CME British Pound Future March 2013
Trading Metrics calculated at close of trading on 02-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.5553 |
1.5500 |
-0.0053 |
-0.3% |
1.5532 |
High |
1.5553 |
1.5500 |
-0.0053 |
-0.3% |
1.5723 |
Low |
1.5553 |
1.5500 |
-0.0053 |
-0.3% |
1.5505 |
Close |
1.5553 |
1.5500 |
-0.0053 |
-0.3% |
1.5723 |
Range |
|
|
|
|
|
ATR |
0.0062 |
0.0062 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
24 |
10 |
-14 |
-58.3% |
85 |
|
Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5500 |
1.5500 |
1.5500 |
|
R3 |
1.5500 |
1.5500 |
1.5500 |
|
R2 |
1.5500 |
1.5500 |
1.5500 |
|
R1 |
1.5500 |
1.5500 |
1.5500 |
1.5500 |
PP |
1.5500 |
1.5500 |
1.5500 |
1.5500 |
S1 |
1.5500 |
1.5500 |
1.5500 |
1.5500 |
S2 |
1.5500 |
1.5500 |
1.5500 |
|
S3 |
1.5500 |
1.5500 |
1.5500 |
|
S4 |
1.5500 |
1.5500 |
1.5500 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6304 |
1.6232 |
1.5843 |
|
R3 |
1.6086 |
1.6014 |
1.5783 |
|
R2 |
1.5868 |
1.5868 |
1.5763 |
|
R1 |
1.5796 |
1.5796 |
1.5743 |
1.5832 |
PP |
1.5650 |
1.5650 |
1.5650 |
1.5669 |
S1 |
1.5578 |
1.5578 |
1.5703 |
1.5614 |
S2 |
1.5432 |
1.5432 |
1.5683 |
|
S3 |
1.5214 |
1.5360 |
1.5663 |
|
S4 |
1.4996 |
1.5142 |
1.5603 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5723 |
1.5500 |
0.0223 |
1.4% |
0.0000 |
0.0% |
0% |
False |
True |
21 |
10 |
1.5723 |
1.5500 |
0.0223 |
1.4% |
0.0001 |
0.0% |
0% |
False |
True |
17 |
20 |
1.5723 |
1.5422 |
0.0301 |
1.9% |
0.0001 |
0.0% |
26% |
False |
False |
43 |
40 |
1.5726 |
1.5422 |
0.0304 |
2.0% |
0.0011 |
0.1% |
26% |
False |
False |
26 |
60 |
1.6118 |
1.5360 |
0.0758 |
4.9% |
0.0010 |
0.1% |
18% |
False |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5500 |
2.618 |
1.5500 |
1.618 |
1.5500 |
1.000 |
1.5500 |
0.618 |
1.5500 |
HIGH |
1.5500 |
0.618 |
1.5500 |
0.500 |
1.5500 |
0.382 |
1.5500 |
LOW |
1.5500 |
0.618 |
1.5500 |
1.000 |
1.5500 |
1.618 |
1.5500 |
2.618 |
1.5500 |
4.250 |
1.5500 |
|
|
Fisher Pivots for day following 02-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5500 |
1.5590 |
PP |
1.5500 |
1.5560 |
S1 |
1.5500 |
1.5530 |
|