CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 09-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5871 |
1.5948 |
0.0077 |
0.5% |
1.5690 |
| High |
1.5984 |
1.5973 |
-0.0011 |
-0.1% |
1.5984 |
| Low |
1.5831 |
1.5900 |
0.0069 |
0.4% |
1.5690 |
| Close |
1.5955 |
1.5886 |
-0.0069 |
-0.4% |
1.5955 |
| Range |
0.0153 |
0.0073 |
-0.0080 |
-52.3% |
0.0294 |
| ATR |
0.0132 |
0.0128 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
83 |
97 |
14 |
16.9% |
828 |
|
| Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6139 |
1.6085 |
1.5926 |
|
| R3 |
1.6066 |
1.6012 |
1.5906 |
|
| R2 |
1.5993 |
1.5993 |
1.5899 |
|
| R1 |
1.5939 |
1.5939 |
1.5893 |
1.5930 |
| PP |
1.5920 |
1.5920 |
1.5920 |
1.5915 |
| S1 |
1.5866 |
1.5866 |
1.5879 |
1.5857 |
| S2 |
1.5847 |
1.5847 |
1.5873 |
|
| S3 |
1.5774 |
1.5793 |
1.5866 |
|
| S4 |
1.5701 |
1.5720 |
1.5846 |
|
|
| 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 |
1.5814 |
0.0170 |
1.1% |
0.0102 |
0.6% |
42% |
False |
False |
167 |
| 10 |
1.5984 |
1.5452 |
0.0532 |
3.3% |
0.0114 |
0.7% |
82% |
False |
False |
141 |
| 20 |
1.5984 |
1.4977 |
0.1007 |
6.3% |
0.0132 |
0.8% |
90% |
False |
False |
145 |
| 40 |
1.5984 |
1.4585 |
0.1399 |
8.8% |
0.0134 |
0.8% |
93% |
False |
False |
116 |
| 60 |
1.5984 |
1.4313 |
0.1671 |
10.5% |
0.0099 |
0.6% |
94% |
False |
False |
80 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.5% |
0.0085 |
0.5% |
94% |
False |
False |
61 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.5% |
0.0069 |
0.4% |
94% |
False |
False |
49 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.5% |
0.0057 |
0.4% |
94% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6283 |
|
2.618 |
1.6164 |
|
1.618 |
1.6091 |
|
1.000 |
1.6046 |
|
0.618 |
1.6018 |
|
HIGH |
1.5973 |
|
0.618 |
1.5945 |
|
0.500 |
1.5937 |
|
0.382 |
1.5928 |
|
LOW |
1.5900 |
|
0.618 |
1.5855 |
|
1.000 |
1.5827 |
|
1.618 |
1.5782 |
|
2.618 |
1.5709 |
|
4.250 |
1.5590 |
|
|
| Fisher Pivots for day following 09-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5937 |
1.5899 |
| PP |
1.5920 |
1.5895 |
| S1 |
1.5903 |
1.5890 |
|