CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5685 |
1.5516 |
-0.0169 |
-1.1% |
1.5554 |
| High |
1.5685 |
1.5516 |
-0.0169 |
-1.1% |
1.5686 |
| Low |
1.5685 |
1.5516 |
-0.0169 |
-1.1% |
1.5487 |
| Close |
1.5685 |
1.5516 |
-0.0169 |
-1.1% |
1.5667 |
| Range |
|
|
|
|
|
| ATR |
0.0062 |
0.0070 |
0.0008 |
12.3% |
0.0000 |
| Volume |
7 |
140 |
133 |
1,900.0% |
10 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5516 |
1.5516 |
1.5516 |
|
| R3 |
1.5516 |
1.5516 |
1.5516 |
|
| R2 |
1.5516 |
1.5516 |
1.5516 |
|
| R1 |
1.5516 |
1.5516 |
1.5516 |
1.5516 |
| PP |
1.5516 |
1.5516 |
1.5516 |
1.5516 |
| S1 |
1.5516 |
1.5516 |
1.5516 |
1.5516 |
| S2 |
1.5516 |
1.5516 |
1.5516 |
|
| S3 |
1.5516 |
1.5516 |
1.5516 |
|
| S4 |
1.5516 |
1.5516 |
1.5516 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6210 |
1.6138 |
1.5776 |
|
| R3 |
1.6011 |
1.5939 |
1.5722 |
|
| R2 |
1.5812 |
1.5812 |
1.5703 |
|
| R1 |
1.5740 |
1.5740 |
1.5685 |
1.5776 |
| PP |
1.5613 |
1.5613 |
1.5613 |
1.5632 |
| S1 |
1.5541 |
1.5541 |
1.5649 |
1.5577 |
| S2 |
1.5414 |
1.5414 |
1.5631 |
|
| S3 |
1.5215 |
1.5342 |
1.5612 |
|
| S4 |
1.5016 |
1.5143 |
1.5558 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5516 |
|
2.618 |
1.5516 |
|
1.618 |
1.5516 |
|
1.000 |
1.5516 |
|
0.618 |
1.5516 |
|
HIGH |
1.5516 |
|
0.618 |
1.5516 |
|
0.500 |
1.5516 |
|
0.382 |
1.5516 |
|
LOW |
1.5516 |
|
0.618 |
1.5516 |
|
1.000 |
1.5516 |
|
1.618 |
1.5516 |
|
2.618 |
1.5516 |
|
4.250 |
1.5516 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5516 |
1.5601 |
| PP |
1.5516 |
1.5572 |
| S1 |
1.5516 |
1.5544 |
|