CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 13-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5627 |
1.5581 |
-0.0046 |
-0.3% |
1.5948 |
| High |
1.5700 |
1.5670 |
-0.0030 |
-0.2% |
1.5973 |
| Low |
1.5553 |
1.5568 |
0.0015 |
0.1% |
1.5553 |
| Close |
1.5556 |
1.5581 |
0.0025 |
0.2% |
1.5581 |
| Range |
0.0147 |
0.0102 |
-0.0045 |
-30.6% |
0.0420 |
| ATR |
0.0140 |
0.0138 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
1,776 |
208 |
-1,568 |
-88.3% |
2,389 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5912 |
1.5849 |
1.5637 |
|
| R3 |
1.5810 |
1.5747 |
1.5609 |
|
| R2 |
1.5708 |
1.5708 |
1.5600 |
|
| R1 |
1.5645 |
1.5645 |
1.5590 |
1.5632 |
| PP |
1.5606 |
1.5606 |
1.5606 |
1.5600 |
| S1 |
1.5543 |
1.5543 |
1.5572 |
1.5530 |
| S2 |
1.5504 |
1.5504 |
1.5562 |
|
| S3 |
1.5402 |
1.5441 |
1.5553 |
|
| S4 |
1.5300 |
1.5339 |
1.5525 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6962 |
1.6692 |
1.5812 |
|
| R3 |
1.6542 |
1.6272 |
1.5697 |
|
| R2 |
1.6122 |
1.6122 |
1.5658 |
|
| R1 |
1.5852 |
1.5852 |
1.5620 |
1.5777 |
| PP |
1.5702 |
1.5702 |
1.5702 |
1.5665 |
| S1 |
1.5432 |
1.5432 |
1.5543 |
1.5357 |
| S2 |
1.5282 |
1.5282 |
1.5504 |
|
| S3 |
1.4862 |
1.5012 |
1.5466 |
|
| S4 |
1.4442 |
1.4592 |
1.5350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5973 |
1.5553 |
0.0420 |
2.7% |
0.0138 |
0.9% |
7% |
False |
False |
477 |
| 10 |
1.5984 |
1.5553 |
0.0431 |
2.8% |
0.0132 |
0.8% |
6% |
False |
False |
321 |
| 20 |
1.5984 |
1.5126 |
0.0858 |
5.5% |
0.0129 |
0.8% |
53% |
False |
False |
238 |
| 40 |
1.5984 |
1.4703 |
0.1281 |
8.2% |
0.0135 |
0.9% |
69% |
False |
False |
169 |
| 60 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0108 |
0.7% |
76% |
False |
False |
118 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0093 |
0.6% |
76% |
False |
False |
89 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0075 |
0.5% |
76% |
False |
False |
72 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0062 |
0.4% |
76% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6104 |
|
2.618 |
1.5937 |
|
1.618 |
1.5835 |
|
1.000 |
1.5772 |
|
0.618 |
1.5733 |
|
HIGH |
1.5670 |
|
0.618 |
1.5631 |
|
0.500 |
1.5619 |
|
0.382 |
1.5607 |
|
LOW |
1.5568 |
|
0.618 |
1.5505 |
|
1.000 |
1.5466 |
|
1.618 |
1.5403 |
|
2.618 |
1.5301 |
|
4.250 |
1.5135 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5619 |
1.5689 |
| PP |
1.5606 |
1.5653 |
| S1 |
1.5594 |
1.5617 |
|