CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 05-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5949 |
1.5870 |
-0.0079 |
-0.5% |
1.5415 |
| High |
1.5950 |
1.5906 |
-0.0044 |
-0.3% |
1.5712 |
| Low |
1.5855 |
1.5814 |
-0.0041 |
-0.3% |
1.5415 |
| Close |
1.5884 |
1.5869 |
-0.0015 |
-0.1% |
1.5686 |
| Range |
0.0095 |
0.0092 |
-0.0003 |
-3.2% |
0.0297 |
| ATR |
0.0133 |
0.0130 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
121 |
237 |
116 |
95.9% |
745 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6139 |
1.6096 |
1.5920 |
|
| R3 |
1.6047 |
1.6004 |
1.5894 |
|
| R2 |
1.5955 |
1.5955 |
1.5886 |
|
| R1 |
1.5912 |
1.5912 |
1.5877 |
1.5888 |
| PP |
1.5863 |
1.5863 |
1.5863 |
1.5851 |
| S1 |
1.5820 |
1.5820 |
1.5861 |
1.5796 |
| S2 |
1.5771 |
1.5771 |
1.5852 |
|
| S3 |
1.5679 |
1.5728 |
1.5844 |
|
| S4 |
1.5587 |
1.5636 |
1.5818 |
|
|
| 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 |
1.5579 |
0.0371 |
2.3% |
0.0123 |
0.8% |
78% |
False |
False |
165 |
| 10 |
1.5950 |
1.5257 |
0.0693 |
4.4% |
0.0118 |
0.7% |
88% |
False |
False |
156 |
| 20 |
1.5950 |
1.4944 |
0.1006 |
6.3% |
0.0134 |
0.8% |
92% |
False |
False |
144 |
| 40 |
1.5950 |
1.4485 |
0.1465 |
9.2% |
0.0133 |
0.8% |
94% |
False |
False |
112 |
| 60 |
1.5950 |
1.4313 |
0.1637 |
10.3% |
0.0096 |
0.6% |
95% |
False |
False |
77 |
| 80 |
1.5950 |
1.4313 |
0.1637 |
10.3% |
0.0083 |
0.5% |
95% |
False |
False |
59 |
| 100 |
1.5950 |
1.4313 |
0.1637 |
10.3% |
0.0066 |
0.4% |
95% |
False |
False |
47 |
| 120 |
1.5950 |
1.4313 |
0.1637 |
10.3% |
0.0055 |
0.3% |
95% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6297 |
|
2.618 |
1.6147 |
|
1.618 |
1.6055 |
|
1.000 |
1.5998 |
|
0.618 |
1.5963 |
|
HIGH |
1.5906 |
|
0.618 |
1.5871 |
|
0.500 |
1.5860 |
|
0.382 |
1.5849 |
|
LOW |
1.5814 |
|
0.618 |
1.5757 |
|
1.000 |
1.5722 |
|
1.618 |
1.5665 |
|
2.618 |
1.5573 |
|
4.250 |
1.5423 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5866 |
1.5882 |
| PP |
1.5863 |
1.5878 |
| S1 |
1.5860 |
1.5873 |
|