CME British Pound Future March 2013
Trading Metrics calculated at close of trading on 07-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1.5929 |
1.6000 |
0.0071 |
0.4% |
1.5880 |
High |
1.5929 |
1.6000 |
0.0071 |
0.4% |
1.6000 |
Low |
1.5929 |
1.5997 |
0.0068 |
0.4% |
1.5873 |
Close |
1.5929 |
1.5997 |
0.0068 |
0.4% |
1.5997 |
Range |
0.0000 |
0.0003 |
0.0003 |
|
0.0127 |
ATR |
0.0041 |
0.0043 |
0.0002 |
5.3% |
0.0000 |
Volume |
55 |
54 |
-1 |
-1.8% |
147 |
|
Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6007 |
1.6005 |
1.5999 |
|
R3 |
1.6004 |
1.6002 |
1.5998 |
|
R2 |
1.6001 |
1.6001 |
1.5998 |
|
R1 |
1.5999 |
1.5999 |
1.5997 |
1.5999 |
PP |
1.5998 |
1.5998 |
1.5998 |
1.5998 |
S1 |
1.5996 |
1.5996 |
1.5997 |
1.5996 |
S2 |
1.5995 |
1.5995 |
1.5996 |
|
S3 |
1.5992 |
1.5993 |
1.5996 |
|
S4 |
1.5989 |
1.5990 |
1.5995 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6338 |
1.6294 |
1.6067 |
|
R3 |
1.6211 |
1.6167 |
1.6032 |
|
R2 |
1.6084 |
1.6084 |
1.6020 |
|
R1 |
1.6040 |
1.6040 |
1.6009 |
1.6062 |
PP |
1.5957 |
1.5957 |
1.5957 |
1.5968 |
S1 |
1.5913 |
1.5913 |
1.5985 |
1.5935 |
S2 |
1.5830 |
1.5830 |
1.5974 |
|
S3 |
1.5703 |
1.5786 |
1.5962 |
|
S4 |
1.5576 |
1.5659 |
1.5927 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6000 |
1.5873 |
0.0127 |
0.8% |
0.0002 |
0.0% |
98% |
True |
False |
30 |
10 |
1.6000 |
1.5781 |
0.0219 |
1.4% |
0.0001 |
0.0% |
99% |
True |
False |
17 |
20 |
1.6000 |
1.5661 |
0.0339 |
2.1% |
0.0009 |
0.1% |
99% |
True |
False |
13 |
40 |
1.6000 |
1.5500 |
0.0500 |
3.1% |
0.0005 |
0.0% |
99% |
True |
False |
14 |
60 |
1.6000 |
1.5422 |
0.0578 |
3.6% |
0.0010 |
0.1% |
99% |
True |
False |
22 |
80 |
1.6000 |
1.5360 |
0.0640 |
4.0% |
0.0009 |
0.1% |
100% |
True |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6013 |
2.618 |
1.6008 |
1.618 |
1.6005 |
1.000 |
1.6003 |
0.618 |
1.6002 |
HIGH |
1.6000 |
0.618 |
1.5999 |
0.500 |
1.5999 |
0.382 |
1.5998 |
LOW |
1.5997 |
0.618 |
1.5995 |
1.000 |
1.5994 |
1.618 |
1.5992 |
2.618 |
1.5989 |
4.250 |
1.5984 |
|
|
Fisher Pivots for day following 07-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5999 |
1.5981 |
PP |
1.5998 |
1.5965 |
S1 |
1.5998 |
1.5949 |
|