CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 23-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5570 |
1.5544 |
-0.0026 |
-0.2% |
1.5586 |
| High |
1.5578 |
1.5600 |
0.0022 |
0.1% |
1.5681 |
| Low |
1.5454 |
1.5496 |
0.0042 |
0.3% |
1.5454 |
| Close |
1.5522 |
1.5523 |
0.0001 |
0.0% |
1.5522 |
| Range |
0.0124 |
0.0104 |
-0.0020 |
-16.1% |
0.0227 |
| ATR |
0.0142 |
0.0139 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
212 |
241 |
29 |
13.7% |
2,435 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5852 |
1.5791 |
1.5580 |
|
| R3 |
1.5748 |
1.5687 |
1.5552 |
|
| R2 |
1.5644 |
1.5644 |
1.5542 |
|
| R1 |
1.5583 |
1.5583 |
1.5533 |
1.5562 |
| PP |
1.5540 |
1.5540 |
1.5540 |
1.5529 |
| S1 |
1.5479 |
1.5479 |
1.5513 |
1.5458 |
| S2 |
1.5436 |
1.5436 |
1.5504 |
|
| S3 |
1.5332 |
1.5375 |
1.5494 |
|
| S4 |
1.5228 |
1.5271 |
1.5466 |
|
|
| 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 |
1.5677 |
1.5454 |
0.0223 |
1.4% |
0.0139 |
0.9% |
31% |
False |
False |
470 |
| 10 |
1.5875 |
1.5454 |
0.0421 |
2.7% |
0.0147 |
0.9% |
16% |
False |
False |
496 |
| 20 |
1.5984 |
1.5452 |
0.0532 |
3.4% |
0.0130 |
0.8% |
13% |
False |
False |
319 |
| 40 |
1.5984 |
1.4877 |
0.1107 |
7.1% |
0.0136 |
0.9% |
58% |
False |
False |
224 |
| 60 |
1.5984 |
1.4386 |
0.1598 |
10.3% |
0.0120 |
0.8% |
71% |
False |
False |
162 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0104 |
0.7% |
72% |
False |
False |
123 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0083 |
0.5% |
72% |
False |
False |
98 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0069 |
0.4% |
72% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6042 |
|
2.618 |
1.5872 |
|
1.618 |
1.5768 |
|
1.000 |
1.5704 |
|
0.618 |
1.5664 |
|
HIGH |
1.5600 |
|
0.618 |
1.5560 |
|
0.500 |
1.5548 |
|
0.382 |
1.5536 |
|
LOW |
1.5496 |
|
0.618 |
1.5432 |
|
1.000 |
1.5392 |
|
1.618 |
1.5328 |
|
2.618 |
1.5224 |
|
4.250 |
1.5054 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5548 |
1.5557 |
| PP |
1.5540 |
1.5545 |
| S1 |
1.5531 |
1.5534 |
|