CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 25-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5501 |
1.5403 |
-0.0098 |
-0.6% |
1.5590 |
| High |
1.5531 |
1.5471 |
-0.0060 |
-0.4% |
1.5701 |
| Low |
1.5369 |
1.5386 |
0.0017 |
0.1% |
1.5460 |
| Close |
1.5438 |
1.5448 |
0.0010 |
0.1% |
1.5530 |
| Range |
0.0162 |
0.0085 |
-0.0077 |
-47.5% |
0.0241 |
| ATR |
0.0155 |
0.0150 |
-0.0005 |
-3.2% |
0.0000 |
| Volume |
124,288 |
92,338 |
-31,950 |
-25.7% |
567,816 |
|
| Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5690 |
1.5654 |
1.5495 |
|
| R3 |
1.5605 |
1.5569 |
1.5471 |
|
| R2 |
1.5520 |
1.5520 |
1.5464 |
|
| R1 |
1.5484 |
1.5484 |
1.5456 |
1.5502 |
| PP |
1.5435 |
1.5435 |
1.5435 |
1.5444 |
| S1 |
1.5399 |
1.5399 |
1.5440 |
1.5417 |
| S2 |
1.5350 |
1.5350 |
1.5432 |
|
| S3 |
1.5265 |
1.5314 |
1.5425 |
|
| S4 |
1.5180 |
1.5229 |
1.5401 |
|
|
| 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 |
1.5671 |
1.5369 |
0.0302 |
2.0% |
0.0134 |
0.9% |
26% |
False |
False |
108,307 |
| 10 |
1.5711 |
1.5369 |
0.0342 |
2.2% |
0.0145 |
0.9% |
23% |
False |
False |
107,104 |
| 20 |
1.5997 |
1.5369 |
0.0628 |
4.1% |
0.0147 |
1.0% |
13% |
False |
False |
104,031 |
| 40 |
1.5997 |
1.4873 |
0.1124 |
7.3% |
0.0155 |
1.0% |
51% |
False |
False |
105,210 |
| 60 |
1.5997 |
1.4349 |
0.1648 |
10.7% |
0.0163 |
1.1% |
67% |
False |
False |
96,007 |
| 80 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0180 |
1.2% |
69% |
False |
False |
72,395 |
| 100 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0169 |
1.1% |
69% |
False |
False |
57,992 |
| 120 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0161 |
1.0% |
69% |
False |
False |
48,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5832 |
|
2.618 |
1.5694 |
|
1.618 |
1.5609 |
|
1.000 |
1.5556 |
|
0.618 |
1.5524 |
|
HIGH |
1.5471 |
|
0.618 |
1.5439 |
|
0.500 |
1.5429 |
|
0.382 |
1.5418 |
|
LOW |
1.5386 |
|
0.618 |
1.5333 |
|
1.000 |
1.5301 |
|
1.618 |
1.5248 |
|
2.618 |
1.5163 |
|
4.250 |
1.5025 |
|
|
| Fisher Pivots for day following 25-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5442 |
1.5494 |
| PP |
1.5435 |
1.5479 |
| S1 |
1.5429 |
1.5463 |
|