CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 1.5642 1.5607 -0.0035 -0.2% 1.5706
High 1.5642 1.5607 -0.0035 -0.2% 1.5706
Low 1.5642 1.5607 -0.0035 -0.2% 1.5500
Close 1.5642 1.5607 -0.0035 -0.2% 1.5642
Range
ATR 0.0067 0.0065 -0.0002 -3.4% 0.0000
Volume 2 2 0 0.0% 84
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.5607 1.5607 1.5607
R3 1.5607 1.5607 1.5607
R2 1.5607 1.5607 1.5607
R1 1.5607 1.5607 1.5607 1.5607
PP 1.5607 1.5607 1.5607 1.5607
S1 1.5607 1.5607 1.5607 1.5607
S2 1.5607 1.5607 1.5607
S3 1.5607 1.5607 1.5607
S4 1.5607 1.5607 1.5607
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.6234 1.6144 1.5755
R3 1.6028 1.5938 1.5699
R2 1.5822 1.5822 1.5680
R1 1.5732 1.5732 1.5661 1.5674
PP 1.5616 1.5616 1.5616 1.5587
S1 1.5526 1.5526 1.5623 1.5468
S2 1.5410 1.5410 1.5604
S3 1.5204 1.5320 1.5585
S4 1.4998 1.5114 1.5529
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5680 1.5500 0.0180 1.2% 0.0000 0.0% 59% False False 12
10 1.5723 1.5500 0.0223 1.4% 0.0000 0.0% 48% False False 16
20 1.5723 1.5422 0.0301 1.9% 0.0001 0.0% 61% False False 29
40 1.5726 1.5422 0.0304 1.9% 0.0010 0.1% 61% False False 26
60 1.6070 1.5360 0.0710 4.5% 0.0010 0.1% 35% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.5607
2.618 1.5607
1.618 1.5607
1.000 1.5607
0.618 1.5607
HIGH 1.5607
0.618 1.5607
0.500 1.5607
0.382 1.5607
LOW 1.5607
0.618 1.5607
1.000 1.5607
1.618 1.5607
2.618 1.5607
4.250 1.5607
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 1.5607 1.5595
PP 1.5607 1.5583
S1 1.5607 1.5571

These figures are updated between 7pm and 10pm EST after a trading day.

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