CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 26-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5403 |
1.5469 |
0.0066 |
0.4% |
1.5590 |
| High |
1.5471 |
1.5597 |
0.0126 |
0.8% |
1.5701 |
| Low |
1.5386 |
1.5448 |
0.0062 |
0.4% |
1.5460 |
| Close |
1.5448 |
1.5523 |
0.0075 |
0.5% |
1.5530 |
| Range |
0.0085 |
0.0149 |
0.0064 |
75.3% |
0.0241 |
| ATR |
0.0150 |
0.0150 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
92,338 |
110,477 |
18,139 |
19.6% |
567,816 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5970 |
1.5895 |
1.5605 |
|
| R3 |
1.5821 |
1.5746 |
1.5564 |
|
| R2 |
1.5672 |
1.5672 |
1.5550 |
|
| R1 |
1.5597 |
1.5597 |
1.5537 |
1.5635 |
| PP |
1.5523 |
1.5523 |
1.5523 |
1.5541 |
| S1 |
1.5448 |
1.5448 |
1.5509 |
1.5486 |
| S2 |
1.5374 |
1.5374 |
1.5496 |
|
| S3 |
1.5225 |
1.5299 |
1.5482 |
|
| S4 |
1.5076 |
1.5150 |
1.5441 |
|
|
| 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 |
1.5619 |
1.5369 |
0.0250 |
1.6% |
0.0130 |
0.8% |
62% |
False |
False |
101,859 |
| 10 |
1.5701 |
1.5369 |
0.0332 |
2.1% |
0.0144 |
0.9% |
46% |
False |
False |
107,598 |
| 20 |
1.5997 |
1.5369 |
0.0628 |
4.0% |
0.0151 |
1.0% |
25% |
False |
False |
104,958 |
| 40 |
1.5997 |
1.4873 |
0.1124 |
7.2% |
0.0155 |
1.0% |
58% |
False |
False |
105,187 |
| 60 |
1.5997 |
1.4349 |
0.1648 |
10.6% |
0.0162 |
1.0% |
71% |
False |
False |
97,796 |
| 80 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0180 |
1.2% |
73% |
False |
False |
73,774 |
| 100 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0169 |
1.1% |
73% |
False |
False |
59,096 |
| 120 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0162 |
1.0% |
73% |
False |
False |
49,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6230 |
|
2.618 |
1.5987 |
|
1.618 |
1.5838 |
|
1.000 |
1.5746 |
|
0.618 |
1.5689 |
|
HIGH |
1.5597 |
|
0.618 |
1.5540 |
|
0.500 |
1.5523 |
|
0.382 |
1.5505 |
|
LOW |
1.5448 |
|
0.618 |
1.5356 |
|
1.000 |
1.5299 |
|
1.618 |
1.5207 |
|
2.618 |
1.5058 |
|
4.250 |
1.4815 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5523 |
1.5510 |
| PP |
1.5523 |
1.5496 |
| S1 |
1.5523 |
1.5483 |
|