CME British Pound Future March 2013
Trading Metrics calculated at close of trading on 07-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.5607 |
1.5636 |
0.0029 |
0.2% |
1.5706 |
High |
1.5607 |
1.5636 |
0.0029 |
0.2% |
1.5706 |
Low |
1.5607 |
1.5636 |
0.0029 |
0.2% |
1.5500 |
Close |
1.5607 |
1.5636 |
0.0029 |
0.2% |
1.5642 |
Range |
|
|
|
|
|
ATR |
0.0065 |
0.0063 |
-0.0003 |
-4.0% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
84 |
|
Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5636 |
1.5636 |
1.5636 |
|
R3 |
1.5636 |
1.5636 |
1.5636 |
|
R2 |
1.5636 |
1.5636 |
1.5636 |
|
R1 |
1.5636 |
1.5636 |
1.5636 |
1.5636 |
PP |
1.5636 |
1.5636 |
1.5636 |
1.5636 |
S1 |
1.5636 |
1.5636 |
1.5636 |
1.5636 |
S2 |
1.5636 |
1.5636 |
1.5636 |
|
S3 |
1.5636 |
1.5636 |
1.5636 |
|
S4 |
1.5636 |
1.5636 |
1.5636 |
|
|
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 |
1.5642 |
1.5500 |
0.0142 |
0.9% |
0.0000 |
0.0% |
96% |
False |
False |
8 |
10 |
1.5723 |
1.5500 |
0.0223 |
1.4% |
0.0000 |
0.0% |
61% |
False |
False |
14 |
20 |
1.5723 |
1.5422 |
0.0301 |
1.9% |
0.0001 |
0.0% |
71% |
False |
False |
22 |
40 |
1.5726 |
1.5422 |
0.0304 |
1.9% |
0.0010 |
0.1% |
70% |
False |
False |
26 |
60 |
1.6070 |
1.5360 |
0.0710 |
4.5% |
0.0010 |
0.1% |
39% |
False |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5636 |
2.618 |
1.5636 |
1.618 |
1.5636 |
1.000 |
1.5636 |
0.618 |
1.5636 |
HIGH |
1.5636 |
0.618 |
1.5636 |
0.500 |
1.5636 |
0.382 |
1.5636 |
LOW |
1.5636 |
0.618 |
1.5636 |
1.000 |
1.5636 |
1.618 |
1.5636 |
2.618 |
1.5636 |
4.250 |
1.5636 |
|
|
Fisher Pivots for day following 07-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5636 |
1.5632 |
PP |
1.5636 |
1.5628 |
S1 |
1.5636 |
1.5625 |
|