CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 1.5781 1.5876 0.0095 0.6% 1.5792
High 1.5781 1.5876 0.0095 0.6% 1.5876
Low 1.5781 1.5876 0.0095 0.6% 1.5781
Close 1.5781 1.5876 0.0095 0.6% 1.5876
Range
ATR 0.0042 0.0046 0.0004 9.1% 0.0000
Volume 4 4 0 0.0% 20
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.5876 1.5876 1.5876
R3 1.5876 1.5876 1.5876
R2 1.5876 1.5876 1.5876
R1 1.5876 1.5876 1.5876 1.5876
PP 1.5876 1.5876 1.5876 1.5876
S1 1.5876 1.5876 1.5876 1.5876
S2 1.5876 1.5876 1.5876
S3 1.5876 1.5876 1.5876
S4 1.5876 1.5876 1.5876
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.6129 1.6098 1.5928
R3 1.6034 1.6003 1.5902
R2 1.5939 1.5939 1.5893
R1 1.5908 1.5908 1.5885 1.5924
PP 1.5844 1.5844 1.5844 1.5852
S1 1.5813 1.5813 1.5867 1.5829
S2 1.5749 1.5749 1.5859
S3 1.5654 1.5718 1.5850
S4 1.5559 1.5623 1.5824
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5876 1.5781 0.0095 0.6% 0.0000 0.0% 100% True False 4
10 1.5876 1.5702 0.0174 1.1% 0.0008 0.0% 100% True False 3
20 1.5876 1.5607 0.0269 1.7% 0.0009 0.1% 100% True False 6
40 1.5876 1.5422 0.0454 2.9% 0.0005 0.0% 100% True False 21
60 1.5876 1.5422 0.0454 2.9% 0.0009 0.1% 100% True False 19
80 1.6118 1.5360 0.0758 4.8% 0.0009 0.1% 68% False False 16
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 1.5876
2.618 1.5876
1.618 1.5876
1.000 1.5876
0.618 1.5876
HIGH 1.5876
0.618 1.5876
0.500 1.5876
0.382 1.5876
LOW 1.5876
0.618 1.5876
1.000 1.5876
1.618 1.5876
2.618 1.5876
4.250 1.5876
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 1.5876 1.5860
PP 1.5876 1.5844
S1 1.5876 1.5829

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

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