CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 10-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5989 |
1.5904 |
-0.0085 |
-0.5% |
1.5715 |
| High |
1.5993 |
1.5907 |
-0.0086 |
-0.5% |
1.5997 |
| Low |
1.5890 |
1.5707 |
-0.0183 |
-1.2% |
1.5691 |
| Close |
1.5894 |
1.5875 |
-0.0019 |
-0.1% |
1.5963 |
| Range |
0.0103 |
0.0200 |
0.0097 |
94.2% |
0.0306 |
| ATR |
0.0148 |
0.0152 |
0.0004 |
2.5% |
0.0000 |
| Volume |
59,698 |
132,134 |
72,436 |
121.3% |
486,629 |
|
| Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6430 |
1.6352 |
1.5985 |
|
| R3 |
1.6230 |
1.6152 |
1.5930 |
|
| R2 |
1.6030 |
1.6030 |
1.5912 |
|
| R1 |
1.5952 |
1.5952 |
1.5893 |
1.5891 |
| PP |
1.5830 |
1.5830 |
1.5830 |
1.5799 |
| S1 |
1.5752 |
1.5752 |
1.5857 |
1.5691 |
| S2 |
1.5630 |
1.5630 |
1.5838 |
|
| S3 |
1.5430 |
1.5552 |
1.5820 |
|
| S4 |
1.5230 |
1.5352 |
1.5765 |
|
|
| 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 |
1.5707 |
0.0290 |
1.8% |
0.0136 |
0.9% |
58% |
False |
True |
95,043 |
| 10 |
1.5997 |
1.5548 |
0.0449 |
2.8% |
0.0132 |
0.8% |
73% |
False |
False |
95,049 |
| 20 |
1.5997 |
1.5122 |
0.0875 |
5.5% |
0.0150 |
0.9% |
86% |
False |
False |
98,811 |
| 40 |
1.5997 |
1.4645 |
0.1352 |
8.5% |
0.0155 |
1.0% |
91% |
False |
False |
103,968 |
| 60 |
1.5997 |
1.4233 |
0.1764 |
11.1% |
0.0171 |
1.1% |
93% |
False |
False |
75,818 |
| 80 |
1.5997 |
1.4233 |
0.1764 |
11.1% |
0.0176 |
1.1% |
93% |
False |
False |
57,138 |
| 100 |
1.5997 |
1.4233 |
0.1764 |
11.1% |
0.0167 |
1.0% |
93% |
False |
False |
45,758 |
| 120 |
1.5997 |
1.4233 |
0.1764 |
11.1% |
0.0147 |
0.9% |
93% |
False |
False |
38,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6757 |
|
2.618 |
1.6431 |
|
1.618 |
1.6231 |
|
1.000 |
1.6107 |
|
0.618 |
1.6031 |
|
HIGH |
1.5907 |
|
0.618 |
1.5831 |
|
0.500 |
1.5807 |
|
0.382 |
1.5783 |
|
LOW |
1.5707 |
|
0.618 |
1.5583 |
|
1.000 |
1.5507 |
|
1.618 |
1.5383 |
|
2.618 |
1.5183 |
|
4.250 |
1.4857 |
|
|
| Fisher Pivots for day following 10-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5852 |
1.5867 |
| PP |
1.5830 |
1.5860 |
| S1 |
1.5807 |
1.5852 |
|