CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 26-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5431 |
1.5466 |
0.0035 |
0.2% |
1.5586 |
| High |
1.5461 |
1.5583 |
0.0122 |
0.8% |
1.5681 |
| Low |
1.5382 |
1.5459 |
0.0077 |
0.5% |
1.5454 |
| Close |
1.5439 |
1.5515 |
0.0076 |
0.5% |
1.5522 |
| Range |
0.0079 |
0.0124 |
0.0045 |
57.0% |
0.0227 |
| ATR |
0.0136 |
0.0137 |
0.0001 |
0.4% |
0.0000 |
| Volume |
471 |
416 |
-55 |
-11.7% |
2,435 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5891 |
1.5827 |
1.5583 |
|
| R3 |
1.5767 |
1.5703 |
1.5549 |
|
| R2 |
1.5643 |
1.5643 |
1.5538 |
|
| R1 |
1.5579 |
1.5579 |
1.5526 |
1.5611 |
| PP |
1.5519 |
1.5519 |
1.5519 |
1.5535 |
| S1 |
1.5455 |
1.5455 |
1.5504 |
1.5487 |
| S2 |
1.5395 |
1.5395 |
1.5492 |
|
| S3 |
1.5271 |
1.5331 |
1.5481 |
|
| S4 |
1.5147 |
1.5207 |
1.5447 |
|
|
| 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 |
1.5600 |
1.5364 |
0.0236 |
1.5% |
0.0112 |
0.7% |
64% |
False |
False |
315 |
| 10 |
1.5681 |
1.5364 |
0.0317 |
2.0% |
0.0128 |
0.8% |
48% |
False |
False |
400 |
| 20 |
1.5984 |
1.5364 |
0.0620 |
4.0% |
0.0132 |
0.9% |
24% |
False |
False |
354 |
| 40 |
1.5984 |
1.4877 |
0.1107 |
7.1% |
0.0136 |
0.9% |
58% |
False |
False |
248 |
| 60 |
1.5984 |
1.4386 |
0.1598 |
10.3% |
0.0125 |
0.8% |
71% |
False |
False |
180 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0107 |
0.7% |
72% |
False |
False |
137 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0086 |
0.6% |
72% |
False |
False |
110 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0072 |
0.5% |
72% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6110 |
|
2.618 |
1.5908 |
|
1.618 |
1.5784 |
|
1.000 |
1.5707 |
|
0.618 |
1.5660 |
|
HIGH |
1.5583 |
|
0.618 |
1.5536 |
|
0.500 |
1.5521 |
|
0.382 |
1.5506 |
|
LOW |
1.5459 |
|
0.618 |
1.5382 |
|
1.000 |
1.5335 |
|
1.618 |
1.5258 |
|
2.618 |
1.5134 |
|
4.250 |
1.4932 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5521 |
1.5501 |
| PP |
1.5519 |
1.5487 |
| S1 |
1.5517 |
1.5474 |
|