CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5681 |
1.5699 |
0.0018 |
0.1% |
1.5671 |
| High |
1.5681 |
1.5699 |
0.0018 |
0.1% |
1.5727 |
| Low |
1.5681 |
1.5699 |
0.0018 |
0.1% |
1.5671 |
| Close |
1.5681 |
1.5699 |
0.0018 |
0.1% |
1.5681 |
| Range |
|
|
|
|
|
| ATR |
0.0037 |
0.0036 |
-0.0001 |
-3.7% |
0.0000 |
| Volume |
6 |
46 |
40 |
666.7% |
30 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5699 |
1.5699 |
1.5699 |
|
| R3 |
1.5699 |
1.5699 |
1.5699 |
|
| R2 |
1.5699 |
1.5699 |
1.5699 |
|
| R1 |
1.5699 |
1.5699 |
1.5699 |
1.5699 |
| PP |
1.5699 |
1.5699 |
1.5699 |
1.5699 |
| S1 |
1.5699 |
1.5699 |
1.5699 |
1.5699 |
| S2 |
1.5699 |
1.5699 |
1.5699 |
|
| S3 |
1.5699 |
1.5699 |
1.5699 |
|
| S4 |
1.5699 |
1.5699 |
1.5699 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5861 |
1.5827 |
1.5712 |
|
| R3 |
1.5805 |
1.5771 |
1.5696 |
|
| R2 |
1.5749 |
1.5749 |
1.5691 |
|
| R1 |
1.5715 |
1.5715 |
1.5686 |
1.5732 |
| PP |
1.5693 |
1.5693 |
1.5693 |
1.5702 |
| S1 |
1.5659 |
1.5659 |
1.5676 |
1.5676 |
| S2 |
1.5637 |
1.5637 |
1.5671 |
|
| S3 |
1.5581 |
1.5603 |
1.5666 |
|
| S4 |
1.5525 |
1.5547 |
1.5650 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5699 |
|
2.618 |
1.5699 |
|
1.618 |
1.5699 |
|
1.000 |
1.5699 |
|
0.618 |
1.5699 |
|
HIGH |
1.5699 |
|
0.618 |
1.5699 |
|
0.500 |
1.5699 |
|
0.382 |
1.5699 |
|
LOW |
1.5699 |
|
0.618 |
1.5699 |
|
1.000 |
1.5699 |
|
1.618 |
1.5699 |
|
2.618 |
1.5699 |
|
4.250 |
1.5699 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5699 |
1.5704 |
| PP |
1.5699 |
1.5702 |
| S1 |
1.5699 |
1.5701 |
|