CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5900 |
1.5906 |
0.0006 |
0.0% |
1.5870 |
| High |
1.5912 |
1.5930 |
0.0018 |
0.1% |
1.5902 |
| Low |
1.5890 |
1.5906 |
0.0016 |
0.1% |
1.5828 |
| Close |
1.5898 |
1.5911 |
0.0013 |
0.1% |
1.5877 |
| Range |
0.0022 |
0.0024 |
0.0002 |
9.1% |
0.0074 |
| ATR |
0.0052 |
0.0050 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
13 |
17 |
4 |
30.8% |
276 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5988 |
1.5973 |
1.5924 |
|
| R3 |
1.5964 |
1.5949 |
1.5918 |
|
| R2 |
1.5940 |
1.5940 |
1.5915 |
|
| R1 |
1.5925 |
1.5925 |
1.5913 |
1.5933 |
| PP |
1.5916 |
1.5916 |
1.5916 |
1.5919 |
| S1 |
1.5901 |
1.5901 |
1.5909 |
1.5909 |
| S2 |
1.5892 |
1.5892 |
1.5907 |
|
| S3 |
1.5868 |
1.5877 |
1.5904 |
|
| S4 |
1.5844 |
1.5853 |
1.5898 |
|
|
| 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 |
1.5930 |
1.5828 |
0.0102 |
0.6% |
0.0032 |
0.2% |
81% |
True |
False |
37 |
| 10 |
1.5983 |
1.5828 |
0.0155 |
1.0% |
0.0032 |
0.2% |
54% |
False |
False |
45 |
| 20 |
1.6140 |
1.5828 |
0.0312 |
2.0% |
0.0031 |
0.2% |
27% |
False |
False |
47 |
| 40 |
1.6255 |
1.5828 |
0.0427 |
2.7% |
0.0043 |
0.3% |
19% |
False |
False |
37 |
| 60 |
1.6281 |
1.5781 |
0.0500 |
3.1% |
0.0036 |
0.2% |
26% |
False |
False |
33 |
| 80 |
1.6281 |
1.5500 |
0.0781 |
4.9% |
0.0029 |
0.2% |
53% |
False |
False |
27 |
| 100 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0024 |
0.2% |
57% |
False |
False |
31 |
| 120 |
1.6281 |
1.5361 |
0.0920 |
5.8% |
0.0023 |
0.1% |
60% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6032 |
|
2.618 |
1.5993 |
|
1.618 |
1.5969 |
|
1.000 |
1.5954 |
|
0.618 |
1.5945 |
|
HIGH |
1.5930 |
|
0.618 |
1.5921 |
|
0.500 |
1.5918 |
|
0.382 |
1.5915 |
|
LOW |
1.5906 |
|
0.618 |
1.5891 |
|
1.000 |
1.5882 |
|
1.618 |
1.5867 |
|
2.618 |
1.5843 |
|
4.250 |
1.5804 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5918 |
1.5903 |
| PP |
1.5916 |
1.5894 |
| S1 |
1.5913 |
1.5886 |
|