CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6018 |
1.6011 |
-0.0007 |
0.0% |
1.5900 |
| High |
1.6018 |
1.6044 |
0.0026 |
0.2% |
1.6048 |
| Low |
1.5960 |
1.6010 |
0.0050 |
0.3% |
1.5890 |
| Close |
1.6013 |
1.6034 |
0.0021 |
0.1% |
1.6041 |
| Range |
0.0058 |
0.0034 |
-0.0024 |
-41.4% |
0.0158 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
99 |
180 |
81 |
81.8% |
180 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6131 |
1.6117 |
1.6053 |
|
| R3 |
1.6097 |
1.6083 |
1.6043 |
|
| R2 |
1.6063 |
1.6063 |
1.6040 |
|
| R1 |
1.6049 |
1.6049 |
1.6037 |
1.6056 |
| PP |
1.6029 |
1.6029 |
1.6029 |
1.6033 |
| S1 |
1.6015 |
1.6015 |
1.6031 |
1.6022 |
| S2 |
1.5995 |
1.5995 |
1.6028 |
|
| S3 |
1.5961 |
1.5981 |
1.6025 |
|
| S4 |
1.5927 |
1.5947 |
1.6015 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6467 |
1.6412 |
1.6128 |
|
| R3 |
1.6309 |
1.6254 |
1.6084 |
|
| R2 |
1.6151 |
1.6151 |
1.6070 |
|
| R1 |
1.6096 |
1.6096 |
1.6055 |
1.6124 |
| PP |
1.5993 |
1.5993 |
1.5993 |
1.6007 |
| S1 |
1.5938 |
1.5938 |
1.6027 |
1.5966 |
| S2 |
1.5835 |
1.5835 |
1.6012 |
|
| S3 |
1.5677 |
1.5780 |
1.5998 |
|
| S4 |
1.5519 |
1.5622 |
1.5954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6053 |
1.5924 |
0.0129 |
0.8% |
0.0056 |
0.3% |
85% |
False |
False |
132 |
| 10 |
1.6053 |
1.5828 |
0.0225 |
1.4% |
0.0046 |
0.3% |
92% |
False |
False |
85 |
| 20 |
1.6140 |
1.5828 |
0.0312 |
1.9% |
0.0040 |
0.2% |
66% |
False |
False |
66 |
| 40 |
1.6195 |
1.5828 |
0.0367 |
2.3% |
0.0042 |
0.3% |
56% |
False |
False |
51 |
| 60 |
1.6281 |
1.5828 |
0.0453 |
2.8% |
0.0041 |
0.3% |
45% |
False |
False |
45 |
| 80 |
1.6281 |
1.5626 |
0.0655 |
4.1% |
0.0033 |
0.2% |
62% |
False |
False |
36 |
| 100 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0027 |
0.2% |
71% |
False |
False |
33 |
| 120 |
1.6281 |
1.5422 |
0.0859 |
5.4% |
0.0025 |
0.2% |
71% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6189 |
|
2.618 |
1.6133 |
|
1.618 |
1.6099 |
|
1.000 |
1.6078 |
|
0.618 |
1.6065 |
|
HIGH |
1.6044 |
|
0.618 |
1.6031 |
|
0.500 |
1.6027 |
|
0.382 |
1.6023 |
|
LOW |
1.6010 |
|
0.618 |
1.5989 |
|
1.000 |
1.5976 |
|
1.618 |
1.5955 |
|
2.618 |
1.5921 |
|
4.250 |
1.5866 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6032 |
1.6025 |
| PP |
1.6029 |
1.6016 |
| S1 |
1.6027 |
1.6007 |
|