CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5906 |
1.5923 |
0.0017 |
0.1% |
1.5870 |
| High |
1.5930 |
1.5950 |
0.0020 |
0.1% |
1.5902 |
| Low |
1.5906 |
1.5903 |
-0.0003 |
0.0% |
1.5828 |
| Close |
1.5911 |
1.5944 |
0.0033 |
0.2% |
1.5877 |
| Range |
0.0024 |
0.0047 |
0.0023 |
95.8% |
0.0074 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
17 |
97 |
80 |
470.6% |
276 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6073 |
1.6056 |
1.5970 |
|
| R3 |
1.6026 |
1.6009 |
1.5957 |
|
| R2 |
1.5979 |
1.5979 |
1.5953 |
|
| R1 |
1.5962 |
1.5962 |
1.5948 |
1.5971 |
| PP |
1.5932 |
1.5932 |
1.5932 |
1.5937 |
| S1 |
1.5915 |
1.5915 |
1.5940 |
1.5924 |
| S2 |
1.5885 |
1.5885 |
1.5935 |
|
| S3 |
1.5838 |
1.5868 |
1.5931 |
|
| S4 |
1.5791 |
1.5821 |
1.5918 |
|
|
| 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 |
1.5950 |
1.5828 |
0.0122 |
0.8% |
0.0037 |
0.2% |
95% |
True |
False |
38 |
| 10 |
1.5983 |
1.5828 |
0.0155 |
1.0% |
0.0034 |
0.2% |
75% |
False |
False |
53 |
| 20 |
1.6140 |
1.5828 |
0.0312 |
2.0% |
0.0030 |
0.2% |
37% |
False |
False |
48 |
| 40 |
1.6255 |
1.5828 |
0.0427 |
2.7% |
0.0043 |
0.3% |
27% |
False |
False |
39 |
| 60 |
1.6281 |
1.5781 |
0.0500 |
3.1% |
0.0037 |
0.2% |
33% |
False |
False |
35 |
| 80 |
1.6281 |
1.5500 |
0.0781 |
4.9% |
0.0030 |
0.2% |
57% |
False |
False |
28 |
| 100 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0024 |
0.1% |
61% |
False |
False |
32 |
| 120 |
1.6281 |
1.5361 |
0.0920 |
5.8% |
0.0024 |
0.1% |
63% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6150 |
|
2.618 |
1.6073 |
|
1.618 |
1.6026 |
|
1.000 |
1.5997 |
|
0.618 |
1.5979 |
|
HIGH |
1.5950 |
|
0.618 |
1.5932 |
|
0.500 |
1.5927 |
|
0.382 |
1.5921 |
|
LOW |
1.5903 |
|
0.618 |
1.5874 |
|
1.000 |
1.5856 |
|
1.618 |
1.5827 |
|
2.618 |
1.5780 |
|
4.250 |
1.5703 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5938 |
1.5936 |
| PP |
1.5932 |
1.5928 |
| S1 |
1.5927 |
1.5920 |
|