CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5702 |
1.5771 |
0.0069 |
0.4% |
1.5693 |
| High |
1.5702 |
1.5771 |
0.0069 |
0.4% |
1.5731 |
| Low |
1.5702 |
1.5771 |
0.0069 |
0.4% |
1.5661 |
| Close |
1.5702 |
1.5771 |
0.0069 |
0.4% |
1.5684 |
| Range |
|
|
|
|
|
| ATR |
0.0046 |
0.0047 |
0.0002 |
3.6% |
0.0000 |
| Volume |
1 |
5 |
4 |
400.0% |
79 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5771 |
1.5771 |
1.5771 |
|
| R3 |
1.5771 |
1.5771 |
1.5771 |
|
| R2 |
1.5771 |
1.5771 |
1.5771 |
|
| R1 |
1.5771 |
1.5771 |
1.5771 |
1.5771 |
| PP |
1.5771 |
1.5771 |
1.5771 |
1.5771 |
| S1 |
1.5771 |
1.5771 |
1.5771 |
1.5771 |
| S2 |
1.5771 |
1.5771 |
1.5771 |
|
| S3 |
1.5771 |
1.5771 |
1.5771 |
|
| S4 |
1.5771 |
1.5771 |
1.5771 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5902 |
1.5863 |
1.5723 |
|
| R3 |
1.5832 |
1.5793 |
1.5703 |
|
| R2 |
1.5762 |
1.5762 |
1.5697 |
|
| R1 |
1.5723 |
1.5723 |
1.5690 |
1.5708 |
| PP |
1.5692 |
1.5692 |
1.5692 |
1.5684 |
| S1 |
1.5653 |
1.5653 |
1.5678 |
1.5638 |
| S2 |
1.5622 |
1.5622 |
1.5671 |
|
| S3 |
1.5552 |
1.5583 |
1.5665 |
|
| S4 |
1.5482 |
1.5513 |
1.5646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5771 |
1.5661 |
0.0110 |
0.7% |
0.0016 |
0.1% |
100% |
True |
False |
10 |
| 10 |
1.5771 |
1.5626 |
0.0145 |
0.9% |
0.0010 |
0.1% |
100% |
True |
False |
9 |
| 20 |
1.5771 |
1.5500 |
0.0271 |
1.7% |
0.0005 |
0.0% |
100% |
True |
False |
11 |
| 40 |
1.5771 |
1.5422 |
0.0349 |
2.2% |
0.0007 |
0.0% |
100% |
True |
False |
27 |
| 60 |
1.5771 |
1.5360 |
0.0411 |
2.6% |
0.0010 |
0.1% |
100% |
True |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5771 |
|
2.618 |
1.5771 |
|
1.618 |
1.5771 |
|
1.000 |
1.5771 |
|
0.618 |
1.5771 |
|
HIGH |
1.5771 |
|
0.618 |
1.5771 |
|
0.500 |
1.5771 |
|
0.382 |
1.5771 |
|
LOW |
1.5771 |
|
0.618 |
1.5771 |
|
1.000 |
1.5771 |
|
1.618 |
1.5771 |
|
2.618 |
1.5771 |
|
4.250 |
1.5771 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5771 |
1.5757 |
| PP |
1.5771 |
1.5742 |
| S1 |
1.5771 |
1.5728 |
|