CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 27-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5466 |
1.5508 |
0.0042 |
0.3% |
1.5544 |
| High |
1.5583 |
1.5542 |
-0.0041 |
-0.3% |
1.5600 |
| Low |
1.5459 |
1.5441 |
-0.0018 |
-0.1% |
1.5364 |
| Close |
1.5515 |
1.5503 |
-0.0012 |
-0.1% |
1.5503 |
| Range |
0.0124 |
0.0101 |
-0.0023 |
-18.5% |
0.0236 |
| ATR |
0.0137 |
0.0134 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
416 |
733 |
317 |
76.2% |
2,096 |
|
| Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5798 |
1.5752 |
1.5559 |
|
| R3 |
1.5697 |
1.5651 |
1.5531 |
|
| R2 |
1.5596 |
1.5596 |
1.5522 |
|
| R1 |
1.5550 |
1.5550 |
1.5512 |
1.5523 |
| PP |
1.5495 |
1.5495 |
1.5495 |
1.5482 |
| S1 |
1.5449 |
1.5449 |
1.5494 |
1.5422 |
| S2 |
1.5394 |
1.5394 |
1.5484 |
|
| S3 |
1.5293 |
1.5348 |
1.5475 |
|
| S4 |
1.5192 |
1.5247 |
1.5447 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6197 |
1.6086 |
1.5633 |
|
| R3 |
1.5961 |
1.5850 |
1.5568 |
|
| R2 |
1.5725 |
1.5725 |
1.5546 |
|
| R1 |
1.5614 |
1.5614 |
1.5525 |
1.5552 |
| PP |
1.5489 |
1.5489 |
1.5489 |
1.5458 |
| S1 |
1.5378 |
1.5378 |
1.5481 |
1.5316 |
| S2 |
1.5253 |
1.5253 |
1.5460 |
|
| S3 |
1.5017 |
1.5142 |
1.5438 |
|
| S4 |
1.4781 |
1.4906 |
1.5373 |
|
|
| 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% |
0.0107 |
0.7% |
59% |
False |
False |
419 |
| 10 |
1.5681 |
1.5364 |
0.0317 |
2.0% |
0.0128 |
0.8% |
44% |
False |
False |
453 |
| 20 |
1.5984 |
1.5364 |
0.0620 |
4.0% |
0.0130 |
0.8% |
22% |
False |
False |
387 |
| 40 |
1.5984 |
1.4944 |
0.1040 |
6.7% |
0.0131 |
0.8% |
54% |
False |
False |
265 |
| 60 |
1.5984 |
1.4386 |
0.1598 |
10.3% |
0.0127 |
0.8% |
70% |
False |
False |
192 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0108 |
0.7% |
71% |
False |
False |
146 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0087 |
0.6% |
71% |
False |
False |
117 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0073 |
0.5% |
71% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5971 |
|
2.618 |
1.5806 |
|
1.618 |
1.5705 |
|
1.000 |
1.5643 |
|
0.618 |
1.5604 |
|
HIGH |
1.5542 |
|
0.618 |
1.5503 |
|
0.500 |
1.5492 |
|
0.382 |
1.5480 |
|
LOW |
1.5441 |
|
0.618 |
1.5379 |
|
1.000 |
1.5340 |
|
1.618 |
1.5278 |
|
2.618 |
1.5177 |
|
4.250 |
1.5012 |
|
|
| Fisher Pivots for day following 27-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5499 |
1.5496 |
| PP |
1.5495 |
1.5489 |
| S1 |
1.5492 |
1.5483 |
|