CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 30-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6011 |
1.6041 |
0.0030 |
0.2% |
1.6003 |
| High |
1.6044 |
1.6056 |
0.0012 |
0.1% |
1.6056 |
| Low |
1.6010 |
1.5983 |
-0.0027 |
-0.2% |
1.5960 |
| Close |
1.6034 |
1.6019 |
-0.0015 |
-0.1% |
1.6019 |
| Range |
0.0034 |
0.0073 |
0.0039 |
114.7% |
0.0096 |
| ATR |
0.0052 |
0.0054 |
0.0001 |
2.9% |
0.0000 |
| Volume |
180 |
1,408 |
1,228 |
682.2% |
2,015 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6238 |
1.6202 |
1.6059 |
|
| R3 |
1.6165 |
1.6129 |
1.6039 |
|
| R2 |
1.6092 |
1.6092 |
1.6032 |
|
| R1 |
1.6056 |
1.6056 |
1.6026 |
1.6038 |
| PP |
1.6019 |
1.6019 |
1.6019 |
1.6010 |
| S1 |
1.5983 |
1.5983 |
1.6012 |
1.5965 |
| S2 |
1.5946 |
1.5946 |
1.6006 |
|
| S3 |
1.5873 |
1.5910 |
1.5999 |
|
| S4 |
1.5800 |
1.5837 |
1.5979 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6300 |
1.6255 |
1.6072 |
|
| R3 |
1.6204 |
1.6159 |
1.6045 |
|
| R2 |
1.6108 |
1.6108 |
1.6037 |
|
| R1 |
1.6063 |
1.6063 |
1.6028 |
1.6086 |
| PP |
1.6012 |
1.6012 |
1.6012 |
1.6023 |
| S1 |
1.5967 |
1.5967 |
1.6010 |
1.5990 |
| S2 |
1.5916 |
1.5916 |
1.6001 |
|
| S3 |
1.5820 |
1.5871 |
1.5993 |
|
| S4 |
1.5724 |
1.5775 |
1.5966 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6056 |
1.5960 |
0.0096 |
0.6% |
0.0045 |
0.3% |
61% |
True |
False |
403 |
| 10 |
1.6056 |
1.5842 |
0.0214 |
1.3% |
0.0049 |
0.3% |
83% |
True |
False |
224 |
| 20 |
1.6056 |
1.5828 |
0.0228 |
1.4% |
0.0042 |
0.3% |
84% |
True |
False |
136 |
| 40 |
1.6195 |
1.5828 |
0.0367 |
2.3% |
0.0042 |
0.3% |
52% |
False |
False |
86 |
| 60 |
1.6281 |
1.5828 |
0.0453 |
2.8% |
0.0042 |
0.3% |
42% |
False |
False |
67 |
| 80 |
1.6281 |
1.5626 |
0.0655 |
4.1% |
0.0034 |
0.2% |
60% |
False |
False |
53 |
| 100 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0027 |
0.2% |
69% |
False |
False |
46 |
| 120 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0026 |
0.2% |
69% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6366 |
|
2.618 |
1.6247 |
|
1.618 |
1.6174 |
|
1.000 |
1.6129 |
|
0.618 |
1.6101 |
|
HIGH |
1.6056 |
|
0.618 |
1.6028 |
|
0.500 |
1.6020 |
|
0.382 |
1.6011 |
|
LOW |
1.5983 |
|
0.618 |
1.5938 |
|
1.000 |
1.5910 |
|
1.618 |
1.5865 |
|
2.618 |
1.5792 |
|
4.250 |
1.5673 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6020 |
1.6015 |
| PP |
1.6019 |
1.6012 |
| S1 |
1.6019 |
1.6008 |
|