CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5581 |
1.5586 |
0.0005 |
0.0% |
1.5948 |
| High |
1.5670 |
1.5681 |
0.0011 |
0.1% |
1.5973 |
| Low |
1.5568 |
1.5523 |
-0.0045 |
-0.3% |
1.5553 |
| Close |
1.5581 |
1.5636 |
0.0055 |
0.4% |
1.5581 |
| Range |
0.0102 |
0.0158 |
0.0056 |
54.9% |
0.0420 |
| ATR |
0.0138 |
0.0139 |
0.0001 |
1.0% |
0.0000 |
| Volume |
208 |
322 |
114 |
54.8% |
2,389 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6087 |
1.6020 |
1.5723 |
|
| R3 |
1.5929 |
1.5862 |
1.5679 |
|
| R2 |
1.5771 |
1.5771 |
1.5665 |
|
| R1 |
1.5704 |
1.5704 |
1.5650 |
1.5738 |
| PP |
1.5613 |
1.5613 |
1.5613 |
1.5630 |
| S1 |
1.5546 |
1.5546 |
1.5622 |
1.5580 |
| S2 |
1.5455 |
1.5455 |
1.5607 |
|
| S3 |
1.5297 |
1.5388 |
1.5593 |
|
| S4 |
1.5139 |
1.5230 |
1.5549 |
|
|
| 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 |
1.5875 |
1.5523 |
0.0352 |
2.3% |
0.0155 |
1.0% |
32% |
False |
True |
522 |
| 10 |
1.5984 |
1.5523 |
0.0461 |
2.9% |
0.0128 |
0.8% |
25% |
False |
True |
344 |
| 20 |
1.5984 |
1.5126 |
0.0858 |
5.5% |
0.0131 |
0.8% |
59% |
False |
False |
244 |
| 40 |
1.5984 |
1.4703 |
0.1281 |
8.2% |
0.0137 |
0.9% |
73% |
False |
False |
176 |
| 60 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0111 |
0.7% |
79% |
False |
False |
123 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0095 |
0.6% |
79% |
False |
False |
93 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0076 |
0.5% |
79% |
False |
False |
75 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0064 |
0.4% |
79% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6353 |
|
2.618 |
1.6095 |
|
1.618 |
1.5937 |
|
1.000 |
1.5839 |
|
0.618 |
1.5779 |
|
HIGH |
1.5681 |
|
0.618 |
1.5621 |
|
0.500 |
1.5602 |
|
0.382 |
1.5583 |
|
LOW |
1.5523 |
|
0.618 |
1.5425 |
|
1.000 |
1.5365 |
|
1.618 |
1.5267 |
|
2.618 |
1.5109 |
|
4.250 |
1.4852 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5625 |
1.5628 |
| PP |
1.5613 |
1.5620 |
| S1 |
1.5602 |
1.5612 |
|