CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5837 |
1.5825 |
-0.0012 |
-0.1% |
1.5690 |
| High |
1.5875 |
1.5825 |
-0.0050 |
-0.3% |
1.5984 |
| Low |
1.5703 |
1.5630 |
-0.0073 |
-0.5% |
1.5690 |
| Close |
1.5867 |
1.5660 |
-0.0207 |
-1.3% |
1.5955 |
| Range |
0.0172 |
0.0195 |
0.0023 |
13.4% |
0.0294 |
| ATR |
0.0132 |
0.0139 |
0.0008 |
5.7% |
0.0000 |
| Volume |
54 |
254 |
200 |
370.4% |
828 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6290 |
1.6170 |
1.5767 |
|
| R3 |
1.6095 |
1.5975 |
1.5714 |
|
| R2 |
1.5900 |
1.5900 |
1.5696 |
|
| R1 |
1.5780 |
1.5780 |
1.5678 |
1.5743 |
| PP |
1.5705 |
1.5705 |
1.5705 |
1.5686 |
| S1 |
1.5585 |
1.5585 |
1.5642 |
1.5548 |
| S2 |
1.5510 |
1.5510 |
1.5624 |
|
| S3 |
1.5315 |
1.5390 |
1.5606 |
|
| S4 |
1.5120 |
1.5195 |
1.5553 |
|
|
| 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 |
1.5630 |
0.0354 |
2.3% |
0.0137 |
0.9% |
8% |
False |
True |
145 |
| 10 |
1.5984 |
1.5570 |
0.0414 |
2.6% |
0.0129 |
0.8% |
22% |
False |
False |
139 |
| 20 |
1.5984 |
1.5126 |
0.0858 |
5.5% |
0.0135 |
0.9% |
62% |
False |
False |
151 |
| 40 |
1.5984 |
1.4655 |
0.1329 |
8.5% |
0.0135 |
0.9% |
76% |
False |
False |
121 |
| 60 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0104 |
0.7% |
81% |
False |
False |
85 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0090 |
0.6% |
81% |
False |
False |
65 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0072 |
0.5% |
81% |
False |
False |
52 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0060 |
0.4% |
81% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6654 |
|
2.618 |
1.6336 |
|
1.618 |
1.6141 |
|
1.000 |
1.6020 |
|
0.618 |
1.5946 |
|
HIGH |
1.5825 |
|
0.618 |
1.5751 |
|
0.500 |
1.5728 |
|
0.382 |
1.5704 |
|
LOW |
1.5630 |
|
0.618 |
1.5509 |
|
1.000 |
1.5435 |
|
1.618 |
1.5314 |
|
2.618 |
1.5119 |
|
4.250 |
1.4801 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5728 |
1.5802 |
| PP |
1.5705 |
1.5754 |
| S1 |
1.5683 |
1.5707 |
|