CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 31-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5513 |
1.5460 |
-0.0053 |
-0.3% |
1.5544 |
| High |
1.5565 |
1.5462 |
-0.0103 |
-0.7% |
1.5600 |
| Low |
1.5438 |
1.5320 |
-0.0118 |
-0.8% |
1.5364 |
| Close |
1.5455 |
1.5322 |
-0.0133 |
-0.9% |
1.5503 |
| Range |
0.0127 |
0.0142 |
0.0015 |
11.8% |
0.0236 |
| ATR |
0.0134 |
0.0134 |
0.0001 |
0.5% |
0.0000 |
| Volume |
282 |
324 |
42 |
14.9% |
2,096 |
|
| Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5794 |
1.5700 |
1.5400 |
|
| R3 |
1.5652 |
1.5558 |
1.5361 |
|
| R2 |
1.5510 |
1.5510 |
1.5348 |
|
| R1 |
1.5416 |
1.5416 |
1.5335 |
1.5392 |
| PP |
1.5368 |
1.5368 |
1.5368 |
1.5356 |
| S1 |
1.5274 |
1.5274 |
1.5309 |
1.5250 |
| S2 |
1.5226 |
1.5226 |
1.5296 |
|
| S3 |
1.5084 |
1.5132 |
1.5283 |
|
| S4 |
1.4942 |
1.4990 |
1.5244 |
|
|
| 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 |
1.5320 |
0.0263 |
1.7% |
0.0115 |
0.7% |
1% |
False |
True |
445 |
| 10 |
1.5677 |
1.5320 |
0.0357 |
2.3% |
0.0127 |
0.8% |
1% |
False |
True |
441 |
| 20 |
1.5984 |
1.5320 |
0.0664 |
4.3% |
0.0129 |
0.8% |
0% |
False |
True |
398 |
| 40 |
1.5984 |
1.4944 |
0.1040 |
6.8% |
0.0133 |
0.9% |
36% |
False |
False |
269 |
| 60 |
1.5984 |
1.4386 |
0.1598 |
10.4% |
0.0129 |
0.8% |
59% |
False |
False |
201 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.9% |
0.0105 |
0.7% |
60% |
False |
False |
153 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.9% |
0.0090 |
0.6% |
60% |
False |
False |
123 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.9% |
0.0075 |
0.5% |
60% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6066 |
|
2.618 |
1.5834 |
|
1.618 |
1.5692 |
|
1.000 |
1.5604 |
|
0.618 |
1.5550 |
|
HIGH |
1.5462 |
|
0.618 |
1.5408 |
|
0.500 |
1.5391 |
|
0.382 |
1.5374 |
|
LOW |
1.5320 |
|
0.618 |
1.5232 |
|
1.000 |
1.5178 |
|
1.618 |
1.5090 |
|
2.618 |
1.4948 |
|
4.250 |
1.4717 |
|
|
| Fisher Pivots for day following 31-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5391 |
1.5443 |
| PP |
1.5368 |
1.5402 |
| S1 |
1.5345 |
1.5362 |
|