CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 06-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5884 |
1.5887 |
0.0003 |
0.0% |
1.5715 |
| High |
1.5922 |
1.5997 |
0.0075 |
0.5% |
1.5997 |
| Low |
1.5816 |
1.5835 |
0.0019 |
0.1% |
1.5691 |
| Close |
1.5877 |
1.5963 |
0.0086 |
0.5% |
1.5963 |
| Range |
0.0106 |
0.0162 |
0.0056 |
52.8% |
0.0306 |
| ATR |
0.0151 |
0.0152 |
0.0001 |
0.5% |
0.0000 |
| Volume |
83,587 |
103,122 |
19,535 |
23.4% |
486,629 |
|
| Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6418 |
1.6352 |
1.6052 |
|
| R3 |
1.6256 |
1.6190 |
1.6008 |
|
| R2 |
1.6094 |
1.6094 |
1.5993 |
|
| R1 |
1.6028 |
1.6028 |
1.5978 |
1.6061 |
| PP |
1.5932 |
1.5932 |
1.5932 |
1.5948 |
| S1 |
1.5866 |
1.5866 |
1.5948 |
1.5899 |
| S2 |
1.5770 |
1.5770 |
1.5933 |
|
| S3 |
1.5608 |
1.5704 |
1.5918 |
|
| S4 |
1.5446 |
1.5542 |
1.5874 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6802 |
1.6688 |
1.6131 |
|
| R3 |
1.6496 |
1.6382 |
1.6047 |
|
| R2 |
1.6190 |
1.6190 |
1.6019 |
|
| R1 |
1.6076 |
1.6076 |
1.5991 |
1.6133 |
| PP |
1.5884 |
1.5884 |
1.5884 |
1.5912 |
| S1 |
1.5770 |
1.5770 |
1.5935 |
1.5827 |
| S2 |
1.5578 |
1.5578 |
1.5907 |
|
| S3 |
1.5272 |
1.5464 |
1.5879 |
|
| S4 |
1.4966 |
1.5158 |
1.5795 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5997 |
1.5691 |
0.0306 |
1.9% |
0.0139 |
0.9% |
89% |
True |
False |
97,325 |
| 10 |
1.5997 |
1.5406 |
0.0591 |
3.7% |
0.0129 |
0.8% |
94% |
True |
False |
95,858 |
| 20 |
1.5997 |
1.4946 |
0.1051 |
6.6% |
0.0153 |
1.0% |
97% |
True |
False |
99,279 |
| 40 |
1.5997 |
1.4505 |
0.1492 |
9.3% |
0.0160 |
1.0% |
98% |
True |
False |
105,254 |
| 60 |
1.5997 |
1.4233 |
0.1764 |
11.1% |
0.0174 |
1.1% |
98% |
True |
False |
72,725 |
| 80 |
1.5997 |
1.4233 |
0.1764 |
11.1% |
0.0175 |
1.1% |
98% |
True |
False |
54,750 |
| 100 |
1.5997 |
1.4233 |
0.1764 |
11.1% |
0.0167 |
1.0% |
98% |
True |
False |
43,855 |
| 120 |
1.5997 |
1.4233 |
0.1764 |
11.1% |
0.0144 |
0.9% |
98% |
True |
False |
36,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6686 |
|
2.618 |
1.6421 |
|
1.618 |
1.6259 |
|
1.000 |
1.6159 |
|
0.618 |
1.6097 |
|
HIGH |
1.5997 |
|
0.618 |
1.5935 |
|
0.500 |
1.5916 |
|
0.382 |
1.5897 |
|
LOW |
1.5835 |
|
0.618 |
1.5735 |
|
1.000 |
1.5673 |
|
1.618 |
1.5573 |
|
2.618 |
1.5411 |
|
4.250 |
1.5147 |
|
|
| Fisher Pivots for day following 06-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5947 |
1.5944 |
| PP |
1.5932 |
1.5925 |
| S1 |
1.5916 |
1.5907 |
|