CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5893 |
1.5866 |
-0.0027 |
-0.2% |
1.5960 |
| High |
1.5893 |
1.5866 |
-0.0027 |
-0.2% |
1.5985 |
| Low |
1.5893 |
1.5866 |
-0.0027 |
-0.2% |
1.5893 |
| Close |
1.5893 |
1.5866 |
-0.0027 |
-0.2% |
1.5893 |
| Range |
|
|
|
|
|
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
7 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5866 |
1.5866 |
1.5866 |
|
| R3 |
1.5866 |
1.5866 |
1.5866 |
|
| R2 |
1.5866 |
1.5866 |
1.5866 |
|
| R1 |
1.5866 |
1.5866 |
1.5866 |
1.5866 |
| PP |
1.5866 |
1.5866 |
1.5866 |
1.5866 |
| S1 |
1.5866 |
1.5866 |
1.5866 |
1.5866 |
| S2 |
1.5866 |
1.5866 |
1.5866 |
|
| S3 |
1.5866 |
1.5866 |
1.5866 |
|
| S4 |
1.5866 |
1.5866 |
1.5866 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6200 |
1.6138 |
1.5944 |
|
| R3 |
1.6108 |
1.6046 |
1.5918 |
|
| R2 |
1.6016 |
1.6016 |
1.5910 |
|
| R1 |
1.5954 |
1.5954 |
1.5901 |
1.5939 |
| PP |
1.5924 |
1.5924 |
1.5924 |
1.5916 |
| S1 |
1.5862 |
1.5862 |
1.5885 |
1.5847 |
| S2 |
1.5832 |
1.5832 |
1.5876 |
|
| S3 |
1.5740 |
1.5770 |
1.5868 |
|
| S4 |
1.5648 |
1.5678 |
1.5842 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5985 |
1.5866 |
0.0119 |
0.8% |
0.0000 |
0.0% |
0% |
False |
True |
1 |
| 10 |
1.6119 |
1.5866 |
0.0253 |
1.6% |
0.0001 |
0.0% |
0% |
False |
True |
1 |
| 20 |
1.6137 |
1.5866 |
0.0271 |
1.7% |
0.0001 |
0.0% |
0% |
False |
True |
1 |
| 40 |
1.6230 |
1.5866 |
0.0364 |
2.3% |
0.0001 |
0.0% |
0% |
False |
True |
6 |
| 60 |
1.6230 |
1.5699 |
0.0531 |
3.3% |
0.0001 |
0.0% |
31% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5866 |
|
2.618 |
1.5866 |
|
1.618 |
1.5866 |
|
1.000 |
1.5866 |
|
0.618 |
1.5866 |
|
HIGH |
1.5866 |
|
0.618 |
1.5866 |
|
0.500 |
1.5866 |
|
0.382 |
1.5866 |
|
LOW |
1.5866 |
|
0.618 |
1.5866 |
|
1.000 |
1.5866 |
|
1.618 |
1.5866 |
|
2.618 |
1.5866 |
|
4.250 |
1.5866 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5866 |
1.5917 |
| PP |
1.5866 |
1.5900 |
| S1 |
1.5866 |
1.5883 |
|