CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 28-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6032 |
1.6018 |
-0.0014 |
-0.1% |
1.5900 |
| High |
1.6053 |
1.6018 |
-0.0035 |
-0.2% |
1.6048 |
| Low |
1.6012 |
1.5960 |
-0.0052 |
-0.3% |
1.5890 |
| Close |
1.6015 |
1.6013 |
-0.0002 |
0.0% |
1.6041 |
| Range |
0.0041 |
0.0058 |
0.0017 |
41.5% |
0.0158 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.7% |
0.0000 |
| Volume |
55 |
99 |
44 |
80.0% |
180 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6171 |
1.6150 |
1.6045 |
|
| R3 |
1.6113 |
1.6092 |
1.6029 |
|
| R2 |
1.6055 |
1.6055 |
1.6024 |
|
| R1 |
1.6034 |
1.6034 |
1.6018 |
1.6016 |
| PP |
1.5997 |
1.5997 |
1.5997 |
1.5988 |
| S1 |
1.5976 |
1.5976 |
1.6008 |
1.5958 |
| S2 |
1.5939 |
1.5939 |
1.6002 |
|
| S3 |
1.5881 |
1.5918 |
1.5997 |
|
| S4 |
1.5823 |
1.5860 |
1.5981 |
|
|
| 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 |
1.6053 |
1.5903 |
0.0150 |
0.9% |
0.0058 |
0.4% |
73% |
False |
False |
115 |
| 10 |
1.6053 |
1.5828 |
0.0225 |
1.4% |
0.0045 |
0.3% |
82% |
False |
False |
76 |
| 20 |
1.6140 |
1.5828 |
0.0312 |
1.9% |
0.0039 |
0.2% |
59% |
False |
False |
57 |
| 40 |
1.6195 |
1.5828 |
0.0367 |
2.3% |
0.0043 |
0.3% |
50% |
False |
False |
47 |
| 60 |
1.6281 |
1.5828 |
0.0453 |
2.8% |
0.0041 |
0.3% |
41% |
False |
False |
42 |
| 80 |
1.6281 |
1.5626 |
0.0655 |
4.1% |
0.0033 |
0.2% |
59% |
False |
False |
33 |
| 100 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0026 |
0.2% |
69% |
False |
False |
32 |
| 120 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0025 |
0.2% |
69% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6265 |
|
2.618 |
1.6170 |
|
1.618 |
1.6112 |
|
1.000 |
1.6076 |
|
0.618 |
1.6054 |
|
HIGH |
1.6018 |
|
0.618 |
1.5996 |
|
0.500 |
1.5989 |
|
0.382 |
1.5982 |
|
LOW |
1.5960 |
|
0.618 |
1.5924 |
|
1.000 |
1.5902 |
|
1.618 |
1.5866 |
|
2.618 |
1.5808 |
|
4.250 |
1.5714 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6005 |
1.6011 |
| PP |
1.5997 |
1.6009 |
| S1 |
1.5989 |
1.6007 |
|