CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 06-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6017 |
1.5972 |
-0.0045 |
-0.3% |
1.6032 |
| High |
1.6017 |
1.6000 |
-0.0017 |
-0.1% |
1.6140 |
| Low |
1.5951 |
1.5972 |
0.0021 |
0.1% |
1.6014 |
| Close |
1.5964 |
1.5987 |
0.0023 |
0.1% |
1.6014 |
| Range |
0.0066 |
0.0028 |
-0.0038 |
-57.6% |
0.0126 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
15 |
55 |
40 |
266.7% |
245 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6070 |
1.6057 |
1.6002 |
|
| R3 |
1.6042 |
1.6029 |
1.5995 |
|
| R2 |
1.6014 |
1.6014 |
1.5992 |
|
| R1 |
1.6001 |
1.6001 |
1.5990 |
1.6008 |
| PP |
1.5986 |
1.5986 |
1.5986 |
1.5990 |
| S1 |
1.5973 |
1.5973 |
1.5984 |
1.5980 |
| S2 |
1.5958 |
1.5958 |
1.5982 |
|
| S3 |
1.5930 |
1.5945 |
1.5979 |
|
| S4 |
1.5902 |
1.5917 |
1.5972 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6434 |
1.6350 |
1.6083 |
|
| R3 |
1.6308 |
1.6224 |
1.6049 |
|
| R2 |
1.6182 |
1.6182 |
1.6037 |
|
| R1 |
1.6098 |
1.6098 |
1.6026 |
1.6077 |
| PP |
1.6056 |
1.6056 |
1.6056 |
1.6046 |
| S1 |
1.5972 |
1.5972 |
1.6002 |
1.5951 |
| S2 |
1.5930 |
1.5930 |
1.5991 |
|
| S3 |
1.5804 |
1.5846 |
1.5979 |
|
| S4 |
1.5678 |
1.5720 |
1.5945 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6140 |
1.5951 |
0.0189 |
1.2% |
0.0033 |
0.2% |
19% |
False |
False |
22 |
| 10 |
1.6140 |
1.5951 |
0.0189 |
1.2% |
0.0029 |
0.2% |
19% |
False |
False |
48 |
| 20 |
1.6165 |
1.5913 |
0.0252 |
1.6% |
0.0039 |
0.2% |
29% |
False |
False |
35 |
| 40 |
1.6281 |
1.5913 |
0.0368 |
2.3% |
0.0046 |
0.3% |
20% |
False |
False |
34 |
| 60 |
1.6281 |
1.5661 |
0.0620 |
3.9% |
0.0033 |
0.2% |
53% |
False |
False |
27 |
| 80 |
1.6281 |
1.5500 |
0.0781 |
4.9% |
0.0025 |
0.2% |
62% |
False |
False |
24 |
| 100 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0022 |
0.1% |
66% |
False |
False |
27 |
| 120 |
1.6281 |
1.5360 |
0.0921 |
5.8% |
0.0021 |
0.1% |
68% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6119 |
|
2.618 |
1.6073 |
|
1.618 |
1.6045 |
|
1.000 |
1.6028 |
|
0.618 |
1.6017 |
|
HIGH |
1.6000 |
|
0.618 |
1.5989 |
|
0.500 |
1.5986 |
|
0.382 |
1.5983 |
|
LOW |
1.5972 |
|
0.618 |
1.5955 |
|
1.000 |
1.5944 |
|
1.618 |
1.5927 |
|
2.618 |
1.5899 |
|
4.250 |
1.5853 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5987 |
1.5997 |
| PP |
1.5986 |
1.5994 |
| S1 |
1.5986 |
1.5990 |
|