CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 04-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5882 |
1.5944 |
0.0062 |
0.4% |
1.5415 |
| High |
1.5965 |
1.5961 |
-0.0004 |
0.0% |
1.5719 |
| Low |
1.5860 |
1.5853 |
-0.0007 |
0.0% |
1.5406 |
| Close |
1.5941 |
1.5892 |
-0.0049 |
-0.3% |
1.5693 |
| Range |
0.0105 |
0.0108 |
0.0003 |
2.9% |
0.0313 |
| ATR |
0.0158 |
0.0154 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
91,730 |
96,676 |
4,946 |
5.4% |
471,953 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6226 |
1.6167 |
1.5951 |
|
| R3 |
1.6118 |
1.6059 |
1.5922 |
|
| R2 |
1.6010 |
1.6010 |
1.5912 |
|
| R1 |
1.5951 |
1.5951 |
1.5902 |
1.5927 |
| PP |
1.5902 |
1.5902 |
1.5902 |
1.5890 |
| S1 |
1.5843 |
1.5843 |
1.5882 |
1.5819 |
| S2 |
1.5794 |
1.5794 |
1.5872 |
|
| S3 |
1.5686 |
1.5735 |
1.5862 |
|
| S4 |
1.5578 |
1.5627 |
1.5833 |
|
|
| 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% |
0.0136 |
0.9% |
82% |
False |
False |
95,167 |
| 10 |
1.5965 |
1.5147 |
0.0818 |
5.1% |
0.0137 |
0.9% |
91% |
False |
False |
96,945 |
| 20 |
1.5965 |
1.4946 |
0.1019 |
6.4% |
0.0155 |
1.0% |
93% |
False |
False |
99,099 |
| 40 |
1.5965 |
1.4383 |
0.1582 |
10.0% |
0.0164 |
1.0% |
95% |
False |
False |
102,734 |
| 60 |
1.5965 |
1.4233 |
0.1732 |
10.9% |
0.0178 |
1.1% |
96% |
False |
False |
69,680 |
| 80 |
1.5965 |
1.4233 |
0.1732 |
10.9% |
0.0175 |
1.1% |
96% |
False |
False |
52,420 |
| 100 |
1.5965 |
1.4233 |
0.1732 |
10.9% |
0.0169 |
1.1% |
96% |
False |
False |
42,000 |
| 120 |
1.5965 |
1.4233 |
0.1732 |
10.9% |
0.0142 |
0.9% |
96% |
False |
False |
35,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6420 |
|
2.618 |
1.6244 |
|
1.618 |
1.6136 |
|
1.000 |
1.6069 |
|
0.618 |
1.6028 |
|
HIGH |
1.5961 |
|
0.618 |
1.5920 |
|
0.500 |
1.5907 |
|
0.382 |
1.5894 |
|
LOW |
1.5853 |
|
0.618 |
1.5786 |
|
1.000 |
1.5745 |
|
1.618 |
1.5678 |
|
2.618 |
1.5570 |
|
4.250 |
1.5394 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5907 |
1.5871 |
| PP |
1.5902 |
1.5849 |
| S1 |
1.5897 |
1.5828 |
|