CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 05-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5944 |
1.5884 |
-0.0060 |
-0.4% |
1.5415 |
| High |
1.5961 |
1.5922 |
-0.0039 |
-0.2% |
1.5719 |
| Low |
1.5853 |
1.5816 |
-0.0037 |
-0.2% |
1.5406 |
| Close |
1.5892 |
1.5877 |
-0.0015 |
-0.1% |
1.5693 |
| Range |
0.0108 |
0.0106 |
-0.0002 |
-1.9% |
0.0313 |
| ATR |
0.0154 |
0.0151 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
96,676 |
83,587 |
-13,089 |
-13.5% |
471,953 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6190 |
1.6139 |
1.5935 |
|
| R3 |
1.6084 |
1.6033 |
1.5906 |
|
| R2 |
1.5978 |
1.5978 |
1.5896 |
|
| R1 |
1.5927 |
1.5927 |
1.5887 |
1.5900 |
| PP |
1.5872 |
1.5872 |
1.5872 |
1.5858 |
| S1 |
1.5821 |
1.5821 |
1.5867 |
1.5794 |
| S2 |
1.5766 |
1.5766 |
1.5858 |
|
| S3 |
1.5660 |
1.5715 |
1.5848 |
|
| S4 |
1.5554 |
1.5609 |
1.5819 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6545 |
1.6432 |
1.5865 |
|
| R3 |
1.6232 |
1.6119 |
1.5779 |
|
| R2 |
1.5919 |
1.5919 |
1.5750 |
|
| R1 |
1.5806 |
1.5806 |
1.5722 |
1.5863 |
| PP |
1.5606 |
1.5606 |
1.5606 |
1.5634 |
| S1 |
1.5493 |
1.5493 |
1.5664 |
1.5550 |
| S2 |
1.5293 |
1.5293 |
1.5636 |
|
| S3 |
1.4980 |
1.5180 |
1.5607 |
|
| S4 |
1.4667 |
1.4867 |
1.5521 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5965 |
1.5548 |
0.0417 |
2.6% |
0.0141 |
0.9% |
79% |
False |
False |
93,497 |
| 10 |
1.5965 |
1.5253 |
0.0712 |
4.5% |
0.0133 |
0.8% |
88% |
False |
False |
93,529 |
| 20 |
1.5965 |
1.4946 |
0.1019 |
6.4% |
0.0153 |
1.0% |
91% |
False |
False |
98,763 |
| 40 |
1.5965 |
1.4505 |
0.1460 |
9.2% |
0.0161 |
1.0% |
94% |
False |
False |
103,752 |
| 60 |
1.5965 |
1.4233 |
0.1732 |
10.9% |
0.0175 |
1.1% |
95% |
False |
False |
71,026 |
| 80 |
1.5965 |
1.4233 |
0.1732 |
10.9% |
0.0175 |
1.1% |
95% |
False |
False |
53,464 |
| 100 |
1.5965 |
1.4233 |
0.1732 |
10.9% |
0.0167 |
1.1% |
95% |
False |
False |
42,831 |
| 120 |
1.5965 |
1.4233 |
0.1732 |
10.9% |
0.0143 |
0.9% |
95% |
False |
False |
35,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6373 |
|
2.618 |
1.6200 |
|
1.618 |
1.6094 |
|
1.000 |
1.6028 |
|
0.618 |
1.5988 |
|
HIGH |
1.5922 |
|
0.618 |
1.5882 |
|
0.500 |
1.5869 |
|
0.382 |
1.5856 |
|
LOW |
1.5816 |
|
0.618 |
1.5750 |
|
1.000 |
1.5710 |
|
1.618 |
1.5644 |
|
2.618 |
1.5538 |
|
4.250 |
1.5366 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5874 |
1.5891 |
| PP |
1.5872 |
1.5886 |
| S1 |
1.5869 |
1.5882 |
|