CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 20-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5598 |
1.5570 |
-0.0028 |
-0.2% |
1.5586 |
| High |
1.5659 |
1.5578 |
-0.0081 |
-0.5% |
1.5681 |
| Low |
1.5505 |
1.5454 |
-0.0051 |
-0.3% |
1.5454 |
| Close |
1.5584 |
1.5522 |
-0.0062 |
-0.4% |
1.5522 |
| Range |
0.0154 |
0.0124 |
-0.0030 |
-19.5% |
0.0227 |
| ATR |
0.0143 |
0.0142 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
852 |
212 |
-640 |
-75.1% |
2,435 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5890 |
1.5830 |
1.5590 |
|
| R3 |
1.5766 |
1.5706 |
1.5556 |
|
| R2 |
1.5642 |
1.5642 |
1.5545 |
|
| R1 |
1.5582 |
1.5582 |
1.5533 |
1.5550 |
| PP |
1.5518 |
1.5518 |
1.5518 |
1.5502 |
| S1 |
1.5458 |
1.5458 |
1.5511 |
1.5426 |
| S2 |
1.5394 |
1.5394 |
1.5499 |
|
| S3 |
1.5270 |
1.5334 |
1.5488 |
|
| S4 |
1.5146 |
1.5210 |
1.5454 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6233 |
1.6105 |
1.5647 |
|
| R3 |
1.6006 |
1.5878 |
1.5584 |
|
| R2 |
1.5779 |
1.5779 |
1.5564 |
|
| R1 |
1.5651 |
1.5651 |
1.5543 |
1.5602 |
| PP |
1.5552 |
1.5552 |
1.5552 |
1.5528 |
| S1 |
1.5424 |
1.5424 |
1.5501 |
1.5375 |
| S2 |
1.5325 |
1.5325 |
1.5480 |
|
| S3 |
1.5098 |
1.5197 |
1.5460 |
|
| S4 |
1.4871 |
1.4970 |
1.5397 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5681 |
1.5454 |
0.0227 |
1.5% |
0.0149 |
1.0% |
30% |
False |
True |
487 |
| 10 |
1.5973 |
1.5454 |
0.0519 |
3.3% |
0.0144 |
0.9% |
13% |
False |
True |
482 |
| 20 |
1.5984 |
1.5415 |
0.0569 |
3.7% |
0.0129 |
0.8% |
19% |
False |
False |
319 |
| 40 |
1.5984 |
1.4861 |
0.1123 |
7.2% |
0.0138 |
0.9% |
59% |
False |
False |
223 |
| 60 |
1.5984 |
1.4386 |
0.1598 |
10.3% |
0.0118 |
0.8% |
71% |
False |
False |
158 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0102 |
0.7% |
72% |
False |
False |
120 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0082 |
0.5% |
72% |
False |
False |
96 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0069 |
0.4% |
72% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6105 |
|
2.618 |
1.5903 |
|
1.618 |
1.5779 |
|
1.000 |
1.5702 |
|
0.618 |
1.5655 |
|
HIGH |
1.5578 |
|
0.618 |
1.5531 |
|
0.500 |
1.5516 |
|
0.382 |
1.5501 |
|
LOW |
1.5454 |
|
0.618 |
1.5377 |
|
1.000 |
1.5330 |
|
1.618 |
1.5253 |
|
2.618 |
1.5129 |
|
4.250 |
1.4927 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5520 |
1.5566 |
| PP |
1.5518 |
1.5551 |
| S1 |
1.5516 |
1.5537 |
|