CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 23-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5589 |
1.5534 |
-0.0055 |
-0.4% |
1.5590 |
| High |
1.5594 |
1.5619 |
0.0025 |
0.2% |
1.5701 |
| Low |
1.5460 |
1.5497 |
0.0037 |
0.2% |
1.5460 |
| Close |
1.5530 |
1.5531 |
0.0001 |
0.0% |
1.5530 |
| Range |
0.0134 |
0.0122 |
-0.0012 |
-9.0% |
0.0241 |
| ATR |
0.0157 |
0.0155 |
-0.0003 |
-1.6% |
0.0000 |
| Volume |
92,804 |
89,388 |
-3,416 |
-3.7% |
567,816 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5915 |
1.5845 |
1.5598 |
|
| R3 |
1.5793 |
1.5723 |
1.5565 |
|
| R2 |
1.5671 |
1.5671 |
1.5553 |
|
| R1 |
1.5601 |
1.5601 |
1.5542 |
1.5575 |
| PP |
1.5549 |
1.5549 |
1.5549 |
1.5536 |
| S1 |
1.5479 |
1.5479 |
1.5520 |
1.5453 |
| S2 |
1.5427 |
1.5427 |
1.5509 |
|
| S3 |
1.5305 |
1.5357 |
1.5497 |
|
| S4 |
1.5183 |
1.5235 |
1.5464 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6287 |
1.6149 |
1.5663 |
|
| R3 |
1.6046 |
1.5908 |
1.5596 |
|
| R2 |
1.5805 |
1.5805 |
1.5574 |
|
| R1 |
1.5667 |
1.5667 |
1.5552 |
1.5616 |
| PP |
1.5564 |
1.5564 |
1.5564 |
1.5538 |
| S1 |
1.5426 |
1.5426 |
1.5508 |
1.5375 |
| S2 |
1.5323 |
1.5323 |
1.5486 |
|
| S3 |
1.5082 |
1.5185 |
1.5464 |
|
| S4 |
1.4841 |
1.4944 |
1.5397 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5695 |
1.5460 |
0.0235 |
1.5% |
0.0152 |
1.0% |
30% |
False |
False |
112,307 |
| 10 |
1.5907 |
1.5460 |
0.0447 |
2.9% |
0.0165 |
1.1% |
16% |
False |
False |
114,175 |
| 20 |
1.5997 |
1.5438 |
0.0559 |
3.6% |
0.0147 |
0.9% |
17% |
False |
False |
101,785 |
| 40 |
1.5997 |
1.4873 |
0.1124 |
7.2% |
0.0154 |
1.0% |
59% |
False |
False |
104,966 |
| 60 |
1.5997 |
1.4349 |
0.1648 |
10.6% |
0.0167 |
1.1% |
72% |
False |
False |
92,441 |
| 80 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0179 |
1.2% |
74% |
False |
False |
69,697 |
| 100 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0169 |
1.1% |
74% |
False |
False |
55,830 |
| 120 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0159 |
1.0% |
74% |
False |
False |
46,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6138 |
|
2.618 |
1.5938 |
|
1.618 |
1.5816 |
|
1.000 |
1.5741 |
|
0.618 |
1.5694 |
|
HIGH |
1.5619 |
|
0.618 |
1.5572 |
|
0.500 |
1.5558 |
|
0.382 |
1.5544 |
|
LOW |
1.5497 |
|
0.618 |
1.5422 |
|
1.000 |
1.5375 |
|
1.618 |
1.5300 |
|
2.618 |
1.5178 |
|
4.250 |
1.4979 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5558 |
1.5566 |
| PP |
1.5549 |
1.5554 |
| S1 |
1.5540 |
1.5543 |
|