CME British Pound Future March 2013
Trading Metrics calculated at close of trading on 22-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.5771 |
1.5787 |
0.0016 |
0.1% |
1.5693 |
High |
1.5771 |
1.5860 |
0.0089 |
0.6% |
1.5731 |
Low |
1.5771 |
1.5784 |
0.0013 |
0.1% |
1.5661 |
Close |
1.5771 |
1.5860 |
0.0089 |
0.6% |
1.5684 |
Range |
0.0000 |
0.0076 |
0.0076 |
|
0.0070 |
ATR |
0.0047 |
0.0050 |
0.0003 |
6.3% |
0.0000 |
Volume |
5 |
5 |
0 |
0.0% |
79 |
|
Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6063 |
1.6037 |
1.5902 |
|
R3 |
1.5987 |
1.5961 |
1.5881 |
|
R2 |
1.5911 |
1.5911 |
1.5874 |
|
R1 |
1.5885 |
1.5885 |
1.5867 |
1.5898 |
PP |
1.5835 |
1.5835 |
1.5835 |
1.5841 |
S1 |
1.5809 |
1.5809 |
1.5853 |
1.5822 |
S2 |
1.5759 |
1.5759 |
1.5846 |
|
S3 |
1.5683 |
1.5733 |
1.5839 |
|
S4 |
1.5607 |
1.5657 |
1.5818 |
|
|
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 |
1.5860 |
1.5661 |
0.0199 |
1.3% |
0.0029 |
0.2% |
100% |
True |
False |
8 |
10 |
1.5860 |
1.5626 |
0.0234 |
1.5% |
0.0017 |
0.1% |
100% |
True |
False |
9 |
20 |
1.5860 |
1.5500 |
0.0360 |
2.3% |
0.0009 |
0.1% |
100% |
True |
False |
10 |
40 |
1.5860 |
1.5422 |
0.0438 |
2.8% |
0.0009 |
0.1% |
100% |
True |
False |
27 |
60 |
1.5860 |
1.5360 |
0.0500 |
3.2% |
0.0011 |
0.1% |
100% |
True |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6183 |
2.618 |
1.6059 |
1.618 |
1.5983 |
1.000 |
1.5936 |
0.618 |
1.5907 |
HIGH |
1.5860 |
0.618 |
1.5831 |
0.500 |
1.5822 |
0.382 |
1.5813 |
LOW |
1.5784 |
0.618 |
1.5737 |
1.000 |
1.5708 |
1.618 |
1.5661 |
2.618 |
1.5585 |
4.250 |
1.5461 |
|
|
Fisher Pivots for day following 22-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5847 |
1.5834 |
PP |
1.5835 |
1.5807 |
S1 |
1.5822 |
1.5781 |
|