CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 24-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5544 |
1.5492 |
-0.0052 |
-0.3% |
1.5586 |
| High |
1.5600 |
1.5492 |
-0.0108 |
-0.7% |
1.5681 |
| Low |
1.5496 |
1.5364 |
-0.0132 |
-0.9% |
1.5454 |
| Close |
1.5523 |
1.5429 |
-0.0094 |
-0.6% |
1.5522 |
| Range |
0.0104 |
0.0128 |
0.0024 |
23.1% |
0.0227 |
| ATR |
0.0139 |
0.0140 |
0.0001 |
1.0% |
0.0000 |
| Volume |
241 |
235 |
-6 |
-2.5% |
2,435 |
|
| Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5812 |
1.5749 |
1.5499 |
|
| R3 |
1.5684 |
1.5621 |
1.5464 |
|
| R2 |
1.5556 |
1.5556 |
1.5452 |
|
| R1 |
1.5493 |
1.5493 |
1.5441 |
1.5461 |
| PP |
1.5428 |
1.5428 |
1.5428 |
1.5412 |
| S1 |
1.5365 |
1.5365 |
1.5417 |
1.5333 |
| S2 |
1.5300 |
1.5300 |
1.5406 |
|
| S3 |
1.5172 |
1.5237 |
1.5394 |
|
| S4 |
1.5044 |
1.5109 |
1.5359 |
|
|
| 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 |
1.5364 |
0.0313 |
2.0% |
0.0140 |
0.9% |
21% |
False |
True |
437 |
| 10 |
1.5825 |
1.5364 |
0.0461 |
3.0% |
0.0142 |
0.9% |
14% |
False |
True |
514 |
| 20 |
1.5984 |
1.5364 |
0.0620 |
4.0% |
0.0130 |
0.8% |
10% |
False |
True |
322 |
| 40 |
1.5984 |
1.4877 |
0.1107 |
7.2% |
0.0136 |
0.9% |
50% |
False |
False |
228 |
| 60 |
1.5984 |
1.4386 |
0.1598 |
10.4% |
0.0122 |
0.8% |
65% |
False |
False |
165 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0105 |
0.7% |
67% |
False |
False |
126 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0084 |
0.5% |
67% |
False |
False |
101 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0071 |
0.5% |
67% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6036 |
|
2.618 |
1.5827 |
|
1.618 |
1.5699 |
|
1.000 |
1.5620 |
|
0.618 |
1.5571 |
|
HIGH |
1.5492 |
|
0.618 |
1.5443 |
|
0.500 |
1.5428 |
|
0.382 |
1.5413 |
|
LOW |
1.5364 |
|
0.618 |
1.5285 |
|
1.000 |
1.5236 |
|
1.618 |
1.5157 |
|
2.618 |
1.5029 |
|
4.250 |
1.4820 |
|
|
| Fisher Pivots for day following 24-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5429 |
1.5482 |
| PP |
1.5428 |
1.5464 |
| S1 |
1.5428 |
1.5447 |
|