CME British Pound Future March 2013
Trading Metrics calculated at close of trading on 31-Oct-2012
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.44)
Moving Averages
Strong Buy
+1.00
Oscillators
Buy
+0.22
Price Levels
Buy
+0.50
Trend
Neutral
0.00
Relative Volume (20d): 0.06x
ATR(14) %: 0.4%
20-Day Historical Volatility: 0.1%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-0.1%
3-Month (63d)
4.0%
6-Month (126d)
—
1-Year (252d)
—
Year-To-Date (YTD)
-0.0%
52-Week Range
52W Low: 1.5360 (5.0%)
Position (83%)
52W High: 1.6281 (1.0%)
Daily Pivots for day following 31-Oct-2012
Weekly Pivots for week ending 26-Oct-2012
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 1.6207 |
| 2.618 | 1.6174 |
| 1.618 | 1.6154 |
| 1.000 | 1.6142 |
| 0.618 | 1.6134 |
| HIGH | 1.6122 |
| 0.618 | 1.6114 |
| 0.500 | 1.6112 |
| 0.382 | 1.6110 |
| LOW | 1.6102 |
| 0.618 | 1.6090 |
| 1.000 | 1.6082 |
| 1.618 | 1.6070 |
| 2.618 | 1.6050 |
| 4.250 | 1.6017 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1.6064 |
| 38.2% | 1.5929 |
| 50.0% | 1.5821 |
| 61.8% | 1.5712 |
| 78.6% | 1.5557 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 1.6086 | 0.0036 | 0.2% | Above |
| 10-Day SMA | 1.6045 | 0.0077 | 0.5% | Above |
| 20-Day SMA | 1.6059 | 0.0063 | 0.4% | Above |
| 50-Day SMA | 1.6047 | 0.0075 | 0.5% | Above |
| 100-Day SMA | 1.5829 | 0.0293 | 1.9% | Above |
| 200-Day SMA | Insufficient data | |||
Bollinger Bands (20, 2):
Upper: 1.6178
Middle: 1.6059
Lower: 1.5941
Bandwidth: 1.5%
Ichimoku Kinko Hyo:
Tenkan-sen: 1.6022
Kijun-sen: 1.6084
Span A: 1.6053
Span B: 1.5992
Chikou Span: 1.6201
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral55.06
Neutral 30–70MACD (12, 26, 9)
Bullish Cross0.00
Signal: 0.00 · Hist: 0.00Stochastic (14, 3)
Neutral%K: 82.94
%D: 64.15StochRSI (14)
Neutral%K: 66.64
%D: 66.23ADX (14) & Trend
Neutral13.88
+DI: 39.18 · -DI: 32.98CCI (20)
Neutral77.81
Range -100 to +100Williams %R (14)
Neutral-17.06
Range -100 to 0Ultimate Oscillator
Neutral56.68
Periods: 7, 14, 28ROC (12)
Bullish0.35%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral0.01
Bull: 0.01 · Bear: 0.00High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 1.6130 | 1.6032 | 0.0098 | 0.6% | 0.0016 | 0.1% | 92% | False | False | 59 |
| 10 | 1.6130 | 1.5913 | 0.0217 | 1.3% | 0.0039 | 0.2% | 96% | False | False | 51 |
| 20 | 1.6195 | 1.5913 | 0.0282 | 1.7% | 0.0045 | 0.3% | 74% | False | False | 36 |
| 40 | 1.6281 | 1.5913 | 0.0368 | 2.3% | 0.0042 | 0.3% | 57% | False | False | 35 |
| 60 | 1.6281 | 1.5626 | 0.0655 | 4.1% | 0.0031 | 0.2% | 76% | False | False | 26 |
| 80 | 1.6281 | 1.5422 | 0.0859 | 5.3% | 0.0023 | 0.1% | 81% | False | False | 25 |
| 100 | 1.6281 | 1.5422 | 0.0859 | 5.3% | 0.0022 | 0.1% | 81% | False | False | 26 |
| 120 | 1.6281 | 1.5360 | 0.0921 | 5.7% | 0.0020 | 0.1% | 83% | False | False | 23 |