CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 06-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5870 |
1.5871 |
0.0001 |
0.0% |
1.5690 |
| High |
1.5906 |
1.5984 |
0.0078 |
0.5% |
1.5984 |
| Low |
1.5814 |
1.5831 |
0.0017 |
0.1% |
1.5690 |
| Close |
1.5869 |
1.5955 |
0.0086 |
0.5% |
1.5955 |
| Range |
0.0092 |
0.0153 |
0.0061 |
66.3% |
0.0294 |
| ATR |
0.0130 |
0.0132 |
0.0002 |
1.2% |
0.0000 |
| Volume |
237 |
83 |
-154 |
-65.0% |
828 |
|
| Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6382 |
1.6322 |
1.6039 |
|
| R3 |
1.6229 |
1.6169 |
1.5997 |
|
| R2 |
1.6076 |
1.6076 |
1.5983 |
|
| R1 |
1.6016 |
1.6016 |
1.5969 |
1.6046 |
| PP |
1.5923 |
1.5923 |
1.5923 |
1.5939 |
| S1 |
1.5863 |
1.5863 |
1.5941 |
1.5893 |
| S2 |
1.5770 |
1.5770 |
1.5927 |
|
| S3 |
1.5617 |
1.5710 |
1.5913 |
|
| S4 |
1.5464 |
1.5557 |
1.5871 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6758 |
1.6651 |
1.6117 |
|
| R3 |
1.6464 |
1.6357 |
1.6036 |
|
| R2 |
1.6170 |
1.6170 |
1.6009 |
|
| R1 |
1.6063 |
1.6063 |
1.5982 |
1.6117 |
| PP |
1.5876 |
1.5876 |
1.5876 |
1.5903 |
| S1 |
1.5769 |
1.5769 |
1.5928 |
1.5823 |
| S2 |
1.5582 |
1.5582 |
1.5901 |
|
| S3 |
1.5288 |
1.5475 |
1.5874 |
|
| S4 |
1.4994 |
1.5181 |
1.5793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5984 |
1.5690 |
0.0294 |
1.8% |
0.0127 |
0.8% |
90% |
True |
False |
165 |
| 10 |
1.5984 |
1.5415 |
0.0569 |
3.6% |
0.0115 |
0.7% |
95% |
True |
False |
157 |
| 20 |
1.5984 |
1.4944 |
0.1040 |
6.5% |
0.0135 |
0.8% |
97% |
True |
False |
144 |
| 40 |
1.5984 |
1.4485 |
0.1499 |
9.4% |
0.0137 |
0.9% |
98% |
True |
False |
114 |
| 60 |
1.5984 |
1.4313 |
0.1671 |
10.5% |
0.0098 |
0.6% |
98% |
True |
False |
78 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.5% |
0.0085 |
0.5% |
98% |
True |
False |
60 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.5% |
0.0068 |
0.4% |
98% |
True |
False |
48 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.5% |
0.0057 |
0.4% |
98% |
True |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6634 |
|
2.618 |
1.6385 |
|
1.618 |
1.6232 |
|
1.000 |
1.6137 |
|
0.618 |
1.6079 |
|
HIGH |
1.5984 |
|
0.618 |
1.5926 |
|
0.500 |
1.5908 |
|
0.382 |
1.5889 |
|
LOW |
1.5831 |
|
0.618 |
1.5736 |
|
1.000 |
1.5678 |
|
1.618 |
1.5583 |
|
2.618 |
1.5430 |
|
4.250 |
1.5181 |
|
|
| Fisher Pivots for day following 06-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5939 |
1.5936 |
| PP |
1.5923 |
1.5918 |
| S1 |
1.5908 |
1.5899 |
|