CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5870 |
1.5900 |
0.0030 |
0.2% |
1.6017 |
| High |
1.5877 |
1.5902 |
0.0025 |
0.2% |
1.6017 |
| Low |
1.5860 |
1.5870 |
0.0010 |
0.1% |
1.5890 |
| Close |
1.5869 |
1.5870 |
0.0001 |
0.0% |
1.5897 |
| Range |
0.0017 |
0.0032 |
0.0015 |
88.2% |
0.0127 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
64 |
57 |
-7 |
-10.9% |
222 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5977 |
1.5955 |
1.5888 |
|
| R3 |
1.5945 |
1.5923 |
1.5879 |
|
| R2 |
1.5913 |
1.5913 |
1.5876 |
|
| R1 |
1.5891 |
1.5891 |
1.5873 |
1.5886 |
| PP |
1.5881 |
1.5881 |
1.5881 |
1.5878 |
| S1 |
1.5859 |
1.5859 |
1.5867 |
1.5854 |
| S2 |
1.5849 |
1.5849 |
1.5864 |
|
| S3 |
1.5817 |
1.5827 |
1.5861 |
|
| S4 |
1.5785 |
1.5795 |
1.5852 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6316 |
1.6233 |
1.5967 |
|
| R3 |
1.6189 |
1.6106 |
1.5932 |
|
| R2 |
1.6062 |
1.6062 |
1.5920 |
|
| R1 |
1.5979 |
1.5979 |
1.5909 |
1.5957 |
| PP |
1.5935 |
1.5935 |
1.5935 |
1.5924 |
| S1 |
1.5852 |
1.5852 |
1.5885 |
1.5830 |
| S2 |
1.5808 |
1.5808 |
1.5874 |
|
| S3 |
1.5681 |
1.5725 |
1.5862 |
|
| S4 |
1.5554 |
1.5598 |
1.5827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5983 |
1.5860 |
0.0123 |
0.8% |
0.0033 |
0.2% |
8% |
False |
False |
54 |
| 10 |
1.6140 |
1.5860 |
0.0280 |
1.8% |
0.0033 |
0.2% |
4% |
False |
False |
38 |
| 20 |
1.6165 |
1.5860 |
0.0305 |
1.9% |
0.0038 |
0.2% |
3% |
False |
False |
46 |
| 40 |
1.6281 |
1.5860 |
0.0421 |
2.7% |
0.0046 |
0.3% |
2% |
False |
False |
38 |
| 60 |
1.6281 |
1.5771 |
0.0510 |
3.2% |
0.0035 |
0.2% |
19% |
False |
False |
30 |
| 80 |
1.6281 |
1.5500 |
0.0781 |
4.9% |
0.0027 |
0.2% |
47% |
False |
False |
26 |
| 100 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0023 |
0.1% |
52% |
False |
False |
29 |
| 120 |
1.6281 |
1.5360 |
0.0921 |
5.8% |
0.0022 |
0.1% |
55% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6038 |
|
2.618 |
1.5986 |
|
1.618 |
1.5954 |
|
1.000 |
1.5934 |
|
0.618 |
1.5922 |
|
HIGH |
1.5902 |
|
0.618 |
1.5890 |
|
0.500 |
1.5886 |
|
0.382 |
1.5882 |
|
LOW |
1.5870 |
|
0.618 |
1.5850 |
|
1.000 |
1.5838 |
|
1.618 |
1.5818 |
|
2.618 |
1.5786 |
|
4.250 |
1.5734 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5886 |
1.5891 |
| PP |
1.5881 |
1.5884 |
| S1 |
1.5875 |
1.5877 |
|