CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5981 |
1.5921 |
-0.0060 |
-0.4% |
1.6017 |
| High |
1.5983 |
1.5921 |
-0.0062 |
-0.4% |
1.6017 |
| Low |
1.5930 |
1.5890 |
-0.0040 |
-0.3% |
1.5890 |
| Close |
1.5972 |
1.5897 |
-0.0075 |
-0.5% |
1.5897 |
| Range |
0.0053 |
0.0031 |
-0.0022 |
-41.5% |
0.0127 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.0% |
0.0000 |
| Volume |
98 |
29 |
-69 |
-70.4% |
222 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5996 |
1.5977 |
1.5914 |
|
| R3 |
1.5965 |
1.5946 |
1.5906 |
|
| R2 |
1.5934 |
1.5934 |
1.5903 |
|
| R1 |
1.5915 |
1.5915 |
1.5900 |
1.5909 |
| PP |
1.5903 |
1.5903 |
1.5903 |
1.5900 |
| S1 |
1.5884 |
1.5884 |
1.5894 |
1.5878 |
| S2 |
1.5872 |
1.5872 |
1.5891 |
|
| S3 |
1.5841 |
1.5853 |
1.5888 |
|
| S4 |
1.5810 |
1.5822 |
1.5880 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6316 |
1.6233 |
1.5967 |
|
| R3 |
1.6189 |
1.6106 |
1.5932 |
|
| R2 |
1.6062 |
1.6062 |
1.5920 |
|
| R1 |
1.5979 |
1.5979 |
1.5909 |
1.5957 |
| PP |
1.5935 |
1.5935 |
1.5935 |
1.5924 |
| S1 |
1.5852 |
1.5852 |
1.5885 |
1.5830 |
| S2 |
1.5808 |
1.5808 |
1.5874 |
|
| S3 |
1.5681 |
1.5725 |
1.5862 |
|
| S4 |
1.5554 |
1.5598 |
1.5827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6017 |
1.5890 |
0.0127 |
0.8% |
0.0042 |
0.3% |
6% |
False |
True |
44 |
| 10 |
1.6140 |
1.5890 |
0.0250 |
1.6% |
0.0028 |
0.2% |
3% |
False |
True |
46 |
| 20 |
1.6165 |
1.5890 |
0.0275 |
1.7% |
0.0040 |
0.2% |
3% |
False |
True |
41 |
| 40 |
1.6281 |
1.5890 |
0.0391 |
2.5% |
0.0045 |
0.3% |
2% |
False |
True |
36 |
| 60 |
1.6281 |
1.5684 |
0.0597 |
3.8% |
0.0034 |
0.2% |
36% |
False |
False |
29 |
| 80 |
1.6281 |
1.5500 |
0.0781 |
4.9% |
0.0027 |
0.2% |
51% |
False |
False |
25 |
| 100 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0023 |
0.1% |
55% |
False |
False |
28 |
| 120 |
1.6281 |
1.5360 |
0.0921 |
5.8% |
0.0022 |
0.1% |
58% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6053 |
|
2.618 |
1.6002 |
|
1.618 |
1.5971 |
|
1.000 |
1.5952 |
|
0.618 |
1.5940 |
|
HIGH |
1.5921 |
|
0.618 |
1.5909 |
|
0.500 |
1.5906 |
|
0.382 |
1.5902 |
|
LOW |
1.5890 |
|
0.618 |
1.5871 |
|
1.000 |
1.5859 |
|
1.618 |
1.5840 |
|
2.618 |
1.5809 |
|
4.250 |
1.5758 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5906 |
1.5937 |
| PP |
1.5903 |
1.5923 |
| S1 |
1.5900 |
1.5910 |
|