CME British Pound Future March 2013
Trading Metrics calculated at close of trading on 13-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.5663 |
1.5693 |
0.0030 |
0.2% |
1.5607 |
High |
1.5663 |
1.5693 |
0.0030 |
0.2% |
1.5663 |
Low |
1.5663 |
1.5676 |
0.0013 |
0.1% |
1.5607 |
Close |
1.5663 |
1.5676 |
0.0013 |
0.1% |
1.5663 |
Range |
0.0000 |
0.0017 |
0.0017 |
|
0.0056 |
ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.2% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5733 |
1.5721 |
1.5685 |
|
R3 |
1.5716 |
1.5704 |
1.5681 |
|
R2 |
1.5699 |
1.5699 |
1.5679 |
|
R1 |
1.5687 |
1.5687 |
1.5678 |
1.5685 |
PP |
1.5682 |
1.5682 |
1.5682 |
1.5680 |
S1 |
1.5670 |
1.5670 |
1.5674 |
1.5668 |
S2 |
1.5665 |
1.5665 |
1.5673 |
|
S3 |
1.5648 |
1.5653 |
1.5671 |
|
S4 |
1.5631 |
1.5636 |
1.5667 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5812 |
1.5794 |
1.5694 |
|
R3 |
1.5756 |
1.5738 |
1.5678 |
|
R2 |
1.5700 |
1.5700 |
1.5673 |
|
R1 |
1.5682 |
1.5682 |
1.5668 |
1.5691 |
PP |
1.5644 |
1.5644 |
1.5644 |
1.5649 |
S1 |
1.5626 |
1.5626 |
1.5658 |
1.5635 |
S2 |
1.5588 |
1.5588 |
1.5653 |
|
S3 |
1.5532 |
1.5570 |
1.5648 |
|
S4 |
1.5476 |
1.5514 |
1.5632 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5693 |
1.5626 |
0.0067 |
0.4% |
0.0003 |
0.0% |
75% |
True |
False |
2 |
10 |
1.5693 |
1.5500 |
0.0193 |
1.2% |
0.0002 |
0.0% |
91% |
True |
False |
7 |
20 |
1.5723 |
1.5500 |
0.0223 |
1.4% |
0.0002 |
0.0% |
79% |
False |
False |
14 |
40 |
1.5726 |
1.5422 |
0.0304 |
1.9% |
0.0005 |
0.0% |
84% |
False |
False |
26 |
60 |
1.5779 |
1.5360 |
0.0419 |
2.7% |
0.0010 |
0.1% |
75% |
False |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5765 |
2.618 |
1.5738 |
1.618 |
1.5721 |
1.000 |
1.5710 |
0.618 |
1.5704 |
HIGH |
1.5693 |
0.618 |
1.5687 |
0.500 |
1.5685 |
0.382 |
1.5682 |
LOW |
1.5676 |
0.618 |
1.5665 |
1.000 |
1.5659 |
1.618 |
1.5648 |
2.618 |
1.5631 |
4.250 |
1.5604 |
|
|
Fisher Pivots for day following 13-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5685 |
1.5671 |
PP |
1.5682 |
1.5665 |
S1 |
1.5679 |
1.5660 |
|