CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5854 |
1.5900 |
0.0046 |
0.3% |
1.5870 |
| High |
1.5890 |
1.5912 |
0.0022 |
0.1% |
1.5902 |
| Low |
1.5842 |
1.5890 |
0.0048 |
0.3% |
1.5828 |
| Close |
1.5877 |
1.5898 |
0.0021 |
0.1% |
1.5877 |
| Range |
0.0048 |
0.0022 |
-0.0026 |
-54.2% |
0.0074 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
53 |
13 |
-40 |
-75.5% |
276 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5966 |
1.5954 |
1.5910 |
|
| R3 |
1.5944 |
1.5932 |
1.5904 |
|
| R2 |
1.5922 |
1.5922 |
1.5902 |
|
| R1 |
1.5910 |
1.5910 |
1.5900 |
1.5905 |
| PP |
1.5900 |
1.5900 |
1.5900 |
1.5898 |
| S1 |
1.5888 |
1.5888 |
1.5896 |
1.5883 |
| S2 |
1.5878 |
1.5878 |
1.5894 |
|
| S3 |
1.5856 |
1.5866 |
1.5892 |
|
| S4 |
1.5834 |
1.5844 |
1.5886 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6091 |
1.6058 |
1.5918 |
|
| R3 |
1.6017 |
1.5984 |
1.5897 |
|
| R2 |
1.5943 |
1.5943 |
1.5891 |
|
| R1 |
1.5910 |
1.5910 |
1.5884 |
1.5927 |
| PP |
1.5869 |
1.5869 |
1.5869 |
1.5877 |
| S1 |
1.5836 |
1.5836 |
1.5870 |
1.5853 |
| S2 |
1.5795 |
1.5795 |
1.5863 |
|
| S3 |
1.5721 |
1.5762 |
1.5857 |
|
| S4 |
1.5647 |
1.5688 |
1.5836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5912 |
1.5828 |
0.0084 |
0.5% |
0.0033 |
0.2% |
83% |
True |
False |
45 |
| 10 |
1.6000 |
1.5828 |
0.0172 |
1.1% |
0.0033 |
0.2% |
41% |
False |
False |
49 |
| 20 |
1.6140 |
1.5828 |
0.0312 |
2.0% |
0.0034 |
0.2% |
22% |
False |
False |
50 |
| 40 |
1.6255 |
1.5828 |
0.0427 |
2.7% |
0.0044 |
0.3% |
16% |
False |
False |
39 |
| 60 |
1.6281 |
1.5781 |
0.0500 |
3.1% |
0.0036 |
0.2% |
23% |
False |
False |
33 |
| 80 |
1.6281 |
1.5500 |
0.0781 |
4.9% |
0.0029 |
0.2% |
51% |
False |
False |
27 |
| 100 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0025 |
0.2% |
55% |
False |
False |
31 |
| 120 |
1.6281 |
1.5361 |
0.0920 |
5.8% |
0.0023 |
0.1% |
58% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6006 |
|
2.618 |
1.5970 |
|
1.618 |
1.5948 |
|
1.000 |
1.5934 |
|
0.618 |
1.5926 |
|
HIGH |
1.5912 |
|
0.618 |
1.5904 |
|
0.500 |
1.5901 |
|
0.382 |
1.5898 |
|
LOW |
1.5890 |
|
0.618 |
1.5876 |
|
1.000 |
1.5868 |
|
1.618 |
1.5854 |
|
2.618 |
1.5832 |
|
4.250 |
1.5797 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5901 |
1.5889 |
| PP |
1.5900 |
1.5879 |
| S1 |
1.5899 |
1.5870 |
|