CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5900 |
1.5869 |
-0.0031 |
-0.2% |
1.6017 |
| High |
1.5902 |
1.5869 |
-0.0033 |
-0.2% |
1.6017 |
| Low |
1.5870 |
1.5849 |
-0.0021 |
-0.1% |
1.5890 |
| Close |
1.5870 |
1.5849 |
-0.0021 |
-0.1% |
1.5897 |
| Range |
0.0032 |
0.0020 |
-0.0012 |
-37.5% |
0.0127 |
| ATR |
0.0056 |
0.0054 |
-0.0003 |
-4.5% |
0.0000 |
| Volume |
57 |
90 |
33 |
57.9% |
222 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5916 |
1.5902 |
1.5860 |
|
| R3 |
1.5896 |
1.5882 |
1.5855 |
|
| R2 |
1.5876 |
1.5876 |
1.5853 |
|
| R1 |
1.5862 |
1.5862 |
1.5851 |
1.5859 |
| PP |
1.5856 |
1.5856 |
1.5856 |
1.5854 |
| S1 |
1.5842 |
1.5842 |
1.5847 |
1.5839 |
| S2 |
1.5836 |
1.5836 |
1.5845 |
|
| S3 |
1.5816 |
1.5822 |
1.5844 |
|
| S4 |
1.5796 |
1.5802 |
1.5838 |
|
|
| 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 |
1.5849 |
0.0134 |
0.8% |
0.0031 |
0.2% |
0% |
False |
True |
67 |
| 10 |
1.6140 |
1.5849 |
0.0291 |
1.8% |
0.0033 |
0.2% |
0% |
False |
True |
47 |
| 20 |
1.6140 |
1.5849 |
0.0291 |
1.8% |
0.0036 |
0.2% |
0% |
False |
True |
49 |
| 40 |
1.6281 |
1.5849 |
0.0432 |
2.7% |
0.0045 |
0.3% |
0% |
False |
True |
40 |
| 60 |
1.6281 |
1.5781 |
0.0500 |
3.2% |
0.0035 |
0.2% |
14% |
False |
False |
32 |
| 80 |
1.6281 |
1.5500 |
0.0781 |
4.9% |
0.0027 |
0.2% |
45% |
False |
False |
27 |
| 100 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0024 |
0.1% |
50% |
False |
False |
30 |
| 120 |
1.6281 |
1.5360 |
0.0921 |
5.8% |
0.0022 |
0.1% |
53% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5954 |
|
2.618 |
1.5921 |
|
1.618 |
1.5901 |
|
1.000 |
1.5889 |
|
0.618 |
1.5881 |
|
HIGH |
1.5869 |
|
0.618 |
1.5861 |
|
0.500 |
1.5859 |
|
0.382 |
1.5857 |
|
LOW |
1.5849 |
|
0.618 |
1.5837 |
|
1.000 |
1.5829 |
|
1.618 |
1.5817 |
|
2.618 |
1.5797 |
|
4.250 |
1.5764 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5859 |
1.5876 |
| PP |
1.5856 |
1.5867 |
| S1 |
1.5852 |
1.5858 |
|