CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 04-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5874 |
1.5949 |
0.0075 |
0.5% |
1.5415 |
| High |
1.5949 |
1.5950 |
0.0001 |
0.0% |
1.5712 |
| Low |
1.5854 |
1.5855 |
0.0001 |
0.0% |
1.5415 |
| Close |
1.5933 |
1.5884 |
-0.0049 |
-0.3% |
1.5686 |
| Range |
0.0095 |
0.0095 |
0.0000 |
0.0% |
0.0297 |
| ATR |
0.0136 |
0.0133 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
297 |
121 |
-176 |
-59.3% |
745 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6181 |
1.6128 |
1.5936 |
|
| R3 |
1.6086 |
1.6033 |
1.5910 |
|
| R2 |
1.5991 |
1.5991 |
1.5901 |
|
| R1 |
1.5938 |
1.5938 |
1.5893 |
1.5917 |
| PP |
1.5896 |
1.5896 |
1.5896 |
1.5886 |
| S1 |
1.5843 |
1.5843 |
1.5875 |
1.5822 |
| S2 |
1.5801 |
1.5801 |
1.5867 |
|
| S3 |
1.5706 |
1.5748 |
1.5858 |
|
| S4 |
1.5611 |
1.5653 |
1.5832 |
|
|
| 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 |
1.5950 |
1.5570 |
0.0380 |
2.4% |
0.0121 |
0.8% |
83% |
True |
False |
133 |
| 10 |
1.5950 |
1.5158 |
0.0792 |
5.0% |
0.0121 |
0.8% |
92% |
True |
False |
159 |
| 20 |
1.5950 |
1.4944 |
0.1006 |
6.3% |
0.0135 |
0.9% |
93% |
True |
False |
140 |
| 40 |
1.5950 |
1.4485 |
0.1465 |
9.2% |
0.0131 |
0.8% |
95% |
True |
False |
106 |
| 60 |
1.5950 |
1.4313 |
0.1637 |
10.3% |
0.0097 |
0.6% |
96% |
True |
False |
73 |
| 80 |
1.5950 |
1.4313 |
0.1637 |
10.3% |
0.0081 |
0.5% |
96% |
True |
False |
56 |
| 100 |
1.5950 |
1.4313 |
0.1637 |
10.3% |
0.0065 |
0.4% |
96% |
True |
False |
45 |
| 120 |
1.5950 |
1.4313 |
0.1637 |
10.3% |
0.0055 |
0.3% |
96% |
True |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6354 |
|
2.618 |
1.6199 |
|
1.618 |
1.6104 |
|
1.000 |
1.6045 |
|
0.618 |
1.6009 |
|
HIGH |
1.5950 |
|
0.618 |
1.5914 |
|
0.500 |
1.5903 |
|
0.382 |
1.5891 |
|
LOW |
1.5855 |
|
0.618 |
1.5796 |
|
1.000 |
1.5760 |
|
1.618 |
1.5701 |
|
2.618 |
1.5606 |
|
4.250 |
1.5451 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5903 |
1.5863 |
| PP |
1.5896 |
1.5841 |
| S1 |
1.5890 |
1.5820 |
|