CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 30-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5521 |
1.5530 |
0.0009 |
0.1% |
1.5534 |
| High |
1.5547 |
1.5577 |
0.0030 |
0.2% |
1.5619 |
| Low |
1.5441 |
1.5448 |
0.0007 |
0.0% |
1.5369 |
| Close |
1.5512 |
1.5464 |
-0.0048 |
-0.3% |
1.5512 |
| Range |
0.0106 |
0.0129 |
0.0023 |
21.7% |
0.0250 |
| ATR |
0.0147 |
0.0146 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
107,985 |
61,004 |
-46,981 |
-43.5% |
524,476 |
|
| Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5883 |
1.5803 |
1.5535 |
|
| R3 |
1.5754 |
1.5674 |
1.5499 |
|
| R2 |
1.5625 |
1.5625 |
1.5488 |
|
| R1 |
1.5545 |
1.5545 |
1.5476 |
1.5521 |
| PP |
1.5496 |
1.5496 |
1.5496 |
1.5484 |
| S1 |
1.5416 |
1.5416 |
1.5452 |
1.5392 |
| S2 |
1.5367 |
1.5367 |
1.5440 |
|
| S3 |
1.5238 |
1.5287 |
1.5429 |
|
| S4 |
1.5109 |
1.5158 |
1.5393 |
|
|
| 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 |
1.5597 |
1.5369 |
0.0228 |
1.5% |
0.0126 |
0.8% |
42% |
False |
False |
99,218 |
| 10 |
1.5695 |
1.5369 |
0.0326 |
2.1% |
0.0139 |
0.9% |
29% |
False |
False |
105,763 |
| 20 |
1.5997 |
1.5369 |
0.0628 |
4.1% |
0.0143 |
0.9% |
15% |
False |
False |
103,633 |
| 40 |
1.5997 |
1.4946 |
0.1051 |
6.8% |
0.0151 |
1.0% |
49% |
False |
False |
101,480 |
| 60 |
1.5997 |
1.4349 |
0.1648 |
10.7% |
0.0160 |
1.0% |
68% |
False |
False |
100,519 |
| 80 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0176 |
1.1% |
70% |
False |
False |
75,870 |
| 100 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0168 |
1.1% |
70% |
False |
False |
60,782 |
| 120 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0164 |
1.1% |
70% |
False |
False |
50,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6125 |
|
2.618 |
1.5915 |
|
1.618 |
1.5786 |
|
1.000 |
1.5706 |
|
0.618 |
1.5657 |
|
HIGH |
1.5577 |
|
0.618 |
1.5528 |
|
0.500 |
1.5513 |
|
0.382 |
1.5497 |
|
LOW |
1.5448 |
|
0.618 |
1.5368 |
|
1.000 |
1.5319 |
|
1.618 |
1.5239 |
|
2.618 |
1.5110 |
|
4.250 |
1.4900 |
|
|
| Fisher Pivots for day following 30-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5513 |
1.5519 |
| PP |
1.5496 |
1.5501 |
| S1 |
1.5480 |
1.5482 |
|