CME British Pound Future March 2013
Trading Metrics calculated at close of trading on 15-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.5680 |
1.5688 |
0.0008 |
0.1% |
1.5607 |
High |
1.5680 |
1.5688 |
0.0008 |
0.1% |
1.5663 |
Low |
1.5680 |
1.5678 |
-0.0002 |
0.0% |
1.5607 |
Close |
1.5680 |
1.5678 |
-0.0002 |
0.0% |
1.5663 |
Range |
0.0000 |
0.0010 |
0.0010 |
|
0.0056 |
ATR |
0.0049 |
0.0046 |
-0.0003 |
-5.7% |
0.0000 |
Volume |
31 |
13 |
-18 |
-58.1% |
10 |
|
Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5711 |
1.5705 |
1.5684 |
|
R3 |
1.5701 |
1.5695 |
1.5681 |
|
R2 |
1.5691 |
1.5691 |
1.5680 |
|
R1 |
1.5685 |
1.5685 |
1.5679 |
1.5683 |
PP |
1.5681 |
1.5681 |
1.5681 |
1.5681 |
S1 |
1.5675 |
1.5675 |
1.5677 |
1.5673 |
S2 |
1.5671 |
1.5671 |
1.5676 |
|
S3 |
1.5661 |
1.5665 |
1.5675 |
|
S4 |
1.5651 |
1.5655 |
1.5673 |
|
|
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% |
0.0005 |
0.0% |
78% |
False |
False |
10 |
10 |
1.5693 |
1.5500 |
0.0193 |
1.2% |
0.0003 |
0.0% |
92% |
False |
False |
6 |
20 |
1.5723 |
1.5500 |
0.0223 |
1.4% |
0.0002 |
0.0% |
80% |
False |
False |
12 |
40 |
1.5723 |
1.5422 |
0.0301 |
1.9% |
0.0005 |
0.0% |
85% |
False |
False |
27 |
60 |
1.5748 |
1.5360 |
0.0388 |
2.5% |
0.0010 |
0.1% |
82% |
False |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5731 |
2.618 |
1.5714 |
1.618 |
1.5704 |
1.000 |
1.5698 |
0.618 |
1.5694 |
HIGH |
1.5688 |
0.618 |
1.5684 |
0.500 |
1.5683 |
0.382 |
1.5682 |
LOW |
1.5678 |
0.618 |
1.5672 |
1.000 |
1.5668 |
1.618 |
1.5662 |
2.618 |
1.5652 |
4.250 |
1.5636 |
|
|
Fisher Pivots for day following 15-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5683 |
1.5685 |
PP |
1.5681 |
1.5682 |
S1 |
1.5680 |
1.5680 |
|