CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 30-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5508 |
1.5513 |
0.0005 |
0.0% |
1.5544 |
| High |
1.5542 |
1.5565 |
0.0023 |
0.1% |
1.5600 |
| Low |
1.5441 |
1.5438 |
-0.0003 |
0.0% |
1.5364 |
| Close |
1.5503 |
1.5455 |
-0.0048 |
-0.3% |
1.5503 |
| Range |
0.0101 |
0.0127 |
0.0026 |
25.7% |
0.0236 |
| ATR |
0.0134 |
0.0134 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
733 |
282 |
-451 |
-61.5% |
2,096 |
|
| Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5867 |
1.5788 |
1.5525 |
|
| R3 |
1.5740 |
1.5661 |
1.5490 |
|
| R2 |
1.5613 |
1.5613 |
1.5478 |
|
| R1 |
1.5534 |
1.5534 |
1.5467 |
1.5510 |
| PP |
1.5486 |
1.5486 |
1.5486 |
1.5474 |
| S1 |
1.5407 |
1.5407 |
1.5443 |
1.5383 |
| S2 |
1.5359 |
1.5359 |
1.5432 |
|
| S3 |
1.5232 |
1.5280 |
1.5420 |
|
| S4 |
1.5105 |
1.5153 |
1.5385 |
|
|
| 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 |
1.5583 |
1.5364 |
0.0219 |
1.4% |
0.0112 |
0.7% |
42% |
False |
False |
427 |
| 10 |
1.5677 |
1.5364 |
0.0313 |
2.0% |
0.0125 |
0.8% |
29% |
False |
False |
449 |
| 20 |
1.5984 |
1.5364 |
0.0620 |
4.0% |
0.0127 |
0.8% |
15% |
False |
False |
397 |
| 40 |
1.5984 |
1.4944 |
0.1040 |
6.7% |
0.0133 |
0.9% |
49% |
False |
False |
266 |
| 60 |
1.5984 |
1.4386 |
0.1598 |
10.3% |
0.0129 |
0.8% |
67% |
False |
False |
196 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0104 |
0.7% |
68% |
False |
False |
149 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0089 |
0.6% |
68% |
False |
False |
120 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0074 |
0.5% |
68% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6105 |
|
2.618 |
1.5897 |
|
1.618 |
1.5770 |
|
1.000 |
1.5692 |
|
0.618 |
1.5643 |
|
HIGH |
1.5565 |
|
0.618 |
1.5516 |
|
0.500 |
1.5502 |
|
0.382 |
1.5487 |
|
LOW |
1.5438 |
|
0.618 |
1.5360 |
|
1.000 |
1.5311 |
|
1.618 |
1.5233 |
|
2.618 |
1.5106 |
|
4.250 |
1.4898 |
|
|
| Fisher Pivots for day following 30-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5502 |
1.5511 |
| PP |
1.5486 |
1.5492 |
| S1 |
1.5471 |
1.5474 |
|