1.6098 |
1.6098 |
1.6026 |
1.6077 |
| PP |
1.6056 |
1.6056 |
1.6056 |
1.6046 |
| S1 |
1.5972 |
1.5972 |
1.6002 |
1.5951 |
| S2 |
1.5930 |
1.5930 |
1.5991 |
|
| S3 |
1.5804 |
1.5846 |
1.5979 |
|
| S4 |
1.5678 |
1.5720 |
1.5945 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6140 |
1.6014 |
0.0126 |
0.8% |
0.0014 |
0.1% |
0% |
False |
True |
49 |
| 10 |
1.6140 |
1.5913 |
0.0227 |
1.4% |
0.0032 |
0.2% |
44% |
False |
False |
49 |
| 20 |
1.6165 |
1.5913 |
0.0252 |
1.6% |
0.0040 |
0.2% |
40% |
False |
False |
36 |
| 40 |
1.6281 |
1.5913 |
0.0368 |
2.3% |
0.0043 |
0.3% |
27% |
False |
False |
33 |
| 60 |
1.6281 |
1.5661 |
0.0620 |
3.9% |
0.0032 |
0.2% |
57% |
False |
False |
26 |
| 80 |
1.6281 |
1.5500 |
0.0781 |
4.9% |
0.0024 |
0.2% |
66% |
False |
False |
23 |
| 100 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0023 |
0.1% |
69% |
False |
False |
26 |
| 120 |
1.6281 |
1.5360 |
0.0921 |
5.8% |
0.0021 |
0.1% |
71% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6166 |
|
2.618 |
1.6119 |
|
1.618 |
1.6090 |
|
1.000 |
1.6072 |
|
0.618 |
1.6061 |
|
HIGH |
1.6043 |
|
0.618 |
1.6032 |
|
0.500 |
1.6029 |
|
0.382 |
1.6025 |
|
LOW |
1.6014 |
|
0.618 |
1.5996 |
|
1.000 |
1.5985 |
|
1.618 |
1.5967 |
|
2.618 |
1.5938 |
|
4.250 |
1.5891 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6029 |
1.6077 |
| PP |
1.6024 |
1.6056 |
| S1 |
1.6019 |
1.6035 |
|