CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5957 |
1.5981 |
0.0024 |
0.2% |
1.6032 |
| High |
1.5981 |
1.5983 |
0.0002 |
0.0% |
1.6140 |
| Low |
1.5949 |
1.5930 |
-0.0019 |
-0.1% |
1.6014 |
| Close |
1.5981 |
1.5972 |
-0.0009 |
-0.1% |
1.6014 |
| Range |
0.0032 |
0.0053 |
0.0021 |
65.6% |
0.0126 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
25 |
98 |
73 |
292.0% |
245 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6121 |
1.6099 |
1.6001 |
|
| R3 |
1.6068 |
1.6046 |
1.5987 |
|
| R2 |
1.6015 |
1.6015 |
1.5982 |
|
| R1 |
1.5993 |
1.5993 |
1.5977 |
1.5978 |
| PP |
1.5962 |
1.5962 |
1.5962 |
1.5954 |
| S1 |
1.5940 |
1.5940 |
1.5967 |
1.5925 |
| S2 |
1.5909 |
1.5909 |
1.5962 |
|
| S3 |
1.5856 |
1.5887 |
1.5957 |
|
| S4 |
1.5803 |
1.5834 |
1.5943 |
|
|
| 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 |
1.6043 |
1.5930 |
0.0113 |
0.7% |
0.0042 |
0.3% |
37% |
False |
True |
45 |
| 10 |
1.6140 |
1.5930 |
0.0210 |
1.3% |
0.0029 |
0.2% |
20% |
False |
True |
48 |
| 20 |
1.6165 |
1.5913 |
0.0252 |
1.6% |
0.0040 |
0.2% |
23% |
False |
False |
40 |
| 40 |
1.6281 |
1.5913 |
0.0368 |
2.3% |
0.0045 |
0.3% |
16% |
False |
False |
35 |
| 60 |
1.6281 |
1.5661 |
0.0620 |
3.9% |
0.0034 |
0.2% |
50% |
False |
False |
29 |
| 80 |
1.6281 |
1.5500 |
0.0781 |
4.9% |
0.0026 |
0.2% |
60% |
False |
False |
24 |
| 100 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0023 |
0.1% |
64% |
False |
False |
28 |
| 120 |
1.6281 |
1.5360 |
0.0921 |
5.8% |
0.0022 |
0.1% |
66% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6208 |
|
2.618 |
1.6122 |
|
1.618 |
1.6069 |
|
1.000 |
1.6036 |
|
0.618 |
1.6016 |
|
HIGH |
1.5983 |
|
0.618 |
1.5963 |
|
0.500 |
1.5957 |
|
0.382 |
1.5950 |
|
LOW |
1.5930 |
|
0.618 |
1.5897 |
|
1.000 |
1.5877 |
|
1.618 |
1.5844 |
|
2.618 |
1.5791 |
|
4.250 |
1.5705 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5967 |
1.5970 |
| PP |
1.5962 |
1.5967 |
| S1 |
1.5957 |
1.5965 |
|