CME British Pound Future March 2013
Trading Metrics calculated at close of trading on 16-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.5688 |
1.5661 |
-0.0027 |
-0.2% |
1.5607 |
High |
1.5688 |
1.5731 |
0.0043 |
0.3% |
1.5663 |
Low |
1.5678 |
1.5661 |
-0.0017 |
-0.1% |
1.5607 |
Close |
1.5678 |
1.5731 |
0.0053 |
0.3% |
1.5663 |
Range |
0.0010 |
0.0070 |
0.0060 |
600.0% |
0.0056 |
ATR |
0.0046 |
0.0048 |
0.0002 |
3.7% |
0.0000 |
Volume |
13 |
32 |
19 |
146.2% |
10 |
|
Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5918 |
1.5894 |
1.5770 |
|
R3 |
1.5848 |
1.5824 |
1.5750 |
|
R2 |
1.5778 |
1.5778 |
1.5744 |
|
R1 |
1.5754 |
1.5754 |
1.5737 |
1.5766 |
PP |
1.5708 |
1.5708 |
1.5708 |
1.5714 |
S1 |
1.5684 |
1.5684 |
1.5725 |
1.5696 |
S2 |
1.5638 |
1.5638 |
1.5718 |
|
S3 |
1.5568 |
1.5614 |
1.5712 |
|
S4 |
1.5498 |
1.5544 |
1.5693 |
|
|
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 |
1.5731 |
1.5661 |
0.0070 |
0.4% |
0.0019 |
0.1% |
100% |
True |
True |
16 |
10 |
1.5731 |
1.5607 |
0.0124 |
0.8% |
0.0010 |
0.1% |
100% |
True |
False |
9 |
20 |
1.5731 |
1.5500 |
0.0231 |
1.5% |
0.0006 |
0.0% |
100% |
True |
False |
13 |
40 |
1.5731 |
1.5422 |
0.0309 |
2.0% |
0.0007 |
0.0% |
100% |
True |
False |
27 |
60 |
1.5731 |
1.5360 |
0.0371 |
2.4% |
0.0011 |
0.1% |
100% |
True |
False |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6029 |
2.618 |
1.5914 |
1.618 |
1.5844 |
1.000 |
1.5801 |
0.618 |
1.5774 |
HIGH |
1.5731 |
0.618 |
1.5704 |
0.500 |
1.5696 |
0.382 |
1.5688 |
LOW |
1.5661 |
0.618 |
1.5618 |
1.000 |
1.5591 |
1.618 |
1.5548 |
2.618 |
1.5478 |
4.250 |
1.5364 |
|
|
Fisher Pivots for day following 16-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5719 |
1.5719 |
PP |
1.5708 |
1.5708 |
S1 |
1.5696 |
1.5696 |
|