CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 12-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5850 |
1.5643 |
-0.0207 |
-1.3% |
1.5715 |
| High |
1.5875 |
1.5711 |
-0.0164 |
-1.0% |
1.5997 |
| Low |
1.5625 |
1.5559 |
-0.0066 |
-0.4% |
1.5691 |
| Close |
1.5669 |
1.5564 |
-0.0105 |
-0.7% |
1.5963 |
| Range |
0.0250 |
0.0152 |
-0.0098 |
-39.2% |
0.0306 |
| ATR |
0.0159 |
0.0158 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
155,205 |
105,538 |
-49,667 |
-32.0% |
486,629 |
|
| Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6067 |
1.5968 |
1.5648 |
|
| R3 |
1.5915 |
1.5816 |
1.5606 |
|
| R2 |
1.5763 |
1.5763 |
1.5592 |
|
| R1 |
1.5664 |
1.5664 |
1.5578 |
1.5638 |
| PP |
1.5611 |
1.5611 |
1.5611 |
1.5598 |
| S1 |
1.5512 |
1.5512 |
1.5550 |
1.5486 |
| S2 |
1.5459 |
1.5459 |
1.5536 |
|
| S3 |
1.5307 |
1.5360 |
1.5522 |
|
| S4 |
1.5155 |
1.5208 |
1.5480 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6802 |
1.6688 |
1.6131 |
|
| R3 |
1.6496 |
1.6382 |
1.6047 |
|
| R2 |
1.6190 |
1.6190 |
1.6019 |
|
| R1 |
1.6076 |
1.6076 |
1.5991 |
1.6133 |
| PP |
1.5884 |
1.5884 |
1.5884 |
1.5912 |
| S1 |
1.5770 |
1.5770 |
1.5935 |
1.5827 |
| S2 |
1.5578 |
1.5578 |
1.5907 |
|
| S3 |
1.5272 |
1.5464 |
1.5879 |
|
| S4 |
1.4966 |
1.5158 |
1.5795 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5997 |
1.5559 |
0.0438 |
2.8% |
0.0173 |
1.1% |
1% |
False |
True |
111,139 |
| 10 |
1.5997 |
1.5548 |
0.0449 |
2.9% |
0.0157 |
1.0% |
4% |
False |
False |
102,318 |
| 20 |
1.5997 |
1.5122 |
0.0875 |
5.6% |
0.0152 |
1.0% |
51% |
False |
False |
99,504 |
| 40 |
1.5997 |
1.4645 |
0.1352 |
8.7% |
0.0158 |
1.0% |
68% |
False |
False |
104,797 |
| 60 |
1.5997 |
1.4233 |
0.1764 |
11.3% |
0.0171 |
1.1% |
75% |
False |
False |
80,127 |
| 80 |
1.5997 |
1.4233 |
0.1764 |
11.3% |
0.0178 |
1.1% |
75% |
False |
False |
60,391 |
| 100 |
1.5997 |
1.4233 |
0.1764 |
11.3% |
0.0168 |
1.1% |
75% |
False |
False |
48,358 |
| 120 |
1.5997 |
1.4233 |
0.1764 |
11.3% |
0.0150 |
1.0% |
75% |
False |
False |
40,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6357 |
|
2.618 |
1.6109 |
|
1.618 |
1.5957 |
|
1.000 |
1.5863 |
|
0.618 |
1.5805 |
|
HIGH |
1.5711 |
|
0.618 |
1.5653 |
|
0.500 |
1.5635 |
|
0.382 |
1.5617 |
|
LOW |
1.5559 |
|
0.618 |
1.5465 |
|
1.000 |
1.5407 |
|
1.618 |
1.5313 |
|
2.618 |
1.5161 |
|
4.250 |
1.4913 |
|
|
| Fisher Pivots for day following 12-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5635 |
1.5733 |
| PP |
1.5611 |
1.5677 |
| S1 |
1.5588 |
1.5620 |
|