CME British Pound Future March 2013
Trading Metrics calculated at close of trading on 28-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.5792 |
1.5816 |
0.0024 |
0.2% |
1.5702 |
High |
1.5792 |
1.5816 |
0.0024 |
0.2% |
1.5860 |
Low |
1.5792 |
1.5816 |
0.0024 |
0.2% |
1.5702 |
Close |
1.5792 |
1.5816 |
0.0024 |
0.2% |
1.5803 |
Range |
|
|
|
|
|
ATR |
0.0045 |
0.0043 |
-0.0001 |
-3.3% |
0.0000 |
Volume |
4 |
4 |
0 |
0.0% |
19 |
|
Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5816 |
1.5816 |
1.5816 |
|
R3 |
1.5816 |
1.5816 |
1.5816 |
|
R2 |
1.5816 |
1.5816 |
1.5816 |
|
R1 |
1.5816 |
1.5816 |
1.5816 |
1.5816 |
PP |
1.5816 |
1.5816 |
1.5816 |
1.5816 |
S1 |
1.5816 |
1.5816 |
1.5816 |
1.5816 |
S2 |
1.5816 |
1.5816 |
1.5816 |
|
S3 |
1.5816 |
1.5816 |
1.5816 |
|
S4 |
1.5816 |
1.5816 |
1.5816 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6262 |
1.6191 |
1.5890 |
|
R3 |
1.6104 |
1.6033 |
1.5846 |
|
R2 |
1.5946 |
1.5946 |
1.5832 |
|
R1 |
1.5875 |
1.5875 |
1.5817 |
1.5911 |
PP |
1.5788 |
1.5788 |
1.5788 |
1.5806 |
S1 |
1.5717 |
1.5717 |
1.5789 |
1.5753 |
S2 |
1.5630 |
1.5630 |
1.5774 |
|
S3 |
1.5472 |
1.5559 |
1.5760 |
|
S4 |
1.5314 |
1.5401 |
1.5716 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5860 |
1.5784 |
0.0076 |
0.5% |
0.0015 |
0.1% |
42% |
False |
False |
4 |
10 |
1.5860 |
1.5661 |
0.0199 |
1.3% |
0.0016 |
0.1% |
78% |
False |
False |
7 |
20 |
1.5860 |
1.5500 |
0.0360 |
2.3% |
0.0009 |
0.1% |
88% |
False |
False |
7 |
40 |
1.5860 |
1.5422 |
0.0438 |
2.8% |
0.0005 |
0.0% |
90% |
False |
False |
28 |
60 |
1.5860 |
1.5361 |
0.0499 |
3.2% |
0.0010 |
0.1% |
91% |
False |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5816 |
2.618 |
1.5816 |
1.618 |
1.5816 |
1.000 |
1.5816 |
0.618 |
1.5816 |
HIGH |
1.5816 |
0.618 |
1.5816 |
0.500 |
1.5816 |
0.382 |
1.5816 |
LOW |
1.5816 |
0.618 |
1.5816 |
1.000 |
1.5816 |
1.618 |
1.5816 |
2.618 |
1.5816 |
4.250 |
1.5816 |
|
|
Fisher Pivots for day following 28-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5816 |
1.5812 |
PP |
1.5816 |
1.5808 |
S1 |
1.5816 |
1.5804 |
|