CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 10-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5948 |
1.5837 |
-0.0111 |
-0.7% |
1.5690 |
| High |
1.5973 |
1.5875 |
-0.0098 |
-0.6% |
1.5984 |
| Low |
1.5900 |
1.5703 |
-0.0197 |
-1.2% |
1.5690 |
| Close |
1.5886 |
1.5867 |
-0.0019 |
-0.1% |
1.5955 |
| Range |
0.0073 |
0.0172 |
0.0099 |
135.6% |
0.0294 |
| ATR |
0.0128 |
0.0132 |
0.0004 |
3.1% |
0.0000 |
| Volume |
97 |
54 |
-43 |
-44.3% |
828 |
|
| Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6331 |
1.6271 |
1.5962 |
|
| R3 |
1.6159 |
1.6099 |
1.5914 |
|
| R2 |
1.5987 |
1.5987 |
1.5899 |
|
| R1 |
1.5927 |
1.5927 |
1.5883 |
1.5957 |
| PP |
1.5815 |
1.5815 |
1.5815 |
1.5830 |
| S1 |
1.5755 |
1.5755 |
1.5851 |
1.5785 |
| S2 |
1.5643 |
1.5643 |
1.5835 |
|
| S3 |
1.5471 |
1.5583 |
1.5820 |
|
| S4 |
1.5299 |
1.5411 |
1.5772 |
|
|
| 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 |
1.5703 |
0.0281 |
1.8% |
0.0117 |
0.7% |
58% |
False |
True |
118 |
| 10 |
1.5984 |
1.5548 |
0.0436 |
2.7% |
0.0117 |
0.7% |
73% |
False |
False |
131 |
| 20 |
1.5984 |
1.5126 |
0.0858 |
5.4% |
0.0130 |
0.8% |
86% |
False |
False |
141 |
| 40 |
1.5984 |
1.4655 |
0.1329 |
8.4% |
0.0134 |
0.8% |
91% |
False |
False |
117 |
| 60 |
1.5984 |
1.4313 |
0.1671 |
10.5% |
0.0101 |
0.6% |
93% |
False |
False |
81 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.5% |
0.0088 |
0.6% |
93% |
False |
False |
61 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.5% |
0.0070 |
0.4% |
93% |
False |
False |
50 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.5% |
0.0059 |
0.4% |
93% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6606 |
|
2.618 |
1.6325 |
|
1.618 |
1.6153 |
|
1.000 |
1.6047 |
|
0.618 |
1.5981 |
|
HIGH |
1.5875 |
|
0.618 |
1.5809 |
|
0.500 |
1.5789 |
|
0.382 |
1.5769 |
|
LOW |
1.5703 |
|
0.618 |
1.5597 |
|
1.000 |
1.5531 |
|
1.618 |
1.5425 |
|
2.618 |
1.5253 |
|
4.250 |
1.4972 |
|
|
| Fisher Pivots for day following 10-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5841 |
1.5859 |
| PP |
1.5815 |
1.5851 |
| S1 |
1.5789 |
1.5844 |
|