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
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 1.5771
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

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

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