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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
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

These figures are updated between 7pm and 10pm EST after a trading day.

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