CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5951 |
1.6003 |
0.0052 |
0.3% |
1.5900 |
| High |
1.6048 |
1.6023 |
-0.0025 |
-0.2% |
1.6048 |
| Low |
1.5924 |
1.6002 |
0.0078 |
0.5% |
1.5890 |
| Close |
1.6041 |
1.6015 |
-0.0026 |
-0.2% |
1.6041 |
| Range |
0.0124 |
0.0021 |
-0.0103 |
-83.1% |
0.0158 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
53 |
273 |
220 |
415.1% |
180 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6076 |
1.6067 |
1.6027 |
|
| R3 |
1.6055 |
1.6046 |
1.6021 |
|
| R2 |
1.6034 |
1.6034 |
1.6019 |
|
| R1 |
1.6025 |
1.6025 |
1.6017 |
1.6030 |
| PP |
1.6013 |
1.6013 |
1.6013 |
1.6016 |
| S1 |
1.6004 |
1.6004 |
1.6013 |
1.6009 |
| S2 |
1.5992 |
1.5992 |
1.6011 |
|
| S3 |
1.5971 |
1.5983 |
1.6009 |
|
| S4 |
1.5950 |
1.5962 |
1.6003 |
|
|
| 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 |
1.5890 |
0.0158 |
1.0% |
0.0048 |
0.3% |
79% |
False |
False |
90 |
| 10 |
1.6048 |
1.5828 |
0.0220 |
1.4% |
0.0040 |
0.2% |
85% |
False |
False |
72 |
| 20 |
1.6140 |
1.5828 |
0.0312 |
1.9% |
0.0034 |
0.2% |
60% |
False |
False |
59 |
| 40 |
1.6195 |
1.5828 |
0.0367 |
2.3% |
0.0042 |
0.3% |
51% |
False |
False |
46 |
| 60 |
1.6281 |
1.5828 |
0.0453 |
2.8% |
0.0039 |
0.2% |
41% |
False |
False |
40 |
| 80 |
1.6281 |
1.5607 |
0.0674 |
4.2% |
0.0032 |
0.2% |
61% |
False |
False |
31 |
| 100 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0025 |
0.2% |
69% |
False |
False |
34 |
| 120 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0025 |
0.2% |
69% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6112 |
|
2.618 |
1.6078 |
|
1.618 |
1.6057 |
|
1.000 |
1.6044 |
|
0.618 |
1.6036 |
|
HIGH |
1.6023 |
|
0.618 |
1.6015 |
|
0.500 |
1.6013 |
|
0.382 |
1.6010 |
|
LOW |
1.6002 |
|
0.618 |
1.5989 |
|
1.000 |
1.5981 |
|
1.618 |
1.5968 |
|
2.618 |
1.5947 |
|
4.250 |
1.5913 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6014 |
1.6002 |
| PP |
1.6013 |
1.5989 |
| S1 |
1.6013 |
1.5976 |
|