CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 27-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5469 |
1.5521 |
0.0052 |
0.3% |
1.5534 |
| High |
1.5597 |
1.5547 |
-0.0050 |
-0.3% |
1.5619 |
| Low |
1.5448 |
1.5441 |
-0.0007 |
0.0% |
1.5369 |
| Close |
1.5523 |
1.5512 |
-0.0011 |
-0.1% |
1.5512 |
| Range |
0.0149 |
0.0106 |
-0.0043 |
-28.9% |
0.0250 |
| ATR |
0.0150 |
0.0147 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
110,477 |
107,985 |
-2,492 |
-2.3% |
524,476 |
|
| Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5818 |
1.5771 |
1.5570 |
|
| R3 |
1.5712 |
1.5665 |
1.5541 |
|
| R2 |
1.5606 |
1.5606 |
1.5531 |
|
| R1 |
1.5559 |
1.5559 |
1.5522 |
1.5530 |
| PP |
1.5500 |
1.5500 |
1.5500 |
1.5485 |
| S1 |
1.5453 |
1.5453 |
1.5502 |
1.5424 |
| S2 |
1.5394 |
1.5394 |
1.5493 |
|
| S3 |
1.5288 |
1.5347 |
1.5483 |
|
| S4 |
1.5182 |
1.5241 |
1.5454 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6250 |
1.6131 |
1.5650 |
|
| R3 |
1.6000 |
1.5881 |
1.5581 |
|
| R2 |
1.5750 |
1.5750 |
1.5558 |
|
| R1 |
1.5631 |
1.5631 |
1.5535 |
1.5566 |
| PP |
1.5500 |
1.5500 |
1.5500 |
1.5467 |
| S1 |
1.5381 |
1.5381 |
1.5489 |
1.5316 |
| S2 |
1.5250 |
1.5250 |
1.5466 |
|
| S3 |
1.5000 |
1.5131 |
1.5443 |
|
| S4 |
1.4750 |
1.4881 |
1.5375 |
|
|
| 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% |
0.0125 |
0.8% |
57% |
False |
False |
104,895 |
| 10 |
1.5701 |
1.5369 |
0.0332 |
2.1% |
0.0143 |
0.9% |
43% |
False |
False |
109,229 |
| 20 |
1.5997 |
1.5369 |
0.0628 |
4.0% |
0.0147 |
0.9% |
23% |
False |
False |
106,158 |
| 40 |
1.5997 |
1.4946 |
0.1051 |
6.8% |
0.0150 |
1.0% |
54% |
False |
False |
104,483 |
| 60 |
1.5997 |
1.4349 |
0.1648 |
10.6% |
0.0161 |
1.0% |
71% |
False |
False |
99,552 |
| 80 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0180 |
1.2% |
73% |
False |
False |
75,115 |
| 100 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0169 |
1.1% |
73% |
False |
False |
60,173 |
| 120 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0163 |
1.1% |
73% |
False |
False |
50,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5998 |
|
2.618 |
1.5825 |
|
1.618 |
1.5719 |
|
1.000 |
1.5653 |
|
0.618 |
1.5613 |
|
HIGH |
1.5547 |
|
0.618 |
1.5507 |
|
0.500 |
1.5494 |
|
0.382 |
1.5481 |
|
LOW |
1.5441 |
|
0.618 |
1.5375 |
|
1.000 |
1.5335 |
|
1.618 |
1.5269 |
|
2.618 |
1.5163 |
|
4.250 |
1.4991 |
|
|
| Fisher Pivots for day following 27-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5506 |
1.5505 |
| PP |
1.5500 |
1.5498 |
| S1 |
1.5494 |
1.5492 |
|