CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5876 |
1.5880 |
0.0004 |
0.0% |
1.5792 |
| High |
1.5876 |
1.5880 |
0.0004 |
0.0% |
1.5876 |
| Low |
1.5876 |
1.5873 |
-0.0003 |
0.0% |
1.5781 |
| Close |
1.5876 |
1.5873 |
-0.0003 |
0.0% |
1.5876 |
| Range |
0.0000 |
0.0007 |
0.0007 |
|
0.0095 |
| ATR |
0.0046 |
0.0043 |
-0.0003 |
-6.0% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
20 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5896 |
1.5892 |
1.5877 |
|
| R3 |
1.5889 |
1.5885 |
1.5875 |
|
| R2 |
1.5882 |
1.5882 |
1.5874 |
|
| R1 |
1.5878 |
1.5878 |
1.5874 |
1.5877 |
| PP |
1.5875 |
1.5875 |
1.5875 |
1.5875 |
| S1 |
1.5871 |
1.5871 |
1.5872 |
1.5870 |
| S2 |
1.5868 |
1.5868 |
1.5872 |
|
| S3 |
1.5861 |
1.5864 |
1.5871 |
|
| S4 |
1.5854 |
1.5857 |
1.5869 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6129 |
1.6098 |
1.5928 |
|
| R3 |
1.6034 |
1.6003 |
1.5902 |
|
| R2 |
1.5939 |
1.5939 |
1.5893 |
|
| R1 |
1.5908 |
1.5908 |
1.5885 |
1.5924 |
| PP |
1.5844 |
1.5844 |
1.5844 |
1.5852 |
| S1 |
1.5813 |
1.5813 |
1.5867 |
1.5829 |
| S2 |
1.5749 |
1.5749 |
1.5859 |
|
| S3 |
1.5654 |
1.5718 |
1.5850 |
|
| S4 |
1.5559 |
1.5623 |
1.5824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5880 |
1.5781 |
0.0099 |
0.6% |
0.0001 |
0.0% |
93% |
True |
False |
4 |
| 10 |
1.5880 |
1.5771 |
0.0109 |
0.7% |
0.0008 |
0.1% |
94% |
True |
False |
4 |
| 20 |
1.5880 |
1.5626 |
0.0254 |
1.6% |
0.0009 |
0.1% |
97% |
True |
False |
6 |
| 40 |
1.5880 |
1.5422 |
0.0458 |
2.9% |
0.0005 |
0.0% |
98% |
True |
False |
17 |
| 60 |
1.5880 |
1.5422 |
0.0458 |
2.9% |
0.0010 |
0.1% |
98% |
True |
False |
19 |
| 80 |
1.6070 |
1.5360 |
0.0710 |
4.5% |
0.0009 |
0.1% |
72% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5910 |
|
2.618 |
1.5898 |
|
1.618 |
1.5891 |
|
1.000 |
1.5887 |
|
0.618 |
1.5884 |
|
HIGH |
1.5880 |
|
0.618 |
1.5877 |
|
0.500 |
1.5877 |
|
0.382 |
1.5876 |
|
LOW |
1.5873 |
|
0.618 |
1.5869 |
|
1.000 |
1.5866 |
|
1.618 |
1.5862 |
|
2.618 |
1.5855 |
|
4.250 |
1.5843 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5877 |
1.5859 |
| PP |
1.5875 |
1.5845 |
| S1 |
1.5874 |
1.5831 |
|