CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 24-Aug-2012
Day Change Summary
Previous Current
23-Aug-2012 24-Aug-2012 Change Change % Previous Week
Open 1.5856 1.5803 -0.0053 -0.3% 1.5702
High 1.5856 1.5803 -0.0053 -0.3% 1.5860
Low 1.5856 1.5803 -0.0053 -0.3% 1.5702
Close 1.5856 1.5803 -0.0053 -0.3% 1.5803
Range
ATR 0.0047 0.0047 0.0000 0.9% 0.0000
Volume 4 4 0 0.0% 19
Daily Pivots for day following 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.5803 1.5803 1.5803
R3 1.5803 1.5803 1.5803
R2 1.5803 1.5803 1.5803
R1 1.5803 1.5803 1.5803 1.5803
PP 1.5803 1.5803 1.5803 1.5803
S1 1.5803 1.5803 1.5803 1.5803
S2 1.5803 1.5803 1.5803
S3 1.5803 1.5803 1.5803
S4 1.5803 1.5803 1.5803
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.6262 1.6191 1.5890
R3 1.6104 1.6033 1.5846
R2 1.5946 1.5946 1.5832
R1 1.5875 1.5875 1.5817 1.5911
PP 1.5788 1.5788 1.5788 1.5806
S1 1.5717 1.5717 1.5789 1.5753
S2 1.5630 1.5630 1.5774
S3 1.5472 1.5559 1.5760
S4 1.5314 1.5401 1.5716
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5860 1.5702 0.0158 1.0% 0.0015 0.1% 64% False False 3
10 1.5860 1.5661 0.0199 1.3% 0.0017 0.1% 71% False False 9
20 1.5860 1.5500 0.0360 2.3% 0.0009 0.1% 84% False False 9
40 1.5860 1.5422 0.0438 2.8% 0.0009 0.1% 87% False False 28
60 1.5860 1.5361 0.0499 3.2% 0.0010 0.1% 89% 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 1.5803
2.618 1.5803
1.618 1.5803
1.000 1.5803
0.618 1.5803
HIGH 1.5803
0.618 1.5803
0.500 1.5803
0.382 1.5803
LOW 1.5803
0.618 1.5803
1.000 1.5803
1.618 1.5803
2.618 1.5803
4.250 1.5803
Fisher Pivots for day following 24-Aug-2012
Pivot 1 day 3 day
R1 1.5803 1.5822
PP 1.5803 1.5816
S1 1.5803 1.5809

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

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