CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 03-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5715 |
1.5882 |
0.0167 |
1.1% |
1.5415 |
| High |
1.5904 |
1.5965 |
0.0061 |
0.4% |
1.5719 |
| Low |
1.5691 |
1.5860 |
0.0169 |
1.1% |
1.5406 |
| Close |
1.5890 |
1.5941 |
0.0051 |
0.3% |
1.5693 |
| Range |
0.0213 |
0.0105 |
-0.0108 |
-50.7% |
0.0313 |
| ATR |
0.0162 |
0.0158 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
111,514 |
91,730 |
-19,784 |
-17.7% |
471,953 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6237 |
1.6194 |
1.5999 |
|
| R3 |
1.6132 |
1.6089 |
1.5970 |
|
| R2 |
1.6027 |
1.6027 |
1.5960 |
|
| R1 |
1.5984 |
1.5984 |
1.5951 |
1.6006 |
| PP |
1.5922 |
1.5922 |
1.5922 |
1.5933 |
| S1 |
1.5879 |
1.5879 |
1.5931 |
1.5901 |
| S2 |
1.5817 |
1.5817 |
1.5922 |
|
| S3 |
1.5712 |
1.5774 |
1.5912 |
|
| S4 |
1.5607 |
1.5669 |
1.5883 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6545 |
1.6432 |
1.5865 |
|
| R3 |
1.6232 |
1.6119 |
1.5779 |
|
| R2 |
1.5919 |
1.5919 |
1.5750 |
|
| R1 |
1.5806 |
1.5806 |
1.5722 |
1.5863 |
| PP |
1.5606 |
1.5606 |
1.5606 |
1.5634 |
| S1 |
1.5493 |
1.5493 |
1.5664 |
1.5550 |
| S2 |
1.5293 |
1.5293 |
1.5636 |
|
| S3 |
1.4980 |
1.5180 |
1.5607 |
|
| S4 |
1.4667 |
1.4867 |
1.5521 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5965 |
1.5548 |
0.0417 |
2.6% |
0.0129 |
0.8% |
94% |
True |
False |
95,054 |
| 10 |
1.5965 |
1.5122 |
0.0843 |
5.3% |
0.0147 |
0.9% |
97% |
True |
False |
97,469 |
| 20 |
1.5965 |
1.4946 |
0.1019 |
6.4% |
0.0156 |
1.0% |
98% |
True |
False |
99,518 |
| 40 |
1.5965 |
1.4349 |
0.1616 |
10.1% |
0.0166 |
1.0% |
99% |
True |
False |
101,038 |
| 60 |
1.5965 |
1.4233 |
0.1732 |
10.9% |
0.0181 |
1.1% |
99% |
True |
False |
68,111 |
| 80 |
1.5965 |
1.4233 |
0.1732 |
10.9% |
0.0175 |
1.1% |
99% |
True |
False |
51,213 |
| 100 |
1.5965 |
1.4233 |
0.1732 |
10.9% |
0.0169 |
1.1% |
99% |
True |
False |
41,033 |
| 120 |
1.5965 |
1.4233 |
0.1732 |
10.9% |
0.0141 |
0.9% |
99% |
True |
False |
34,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6411 |
|
2.618 |
1.6240 |
|
1.618 |
1.6135 |
|
1.000 |
1.6070 |
|
0.618 |
1.6030 |
|
HIGH |
1.5965 |
|
0.618 |
1.5925 |
|
0.500 |
1.5913 |
|
0.382 |
1.5900 |
|
LOW |
1.5860 |
|
0.618 |
1.5795 |
|
1.000 |
1.5755 |
|
1.618 |
1.5690 |
|
2.618 |
1.5585 |
|
4.250 |
1.5414 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5932 |
1.5880 |
| PP |
1.5922 |
1.5818 |
| S1 |
1.5913 |
1.5757 |
|