CME British Pound Future March 2013
Trading Metrics calculated at close of trading on 20-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.5684 |
1.5702 |
0.0018 |
0.1% |
1.5693 |
High |
1.5684 |
1.5702 |
0.0018 |
0.1% |
1.5731 |
Low |
1.5684 |
1.5702 |
0.0018 |
0.1% |
1.5661 |
Close |
1.5684 |
1.5702 |
0.0018 |
0.1% |
1.5684 |
Range |
|
|
|
|
|
ATR |
0.0048 |
0.0046 |
-0.0002 |
-4.5% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
79 |
|
Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5702 |
1.5702 |
1.5702 |
|
R3 |
1.5702 |
1.5702 |
1.5702 |
|
R2 |
1.5702 |
1.5702 |
1.5702 |
|
R1 |
1.5702 |
1.5702 |
1.5702 |
1.5702 |
PP |
1.5702 |
1.5702 |
1.5702 |
1.5702 |
S1 |
1.5702 |
1.5702 |
1.5702 |
1.5702 |
S2 |
1.5702 |
1.5702 |
1.5702 |
|
S3 |
1.5702 |
1.5702 |
1.5702 |
|
S4 |
1.5702 |
1.5702 |
1.5702 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5902 |
1.5863 |
1.5723 |
|
R3 |
1.5832 |
1.5793 |
1.5703 |
|
R2 |
1.5762 |
1.5762 |
1.5697 |
|
R1 |
1.5723 |
1.5723 |
1.5690 |
1.5708 |
PP |
1.5692 |
1.5692 |
1.5692 |
1.5684 |
S1 |
1.5653 |
1.5653 |
1.5678 |
1.5638 |
S2 |
1.5622 |
1.5622 |
1.5671 |
|
S3 |
1.5552 |
1.5583 |
1.5665 |
|
S4 |
1.5482 |
1.5513 |
1.5646 |
|
|
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% |
0.0016 |
0.1% |
59% |
False |
False |
15 |
10 |
1.5731 |
1.5626 |
0.0105 |
0.7% |
0.0010 |
0.1% |
72% |
False |
False |
8 |
20 |
1.5731 |
1.5500 |
0.0231 |
1.5% |
0.0005 |
0.0% |
87% |
False |
False |
12 |
40 |
1.5731 |
1.5422 |
0.0309 |
2.0% |
0.0007 |
0.0% |
91% |
False |
False |
27 |
60 |
1.5731 |
1.5360 |
0.0371 |
2.4% |
0.0010 |
0.1% |
92% |
False |
False |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5702 |
2.618 |
1.5702 |
1.618 |
1.5702 |
1.000 |
1.5702 |
0.618 |
1.5702 |
HIGH |
1.5702 |
0.618 |
1.5702 |
0.500 |
1.5702 |
0.382 |
1.5702 |
LOW |
1.5702 |
0.618 |
1.5702 |
1.000 |
1.5702 |
1.618 |
1.5702 |
2.618 |
1.5702 |
4.250 |
1.5702 |
|
|
Fisher Pivots for day following 20-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5702 |
1.5700 |
PP |
1.5702 |
1.5698 |
S1 |
1.5702 |
1.5696 |
|