CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 01-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6108 |
1.6138 |
0.0030 |
0.2% |
1.6022 |
| High |
1.6122 |
1.6140 |
0.0018 |
0.1% |
1.6130 |
| Low |
1.6102 |
1.6117 |
0.0015 |
0.1% |
1.5913 |
| Close |
1.6122 |
1.6121 |
-0.0001 |
0.0% |
1.6090 |
| Range |
0.0020 |
0.0023 |
0.0003 |
15.0% |
0.0217 |
| ATR |
0.0061 |
0.0058 |
-0.0003 |
-4.4% |
0.0000 |
| Volume |
2 |
6 |
4 |
200.0% |
247 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6195 |
1.6181 |
1.6134 |
|
| R3 |
1.6172 |
1.6158 |
1.6127 |
|
| R2 |
1.6149 |
1.6149 |
1.6125 |
|
| R1 |
1.6135 |
1.6135 |
1.6123 |
1.6131 |
| PP |
1.6126 |
1.6126 |
1.6126 |
1.6124 |
| S1 |
1.6112 |
1.6112 |
1.6119 |
1.6108 |
| S2 |
1.6103 |
1.6103 |
1.6117 |
|
| S3 |
1.6080 |
1.6089 |
1.6115 |
|
| S4 |
1.6057 |
1.6066 |
1.6108 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6695 |
1.6610 |
1.6209 |
|
| R3 |
1.6478 |
1.6393 |
1.6150 |
|
| R2 |
1.6261 |
1.6261 |
1.6130 |
|
| R1 |
1.6176 |
1.6176 |
1.6110 |
1.6219 |
| PP |
1.6044 |
1.6044 |
1.6044 |
1.6066 |
| S1 |
1.5959 |
1.5959 |
1.6070 |
1.6002 |
| S2 |
1.5827 |
1.5827 |
1.6050 |
|
| S3 |
1.5610 |
1.5742 |
1.6030 |
|
| S4 |
1.5393 |
1.5525 |
1.5971 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6140 |
1.6032 |
0.0108 |
0.7% |
0.0017 |
0.1% |
82% |
True |
False |
50 |
| 10 |
1.6140 |
1.5913 |
0.0227 |
1.4% |
0.0034 |
0.2% |
92% |
True |
False |
49 |
| 20 |
1.6195 |
1.5913 |
0.0282 |
1.7% |
0.0043 |
0.3% |
74% |
False |
False |
35 |
| 40 |
1.6281 |
1.5913 |
0.0368 |
2.3% |
0.0043 |
0.3% |
57% |
False |
False |
33 |
| 60 |
1.6281 |
1.5626 |
0.0655 |
4.1% |
0.0031 |
0.2% |
76% |
False |
False |
26 |
| 80 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0024 |
0.1% |
81% |
False |
False |
23 |
| 100 |
1.6281 |
1.5422 |
0.0859 |
5.3% |
0.0023 |
0.1% |
81% |
False |
False |
26 |
| 120 |
1.6281 |
1.5360 |
0.0921 |
5.7% |
0.0020 |
0.1% |
83% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6238 |
|
2.618 |
1.6200 |
|
1.618 |
1.6177 |
|
1.000 |
1.6163 |
|
0.618 |
1.6154 |
|
HIGH |
1.6140 |
|
0.618 |
1.6131 |
|
0.500 |
1.6129 |
|
0.382 |
1.6126 |
|
LOW |
1.6117 |
|
0.618 |
1.6103 |
|
1.000 |
1.6094 |
|
1.618 |
1.6080 |
|
2.618 |
1.6057 |
|
4.250 |
1.6019 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6129 |
1.6116 |
| PP |
1.6126 |
1.6110 |
| S1 |
1.6124 |
1.6105 |
|