CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 17-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5586 |
1.5649 |
0.0063 |
0.4% |
1.5948 |
| High |
1.5681 |
1.5671 |
-0.0010 |
-0.1% |
1.5973 |
| Low |
1.5523 |
1.5549 |
0.0026 |
0.2% |
1.5553 |
| Close |
1.5636 |
1.5560 |
-0.0076 |
-0.5% |
1.5581 |
| Range |
0.0158 |
0.0122 |
-0.0036 |
-22.8% |
0.0420 |
| ATR |
0.0139 |
0.0138 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
322 |
400 |
78 |
24.2% |
2,389 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5959 |
1.5882 |
1.5627 |
|
| R3 |
1.5837 |
1.5760 |
1.5594 |
|
| R2 |
1.5715 |
1.5715 |
1.5582 |
|
| R1 |
1.5638 |
1.5638 |
1.5571 |
1.5616 |
| PP |
1.5593 |
1.5593 |
1.5593 |
1.5582 |
| S1 |
1.5516 |
1.5516 |
1.5549 |
1.5494 |
| S2 |
1.5471 |
1.5471 |
1.5538 |
|
| S3 |
1.5349 |
1.5394 |
1.5526 |
|
| S4 |
1.5227 |
1.5272 |
1.5493 |
|
|
| 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 |
1.5825 |
1.5523 |
0.0302 |
1.9% |
0.0145 |
0.9% |
12% |
False |
False |
592 |
| 10 |
1.5984 |
1.5523 |
0.0461 |
3.0% |
0.0131 |
0.8% |
8% |
False |
False |
355 |
| 20 |
1.5984 |
1.5126 |
0.0858 |
5.5% |
0.0131 |
0.8% |
51% |
False |
False |
254 |
| 40 |
1.5984 |
1.4703 |
0.1281 |
8.2% |
0.0135 |
0.9% |
67% |
False |
False |
185 |
| 60 |
1.5984 |
1.4380 |
0.1604 |
10.3% |
0.0110 |
0.7% |
74% |
False |
False |
130 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0097 |
0.6% |
75% |
False |
False |
98 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0077 |
0.5% |
75% |
False |
False |
79 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0065 |
0.4% |
75% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6190 |
|
2.618 |
1.5990 |
|
1.618 |
1.5868 |
|
1.000 |
1.5793 |
|
0.618 |
1.5746 |
|
HIGH |
1.5671 |
|
0.618 |
1.5624 |
|
0.500 |
1.5610 |
|
0.382 |
1.5596 |
|
LOW |
1.5549 |
|
0.618 |
1.5474 |
|
1.000 |
1.5427 |
|
1.618 |
1.5352 |
|
2.618 |
1.5230 |
|
4.250 |
1.5031 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5610 |
1.5602 |
| PP |
1.5593 |
1.5588 |
| S1 |
1.5577 |
1.5574 |
|