CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5787 |
1.5856 |
0.0069 |
0.4% |
1.5693 |
| High |
1.5860 |
1.5856 |
-0.0004 |
0.0% |
1.5731 |
| Low |
1.5784 |
1.5856 |
0.0072 |
0.5% |
1.5661 |
| Close |
1.5860 |
1.5856 |
-0.0004 |
0.0% |
1.5684 |
| Range |
0.0076 |
0.0000 |
-0.0076 |
-100.0% |
0.0070 |
| ATR |
0.0050 |
0.0047 |
-0.0003 |
-6.6% |
0.0000 |
| Volume |
5 |
4 |
-1 |
-20.0% |
79 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5856 |
1.5856 |
1.5856 |
|
| R3 |
1.5856 |
1.5856 |
1.5856 |
|
| R2 |
1.5856 |
1.5856 |
1.5856 |
|
| R1 |
1.5856 |
1.5856 |
1.5856 |
1.5856 |
| PP |
1.5856 |
1.5856 |
1.5856 |
1.5856 |
| S1 |
1.5856 |
1.5856 |
1.5856 |
1.5856 |
| S2 |
1.5856 |
1.5856 |
1.5856 |
|
| S3 |
1.5856 |
1.5856 |
1.5856 |
|
| S4 |
1.5856 |
1.5856 |
1.5856 |
|
|
| 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 |
1.5860 |
1.5684 |
0.0176 |
1.1% |
0.0015 |
0.1% |
98% |
False |
False |
3 |
| 10 |
1.5860 |
1.5661 |
0.0199 |
1.3% |
0.0017 |
0.1% |
98% |
False |
False |
9 |
| 20 |
1.5860 |
1.5500 |
0.0360 |
2.3% |
0.0009 |
0.1% |
99% |
False |
False |
10 |
| 40 |
1.5860 |
1.5422 |
0.0438 |
2.8% |
0.0009 |
0.1% |
99% |
False |
False |
28 |
| 60 |
1.5860 |
1.5360 |
0.0500 |
3.2% |
0.0011 |
0.1% |
99% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5856 |
|
2.618 |
1.5856 |
|
1.618 |
1.5856 |
|
1.000 |
1.5856 |
|
0.618 |
1.5856 |
|
HIGH |
1.5856 |
|
0.618 |
1.5856 |
|
0.500 |
1.5856 |
|
0.382 |
1.5856 |
|
LOW |
1.5856 |
|
0.618 |
1.5856 |
|
1.000 |
1.5856 |
|
1.618 |
1.5856 |
|
2.618 |
1.5856 |
|
4.250 |
1.5856 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5856 |
1.5843 |
| PP |
1.5856 |
1.5829 |
| S1 |
1.5856 |
1.5816 |
|