CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5923 |
1.5951 |
0.0028 |
0.2% |
1.5900 |
| High |
1.5950 |
1.6048 |
0.0098 |
0.6% |
1.6048 |
| Low |
1.5903 |
1.5924 |
0.0021 |
0.1% |
1.5890 |
| Close |
1.5944 |
1.6041 |
0.0097 |
0.6% |
1.6041 |
| Range |
0.0047 |
0.0124 |
0.0077 |
163.8% |
0.0158 |
| ATR |
0.0050 |
0.0055 |
0.0005 |
10.6% |
0.0000 |
| Volume |
97 |
53 |
-44 |
-45.4% |
180 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6376 |
1.6333 |
1.6109 |
|
| R3 |
1.6252 |
1.6209 |
1.6075 |
|
| R2 |
1.6128 |
1.6128 |
1.6064 |
|
| R1 |
1.6085 |
1.6085 |
1.6052 |
1.6107 |
| PP |
1.6004 |
1.6004 |
1.6004 |
1.6015 |
| S1 |
1.5961 |
1.5961 |
1.6030 |
1.5983 |
| S2 |
1.5880 |
1.5880 |
1.6018 |
|
| S3 |
1.5756 |
1.5837 |
1.6007 |
|
| S4 |
1.5632 |
1.5713 |
1.5973 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6467 |
1.6412 |
1.6128 |
|
| R3 |
1.6309 |
1.6254 |
1.6084 |
|
| R2 |
1.6151 |
1.6151 |
1.6070 |
|
| R1 |
1.6096 |
1.6096 |
1.6055 |
1.6124 |
| PP |
1.5993 |
1.5993 |
1.5993 |
1.6007 |
| S1 |
1.5938 |
1.5938 |
1.6027 |
1.5966 |
| S2 |
1.5835 |
1.5835 |
1.6012 |
|
| S3 |
1.5677 |
1.5780 |
1.5998 |
|
| S4 |
1.5519 |
1.5622 |
1.5954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6048 |
1.5842 |
0.0206 |
1.3% |
0.0053 |
0.3% |
97% |
True |
False |
46 |
| 10 |
1.6048 |
1.5828 |
0.0220 |
1.4% |
0.0041 |
0.3% |
97% |
True |
False |
48 |
| 20 |
1.6140 |
1.5828 |
0.0312 |
1.9% |
0.0035 |
0.2% |
68% |
False |
False |
48 |
| 40 |
1.6255 |
1.5828 |
0.0427 |
2.7% |
0.0045 |
0.3% |
50% |
False |
False |
40 |
| 60 |
1.6281 |
1.5781 |
0.0500 |
3.1% |
0.0039 |
0.2% |
52% |
False |
False |
36 |
| 80 |
1.6281 |
1.5500 |
0.0781 |
4.9% |
0.0031 |
0.2% |
69% |
False |
False |
28 |
| 100 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0025 |
0.2% |
72% |
False |
False |
32 |
| 120 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0025 |
0.2% |
72% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6575 |
|
2.618 |
1.6373 |
|
1.618 |
1.6249 |
|
1.000 |
1.6172 |
|
0.618 |
1.6125 |
|
HIGH |
1.6048 |
|
0.618 |
1.6001 |
|
0.500 |
1.5986 |
|
0.382 |
1.5971 |
|
LOW |
1.5924 |
|
0.618 |
1.5847 |
|
1.000 |
1.5800 |
|
1.618 |
1.5723 |
|
2.618 |
1.5599 |
|
4.250 |
1.5397 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6023 |
1.6019 |
| PP |
1.6004 |
1.5997 |
| S1 |
1.5986 |
1.5976 |
|