CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 12-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5825 |
1.5627 |
-0.0198 |
-1.3% |
1.5690 |
| High |
1.5825 |
1.5700 |
-0.0125 |
-0.8% |
1.5984 |
| Low |
1.5630 |
1.5553 |
-0.0077 |
-0.5% |
1.5690 |
| Close |
1.5660 |
1.5556 |
-0.0104 |
-0.7% |
1.5955 |
| Range |
0.0195 |
0.0147 |
-0.0048 |
-24.6% |
0.0294 |
| ATR |
0.0139 |
0.0140 |
0.0001 |
0.4% |
0.0000 |
| Volume |
254 |
1,776 |
1,522 |
599.2% |
828 |
|
| Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6044 |
1.5947 |
1.5637 |
|
| R3 |
1.5897 |
1.5800 |
1.5596 |
|
| R2 |
1.5750 |
1.5750 |
1.5583 |
|
| R1 |
1.5653 |
1.5653 |
1.5569 |
1.5628 |
| PP |
1.5603 |
1.5603 |
1.5603 |
1.5591 |
| S1 |
1.5506 |
1.5506 |
1.5543 |
1.5481 |
| S2 |
1.5456 |
1.5456 |
1.5529 |
|
| S3 |
1.5309 |
1.5359 |
1.5516 |
|
| S4 |
1.5162 |
1.5212 |
1.5475 |
|
|
| 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 |
1.5553 |
0.0431 |
2.8% |
0.0148 |
1.0% |
1% |
False |
True |
452 |
| 10 |
1.5984 |
1.5553 |
0.0431 |
2.8% |
0.0136 |
0.9% |
1% |
False |
True |
309 |
| 20 |
1.5984 |
1.5126 |
0.0858 |
5.5% |
0.0132 |
0.8% |
50% |
False |
False |
234 |
| 40 |
1.5984 |
1.4655 |
0.1329 |
8.5% |
0.0137 |
0.9% |
68% |
False |
False |
165 |
| 60 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0106 |
0.7% |
74% |
False |
False |
115 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0092 |
0.6% |
74% |
False |
False |
87 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0073 |
0.5% |
74% |
False |
False |
70 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0061 |
0.4% |
74% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6325 |
|
2.618 |
1.6085 |
|
1.618 |
1.5938 |
|
1.000 |
1.5847 |
|
0.618 |
1.5791 |
|
HIGH |
1.5700 |
|
0.618 |
1.5644 |
|
0.500 |
1.5627 |
|
0.382 |
1.5609 |
|
LOW |
1.5553 |
|
0.618 |
1.5462 |
|
1.000 |
1.5406 |
|
1.618 |
1.5315 |
|
2.618 |
1.5168 |
|
4.250 |
1.4928 |
|
|
| Fisher Pivots for day following 12-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5627 |
1.5714 |
| PP |
1.5603 |
1.5661 |
| S1 |
1.5580 |
1.5609 |
|