CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 25-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5492 |
1.5431 |
-0.0061 |
-0.4% |
1.5586 |
| High |
1.5492 |
1.5461 |
-0.0031 |
-0.2% |
1.5681 |
| Low |
1.5364 |
1.5382 |
0.0018 |
0.1% |
1.5454 |
| Close |
1.5429 |
1.5439 |
0.0010 |
0.1% |
1.5522 |
| Range |
0.0128 |
0.0079 |
-0.0049 |
-38.3% |
0.0227 |
| ATR |
0.0140 |
0.0136 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
235 |
471 |
236 |
100.4% |
2,435 |
|
| Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5664 |
1.5631 |
1.5482 |
|
| R3 |
1.5585 |
1.5552 |
1.5461 |
|
| R2 |
1.5506 |
1.5506 |
1.5453 |
|
| R1 |
1.5473 |
1.5473 |
1.5446 |
1.5490 |
| PP |
1.5427 |
1.5427 |
1.5427 |
1.5436 |
| S1 |
1.5394 |
1.5394 |
1.5432 |
1.5411 |
| S2 |
1.5348 |
1.5348 |
1.5425 |
|
| S3 |
1.5269 |
1.5315 |
1.5417 |
|
| S4 |
1.5190 |
1.5236 |
1.5396 |
|
|
| 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 |
1.5659 |
1.5364 |
0.0295 |
1.9% |
0.0118 |
0.8% |
25% |
False |
False |
402 |
| 10 |
1.5700 |
1.5364 |
0.0336 |
2.2% |
0.0131 |
0.8% |
22% |
False |
False |
536 |
| 20 |
1.5984 |
1.5364 |
0.0620 |
4.0% |
0.0130 |
0.8% |
12% |
False |
False |
337 |
| 40 |
1.5984 |
1.4877 |
0.1107 |
7.2% |
0.0136 |
0.9% |
51% |
False |
False |
239 |
| 60 |
1.5984 |
1.4386 |
0.1598 |
10.4% |
0.0123 |
0.8% |
66% |
False |
False |
173 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0106 |
0.7% |
67% |
False |
False |
131 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0085 |
0.6% |
67% |
False |
False |
105 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0071 |
0.5% |
67% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5797 |
|
2.618 |
1.5668 |
|
1.618 |
1.5589 |
|
1.000 |
1.5540 |
|
0.618 |
1.5510 |
|
HIGH |
1.5461 |
|
0.618 |
1.5431 |
|
0.500 |
1.5422 |
|
0.382 |
1.5412 |
|
LOW |
1.5382 |
|
0.618 |
1.5333 |
|
1.000 |
1.5303 |
|
1.618 |
1.5254 |
|
2.618 |
1.5175 |
|
4.250 |
1.5046 |
|
|
| Fisher Pivots for day following 25-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5433 |
1.5482 |
| PP |
1.5427 |
1.5468 |
| S1 |
1.5422 |
1.5453 |
|