CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 03-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5690 |
1.5874 |
0.0184 |
1.2% |
1.5415 |
| High |
1.5890 |
1.5949 |
0.0059 |
0.4% |
1.5712 |
| Low |
1.5690 |
1.5854 |
0.0164 |
1.0% |
1.5415 |
| Close |
1.5882 |
1.5933 |
0.0051 |
0.3% |
1.5686 |
| Range |
0.0200 |
0.0095 |
-0.0105 |
-52.5% |
0.0297 |
| ATR |
0.0139 |
0.0136 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
90 |
297 |
207 |
230.0% |
745 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6197 |
1.6160 |
1.5985 |
|
| R3 |
1.6102 |
1.6065 |
1.5959 |
|
| R2 |
1.6007 |
1.6007 |
1.5950 |
|
| R1 |
1.5970 |
1.5970 |
1.5942 |
1.5989 |
| PP |
1.5912 |
1.5912 |
1.5912 |
1.5921 |
| S1 |
1.5875 |
1.5875 |
1.5924 |
1.5894 |
| S2 |
1.5817 |
1.5817 |
1.5916 |
|
| S3 |
1.5722 |
1.5780 |
1.5907 |
|
| S4 |
1.5627 |
1.5685 |
1.5881 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6495 |
1.6388 |
1.5849 |
|
| R3 |
1.6198 |
1.6091 |
1.5768 |
|
| R2 |
1.5901 |
1.5901 |
1.5740 |
|
| R1 |
1.5794 |
1.5794 |
1.5713 |
1.5848 |
| PP |
1.5604 |
1.5604 |
1.5604 |
1.5631 |
| S1 |
1.5497 |
1.5497 |
1.5659 |
1.5551 |
| S2 |
1.5307 |
1.5307 |
1.5632 |
|
| S3 |
1.5010 |
1.5200 |
1.5604 |
|
| S4 |
1.4713 |
1.4903 |
1.5523 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5949 |
1.5548 |
0.0401 |
2.5% |
0.0117 |
0.7% |
96% |
True |
False |
143 |
| 10 |
1.5949 |
1.5126 |
0.0823 |
5.2% |
0.0131 |
0.8% |
98% |
True |
False |
152 |
| 20 |
1.5949 |
1.4944 |
0.1005 |
6.3% |
0.0137 |
0.9% |
98% |
True |
False |
139 |
| 40 |
1.5949 |
1.4386 |
0.1563 |
9.8% |
0.0129 |
0.8% |
99% |
True |
False |
103 |
| 60 |
1.5949 |
1.4313 |
0.1636 |
10.3% |
0.0097 |
0.6% |
99% |
True |
False |
71 |
| 80 |
1.5949 |
1.4313 |
0.1636 |
10.3% |
0.0080 |
0.5% |
99% |
True |
False |
54 |
| 100 |
1.5949 |
1.4313 |
0.1636 |
10.3% |
0.0065 |
0.4% |
99% |
True |
False |
44 |
| 120 |
1.5949 |
1.4313 |
0.1636 |
10.3% |
0.0054 |
0.3% |
99% |
True |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6353 |
|
2.618 |
1.6198 |
|
1.618 |
1.6103 |
|
1.000 |
1.6044 |
|
0.618 |
1.6008 |
|
HIGH |
1.5949 |
|
0.618 |
1.5913 |
|
0.500 |
1.5902 |
|
0.382 |
1.5890 |
|
LOW |
1.5854 |
|
0.618 |
1.5795 |
|
1.000 |
1.5759 |
|
1.618 |
1.5700 |
|
2.618 |
1.5605 |
|
4.250 |
1.5450 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5923 |
1.5877 |
| PP |
1.5912 |
1.5820 |
| S1 |
1.5902 |
1.5764 |
|