CME British Pound Future September 2010
Trading Metrics calculated at close of trading on 09-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
1.5887 |
1.5989 |
0.0102 |
0.6% |
1.5715 |
High |
1.5997 |
1.5993 |
-0.0004 |
0.0% |
1.5997 |
Low |
1.5835 |
1.5890 |
0.0055 |
0.3% |
1.5691 |
Close |
1.5963 |
1.5894 |
-0.0069 |
-0.4% |
1.5963 |
Range |
0.0162 |
0.0103 |
-0.0059 |
-36.4% |
0.0306 |
ATR |
0.0152 |
0.0148 |
-0.0003 |
-2.3% |
0.0000 |
Volume |
103,122 |
59,698 |
-43,424 |
-42.1% |
486,629 |
|
Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6235 |
1.6167 |
1.5951 |
|
R3 |
1.6132 |
1.6064 |
1.5922 |
|
R2 |
1.6029 |
1.6029 |
1.5913 |
|
R1 |
1.5961 |
1.5961 |
1.5903 |
1.5944 |
PP |
1.5926 |
1.5926 |
1.5926 |
1.5917 |
S1 |
1.5858 |
1.5858 |
1.5885 |
1.5841 |
S2 |
1.5823 |
1.5823 |
1.5875 |
|
S3 |
1.5720 |
1.5755 |
1.5866 |
|
S4 |
1.5617 |
1.5652 |
1.5837 |
|
|
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 |
1.5816 |
0.0181 |
1.1% |
0.0117 |
0.7% |
43% |
False |
False |
86,962 |
10 |
1.5997 |
1.5438 |
0.0559 |
3.5% |
0.0129 |
0.8% |
82% |
False |
False |
89,395 |
20 |
1.5997 |
1.4963 |
0.1034 |
6.5% |
0.0151 |
1.0% |
90% |
False |
False |
98,150 |
40 |
1.5997 |
1.4552 |
0.1445 |
9.1% |
0.0156 |
1.0% |
93% |
False |
False |
104,151 |
60 |
1.5997 |
1.4233 |
0.1764 |
11.1% |
0.0170 |
1.1% |
94% |
False |
False |
73,704 |
80 |
1.5997 |
1.4233 |
0.1764 |
11.1% |
0.0175 |
1.1% |
94% |
False |
False |
55,491 |
100 |
1.5997 |
1.4233 |
0.1764 |
11.1% |
0.0167 |
1.1% |
94% |
False |
False |
44,446 |
120 |
1.5997 |
1.4233 |
0.1764 |
11.1% |
0.0145 |
0.9% |
94% |
False |
False |
37,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6431 |
2.618 |
1.6263 |
1.618 |
1.6160 |
1.000 |
1.6096 |
0.618 |
1.6057 |
HIGH |
1.5993 |
0.618 |
1.5954 |
0.500 |
1.5942 |
0.382 |
1.5929 |
LOW |
1.5890 |
0.618 |
1.5826 |
1.000 |
1.5787 |
1.618 |
1.5723 |
2.618 |
1.5620 |
4.250 |
1.5452 |
|
|
Fisher Pivots for day following 09-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
1.5942 |
1.5907 |
PP |
1.5926 |
1.5902 |
S1 |
1.5910 |
1.5898 |
|