CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5842 |
1.5854 |
0.0012 |
0.1% |
1.5870 |
| High |
1.5873 |
1.5890 |
0.0017 |
0.1% |
1.5902 |
| Low |
1.5828 |
1.5842 |
0.0014 |
0.1% |
1.5828 |
| Close |
1.5846 |
1.5877 |
0.0031 |
0.2% |
1.5877 |
| Range |
0.0045 |
0.0048 |
0.0003 |
6.7% |
0.0074 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
12 |
53 |
41 |
341.7% |
276 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6014 |
1.5993 |
1.5903 |
|
| R3 |
1.5966 |
1.5945 |
1.5890 |
|
| R2 |
1.5918 |
1.5918 |
1.5886 |
|
| R1 |
1.5897 |
1.5897 |
1.5881 |
1.5908 |
| PP |
1.5870 |
1.5870 |
1.5870 |
1.5875 |
| S1 |
1.5849 |
1.5849 |
1.5873 |
1.5860 |
| S2 |
1.5822 |
1.5822 |
1.5868 |
|
| S3 |
1.5774 |
1.5801 |
1.5864 |
|
| S4 |
1.5726 |
1.5753 |
1.5851 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6091 |
1.6058 |
1.5918 |
|
| R3 |
1.6017 |
1.5984 |
1.5897 |
|
| R2 |
1.5943 |
1.5943 |
1.5891 |
|
| R1 |
1.5910 |
1.5910 |
1.5884 |
1.5927 |
| PP |
1.5869 |
1.5869 |
1.5869 |
1.5877 |
| S1 |
1.5836 |
1.5836 |
1.5870 |
1.5853 |
| S2 |
1.5795 |
1.5795 |
1.5863 |
|
| S3 |
1.5721 |
1.5762 |
1.5857 |
|
| S4 |
1.5647 |
1.5688 |
1.5836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5902 |
1.5828 |
0.0074 |
0.5% |
0.0032 |
0.2% |
66% |
False |
False |
55 |
| 10 |
1.6017 |
1.5828 |
0.0189 |
1.2% |
0.0037 |
0.2% |
26% |
False |
False |
49 |
| 20 |
1.6140 |
1.5828 |
0.0312 |
2.0% |
0.0035 |
0.2% |
16% |
False |
False |
49 |
| 40 |
1.6255 |
1.5828 |
0.0427 |
2.7% |
0.0045 |
0.3% |
11% |
False |
False |
40 |
| 60 |
1.6281 |
1.5781 |
0.0500 |
3.1% |
0.0035 |
0.2% |
19% |
False |
False |
33 |
| 80 |
1.6281 |
1.5500 |
0.0781 |
4.9% |
0.0029 |
0.2% |
48% |
False |
False |
27 |
| 100 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0025 |
0.2% |
53% |
False |
False |
31 |
| 120 |
1.6281 |
1.5360 |
0.0921 |
5.8% |
0.0023 |
0.1% |
56% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6094 |
|
2.618 |
1.6016 |
|
1.618 |
1.5968 |
|
1.000 |
1.5938 |
|
0.618 |
1.5920 |
|
HIGH |
1.5890 |
|
0.618 |
1.5872 |
|
0.500 |
1.5866 |
|
0.382 |
1.5860 |
|
LOW |
1.5842 |
|
0.618 |
1.5812 |
|
1.000 |
1.5794 |
|
1.618 |
1.5764 |
|
2.618 |
1.5716 |
|
4.250 |
1.5638 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5873 |
1.5871 |
| PP |
1.5870 |
1.5865 |
| S1 |
1.5866 |
1.5859 |
|