CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 19-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5560 |
1.5598 |
0.0038 |
0.2% |
1.5948 |
| High |
1.5677 |
1.5659 |
-0.0018 |
-0.1% |
1.5973 |
| Low |
1.5488 |
1.5505 |
0.0017 |
0.1% |
1.5553 |
| Close |
1.5595 |
1.5584 |
-0.0011 |
-0.1% |
1.5581 |
| Range |
0.0189 |
0.0154 |
-0.0035 |
-18.5% |
0.0420 |
| ATR |
0.0142 |
0.0143 |
0.0001 |
0.6% |
0.0000 |
| Volume |
649 |
852 |
203 |
31.3% |
2,389 |
|
| Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6045 |
1.5968 |
1.5669 |
|
| R3 |
1.5891 |
1.5814 |
1.5626 |
|
| R2 |
1.5737 |
1.5737 |
1.5612 |
|
| R1 |
1.5660 |
1.5660 |
1.5598 |
1.5622 |
| PP |
1.5583 |
1.5583 |
1.5583 |
1.5563 |
| S1 |
1.5506 |
1.5506 |
1.5570 |
1.5468 |
| S2 |
1.5429 |
1.5429 |
1.5556 |
|
| S3 |
1.5275 |
1.5352 |
1.5542 |
|
| S4 |
1.5121 |
1.5198 |
1.5499 |
|
|
| 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 |
1.5681 |
1.5488 |
0.0193 |
1.2% |
0.0145 |
0.9% |
50% |
False |
False |
486 |
| 10 |
1.5984 |
1.5488 |
0.0496 |
3.2% |
0.0147 |
0.9% |
19% |
False |
False |
469 |
| 20 |
1.5984 |
1.5257 |
0.0727 |
4.7% |
0.0132 |
0.8% |
45% |
False |
False |
312 |
| 40 |
1.5984 |
1.4861 |
0.1123 |
7.2% |
0.0137 |
0.9% |
64% |
False |
False |
218 |
| 60 |
1.5984 |
1.4386 |
0.1598 |
10.3% |
0.0116 |
0.7% |
75% |
False |
False |
155 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0101 |
0.6% |
76% |
False |
False |
117 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0081 |
0.5% |
76% |
False |
False |
94 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0068 |
0.4% |
76% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6314 |
|
2.618 |
1.6062 |
|
1.618 |
1.5908 |
|
1.000 |
1.5813 |
|
0.618 |
1.5754 |
|
HIGH |
1.5659 |
|
0.618 |
1.5600 |
|
0.500 |
1.5582 |
|
0.382 |
1.5564 |
|
LOW |
1.5505 |
|
0.618 |
1.5410 |
|
1.000 |
1.5351 |
|
1.618 |
1.5256 |
|
2.618 |
1.5102 |
|
4.250 |
1.4851 |
|
|
| Fisher Pivots for day following 19-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5583 |
1.5584 |
| PP |
1.5583 |
1.5583 |
| S1 |
1.5582 |
1.5583 |
|