CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5626 |
1.5663 |
0.0037 |
0.2% |
1.5607 |
| High |
1.5626 |
1.5663 |
0.0037 |
0.2% |
1.5663 |
| Low |
1.5626 |
1.5663 |
0.0037 |
0.2% |
1.5607 |
| Close |
1.5626 |
1.5663 |
0.0037 |
0.2% |
1.5663 |
| Range |
|
|
|
|
|
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5663 |
1.5663 |
1.5663 |
|
| R3 |
1.5663 |
1.5663 |
1.5663 |
|
| R2 |
1.5663 |
1.5663 |
1.5663 |
|
| R1 |
1.5663 |
1.5663 |
1.5663 |
1.5663 |
| PP |
1.5663 |
1.5663 |
1.5663 |
1.5663 |
| S1 |
1.5663 |
1.5663 |
1.5663 |
1.5663 |
| S2 |
1.5663 |
1.5663 |
1.5663 |
|
| S3 |
1.5663 |
1.5663 |
1.5663 |
|
| S4 |
1.5663 |
1.5663 |
1.5663 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5812 |
1.5794 |
1.5694 |
|
| R3 |
1.5756 |
1.5738 |
1.5678 |
|
| R2 |
1.5700 |
1.5700 |
1.5673 |
|
| R1 |
1.5682 |
1.5682 |
1.5668 |
1.5691 |
| PP |
1.5644 |
1.5644 |
1.5644 |
1.5649 |
| S1 |
1.5626 |
1.5626 |
1.5658 |
1.5635 |
| S2 |
1.5588 |
1.5588 |
1.5653 |
|
| S3 |
1.5532 |
1.5570 |
1.5648 |
|
| S4 |
1.5476 |
1.5514 |
1.5632 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5663 |
1.5607 |
0.0056 |
0.4% |
0.0000 |
0.0% |
100% |
True |
False |
2 |
| 10 |
1.5706 |
1.5500 |
0.0206 |
1.3% |
0.0000 |
0.0% |
79% |
False |
False |
9 |
| 20 |
1.5723 |
1.5500 |
0.0223 |
1.4% |
0.0001 |
0.0% |
73% |
False |
False |
14 |
| 40 |
1.5726 |
1.5422 |
0.0304 |
1.9% |
0.0010 |
0.1% |
79% |
False |
False |
26 |
| 60 |
1.5789 |
1.5360 |
0.0429 |
2.7% |
0.0010 |
0.1% |
71% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5663 |
|
2.618 |
1.5663 |
|
1.618 |
1.5663 |
|
1.000 |
1.5663 |
|
0.618 |
1.5663 |
|
HIGH |
1.5663 |
|
0.618 |
1.5663 |
|
0.500 |
1.5663 |
|
0.382 |
1.5663 |
|
LOW |
1.5663 |
|
0.618 |
1.5663 |
|
1.000 |
1.5663 |
|
1.618 |
1.5663 |
|
2.618 |
1.5663 |
|
4.250 |
1.5663 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5663 |
1.5657 |
| PP |
1.5663 |
1.5651 |
| S1 |
1.5663 |
1.5645 |
|