CME British Pound Future March 2013
Trading Metrics calculated at close of trading on 05-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1.5880 |
1.5897 |
0.0017 |
0.1% |
1.5792 |
High |
1.5880 |
1.5897 |
0.0017 |
0.1% |
1.5876 |
Low |
1.5873 |
1.5897 |
0.0024 |
0.2% |
1.5781 |
Close |
1.5873 |
1.5897 |
0.0024 |
0.2% |
1.5876 |
Range |
0.0007 |
0.0000 |
-0.0007 |
-100.0% |
0.0095 |
ATR |
0.0043 |
0.0042 |
-0.0001 |
-3.1% |
0.0000 |
Volume |
4 |
34 |
30 |
750.0% |
20 |
|
Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5897 |
1.5897 |
1.5897 |
|
R3 |
1.5897 |
1.5897 |
1.5897 |
|
R2 |
1.5897 |
1.5897 |
1.5897 |
|
R1 |
1.5897 |
1.5897 |
1.5897 |
1.5897 |
PP |
1.5897 |
1.5897 |
1.5897 |
1.5897 |
S1 |
1.5897 |
1.5897 |
1.5897 |
1.5897 |
S2 |
1.5897 |
1.5897 |
1.5897 |
|
S3 |
1.5897 |
1.5897 |
1.5897 |
|
S4 |
1.5897 |
1.5897 |
1.5897 |
|
|
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 |
1.5897 |
1.5781 |
0.0116 |
0.7% |
0.0001 |
0.0% |
100% |
True |
False |
10 |
10 |
1.5897 |
1.5781 |
0.0116 |
0.7% |
0.0008 |
0.1% |
100% |
True |
False |
7 |
20 |
1.5897 |
1.5626 |
0.0271 |
1.7% |
0.0009 |
0.1% |
100% |
True |
False |
8 |
40 |
1.5897 |
1.5422 |
0.0475 |
3.0% |
0.0005 |
0.0% |
100% |
True |
False |
15 |
60 |
1.5897 |
1.5422 |
0.0475 |
3.0% |
0.0010 |
0.1% |
100% |
True |
False |
20 |
80 |
1.6070 |
1.5360 |
0.0710 |
4.5% |
0.0009 |
0.1% |
76% |
False |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5897 |
2.618 |
1.5897 |
1.618 |
1.5897 |
1.000 |
1.5897 |
0.618 |
1.5897 |
HIGH |
1.5897 |
0.618 |
1.5897 |
0.500 |
1.5897 |
0.382 |
1.5897 |
LOW |
1.5897 |
0.618 |
1.5897 |
1.000 |
1.5897 |
1.618 |
1.5897 |
2.618 |
1.5897 |
4.250 |
1.5897 |
|
|
Fisher Pivots for day following 05-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5897 |
1.5893 |
PP |
1.5897 |
1.5889 |
S1 |
1.5897 |
1.5885 |
|