CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 19-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5577 |
1.5598 |
0.0021 |
0.1% |
1.5989 |
| High |
1.5688 |
1.5671 |
-0.0017 |
-0.1% |
1.5993 |
| Low |
1.5495 |
1.5506 |
0.0011 |
0.1% |
1.5559 |
| Close |
1.5604 |
1.5593 |
-0.0011 |
-0.1% |
1.5589 |
| Range |
0.0193 |
0.0165 |
-0.0028 |
-14.5% |
0.0434 |
| ATR |
0.0158 |
0.0159 |
0.0000 |
0.3% |
0.0000 |
| Volume |
119,121 |
142,717 |
23,596 |
19.8% |
544,249 |
|
| Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6085 |
1.6004 |
1.5684 |
|
| R3 |
1.5920 |
1.5839 |
1.5638 |
|
| R2 |
1.5755 |
1.5755 |
1.5623 |
|
| R1 |
1.5674 |
1.5674 |
1.5608 |
1.5632 |
| PP |
1.5590 |
1.5590 |
1.5590 |
1.5569 |
| S1 |
1.5509 |
1.5509 |
1.5578 |
1.5467 |
| S2 |
1.5425 |
1.5425 |
1.5563 |
|
| S3 |
1.5260 |
1.5344 |
1.5548 |
|
| S4 |
1.5095 |
1.5179 |
1.5502 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7016 |
1.6736 |
1.5828 |
|
| R3 |
1.6582 |
1.6302 |
1.5708 |
|
| R2 |
1.6148 |
1.6148 |
1.5669 |
|
| R1 |
1.5868 |
1.5868 |
1.5629 |
1.5791 |
| PP |
1.5714 |
1.5714 |
1.5714 |
1.5675 |
| S1 |
1.5434 |
1.5434 |
1.5549 |
1.5357 |
| S2 |
1.5280 |
1.5280 |
1.5509 |
|
| S3 |
1.4846 |
1.5000 |
1.5470 |
|
| S4 |
1.4412 |
1.4566 |
1.5350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5701 |
1.5495 |
0.0206 |
1.3% |
0.0158 |
1.0% |
48% |
False |
False |
113,337 |
| 10 |
1.5997 |
1.5495 |
0.0502 |
3.2% |
0.0166 |
1.1% |
20% |
False |
False |
112,238 |
| 20 |
1.5997 |
1.5253 |
0.0744 |
4.8% |
0.0149 |
1.0% |
46% |
False |
False |
102,883 |
| 40 |
1.5997 |
1.4855 |
0.1142 |
7.3% |
0.0156 |
1.0% |
65% |
False |
False |
106,378 |
| 60 |
1.5997 |
1.4343 |
0.1654 |
10.6% |
0.0168 |
1.1% |
76% |
False |
False |
89,442 |
| 80 |
1.5997 |
1.4233 |
0.1764 |
11.3% |
0.0180 |
1.2% |
77% |
False |
False |
67,450 |
| 100 |
1.5997 |
1.4233 |
0.1764 |
11.3% |
0.0169 |
1.1% |
77% |
False |
False |
54,014 |
| 120 |
1.5997 |
1.4233 |
0.1764 |
11.3% |
0.0157 |
1.0% |
77% |
False |
False |
45,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6372 |
|
2.618 |
1.6103 |
|
1.618 |
1.5938 |
|
1.000 |
1.5836 |
|
0.618 |
1.5773 |
|
HIGH |
1.5671 |
|
0.618 |
1.5608 |
|
0.500 |
1.5589 |
|
0.382 |
1.5569 |
|
LOW |
1.5506 |
|
0.618 |
1.5404 |
|
1.000 |
1.5341 |
|
1.618 |
1.5239 |
|
2.618 |
1.5074 |
|
4.250 |
1.4805 |
|
|
| Fisher Pivots for day following 19-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5592 |
1.5595 |
| PP |
1.5590 |
1.5594 |
| S1 |
1.5589 |
1.5594 |
|