CME British Pound Future March 2013
Trading Metrics calculated at close of trading on 03-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.5500 |
1.5642 |
0.0142 |
0.9% |
1.5706 |
High |
1.5500 |
1.5642 |
0.0142 |
0.9% |
1.5706 |
Low |
1.5500 |
1.5642 |
0.0142 |
0.9% |
1.5500 |
Close |
1.5500 |
1.5642 |
0.0142 |
0.9% |
1.5642 |
Range |
|
|
|
|
|
ATR |
0.0062 |
0.0067 |
0.0006 |
9.3% |
0.0000 |
Volume |
10 |
2 |
-8 |
-80.0% |
84 |
|
Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5642 |
1.5642 |
1.5642 |
|
R3 |
1.5642 |
1.5642 |
1.5642 |
|
R2 |
1.5642 |
1.5642 |
1.5642 |
|
R1 |
1.5642 |
1.5642 |
1.5642 |
1.5642 |
PP |
1.5642 |
1.5642 |
1.5642 |
1.5642 |
S1 |
1.5642 |
1.5642 |
1.5642 |
1.5642 |
S2 |
1.5642 |
1.5642 |
1.5642 |
|
S3 |
1.5642 |
1.5642 |
1.5642 |
|
S4 |
1.5642 |
1.5642 |
1.5642 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6234 |
1.6144 |
1.5755 |
|
R3 |
1.6028 |
1.5938 |
1.5699 |
|
R2 |
1.5822 |
1.5822 |
1.5680 |
|
R1 |
1.5732 |
1.5732 |
1.5661 |
1.5674 |
PP |
1.5616 |
1.5616 |
1.5616 |
1.5587 |
S1 |
1.5526 |
1.5526 |
1.5623 |
1.5468 |
S2 |
1.5410 |
1.5410 |
1.5604 |
|
S3 |
1.5204 |
1.5320 |
1.5585 |
|
S4 |
1.4998 |
1.5114 |
1.5529 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5706 |
1.5500 |
0.0206 |
1.3% |
0.0000 |
0.0% |
69% |
False |
False |
16 |
10 |
1.5723 |
1.5500 |
0.0223 |
1.4% |
0.0001 |
0.0% |
64% |
False |
False |
16 |
20 |
1.5723 |
1.5422 |
0.0301 |
1.9% |
0.0001 |
0.0% |
73% |
False |
False |
36 |
40 |
1.5726 |
1.5422 |
0.0304 |
1.9% |
0.0010 |
0.1% |
72% |
False |
False |
26 |
60 |
1.6118 |
1.5360 |
0.0758 |
4.8% |
0.0010 |
0.1% |
37% |
False |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5642 |
2.618 |
1.5642 |
1.618 |
1.5642 |
1.000 |
1.5642 |
0.618 |
1.5642 |
HIGH |
1.5642 |
0.618 |
1.5642 |
0.500 |
1.5642 |
0.382 |
1.5642 |
LOW |
1.5642 |
0.618 |
1.5642 |
1.000 |
1.5642 |
1.618 |
1.5642 |
2.618 |
1.5642 |
4.250 |
1.5642 |
|
|
Fisher Pivots for day following 03-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5642 |
1.5618 |
PP |
1.5642 |
1.5595 |
S1 |
1.5642 |
1.5571 |
|