CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 06-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5516 |
1.5467 |
-0.0049 |
-0.3% |
1.5623 |
| High |
1.5516 |
1.5467 |
-0.0049 |
-0.3% |
1.5685 |
| Low |
1.5516 |
1.5467 |
-0.0049 |
-0.3% |
1.5467 |
| Close |
1.5516 |
1.5467 |
-0.0049 |
-0.3% |
1.5467 |
| Range |
|
|
|
|
|
| ATR |
0.0070 |
0.0068 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
140 |
140 |
0 |
0.0% |
289 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5467 |
1.5467 |
1.5467 |
|
| R3 |
1.5467 |
1.5467 |
1.5467 |
|
| R2 |
1.5467 |
1.5467 |
1.5467 |
|
| R1 |
1.5467 |
1.5467 |
1.5467 |
1.5467 |
| PP |
1.5467 |
1.5467 |
1.5467 |
1.5467 |
| S1 |
1.5467 |
1.5467 |
1.5467 |
1.5467 |
| S2 |
1.5467 |
1.5467 |
1.5467 |
|
| S3 |
1.5467 |
1.5467 |
1.5467 |
|
| S4 |
1.5467 |
1.5467 |
1.5467 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6194 |
1.6048 |
1.5587 |
|
| R3 |
1.5976 |
1.5830 |
1.5527 |
|
| R2 |
1.5758 |
1.5758 |
1.5507 |
|
| R1 |
1.5612 |
1.5612 |
1.5487 |
1.5576 |
| PP |
1.5540 |
1.5540 |
1.5540 |
1.5522 |
| S1 |
1.5394 |
1.5394 |
1.5447 |
1.5358 |
| S2 |
1.5322 |
1.5322 |
1.5427 |
|
| S3 |
1.5104 |
1.5176 |
1.5407 |
|
| S4 |
1.4886 |
1.4958 |
1.5347 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5467 |
|
2.618 |
1.5467 |
|
1.618 |
1.5467 |
|
1.000 |
1.5467 |
|
0.618 |
1.5467 |
|
HIGH |
1.5467 |
|
0.618 |
1.5467 |
|
0.500 |
1.5467 |
|
0.382 |
1.5467 |
|
LOW |
1.5467 |
|
0.618 |
1.5467 |
|
1.000 |
1.5467 |
|
1.618 |
1.5467 |
|
2.618 |
1.5467 |
|
4.250 |
1.5467 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5467 |
1.5576 |
| PP |
1.5467 |
1.5540 |
| S1 |
1.5467 |
1.5503 |
|