CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5904 |
1.5850 |
-0.0054 |
-0.3% |
1.5715 |
| High |
1.5907 |
1.5875 |
-0.0032 |
-0.2% |
1.5997 |
| Low |
1.5707 |
1.5625 |
-0.0082 |
-0.5% |
1.5691 |
| Close |
1.5875 |
1.5669 |
-0.0206 |
-1.3% |
1.5963 |
| Range |
0.0200 |
0.0250 |
0.0050 |
25.0% |
0.0306 |
| ATR |
0.0152 |
0.0159 |
0.0007 |
4.6% |
0.0000 |
| Volume |
132,134 |
155,205 |
23,071 |
17.5% |
486,629 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6473 |
1.6321 |
1.5807 |
|
| R3 |
1.6223 |
1.6071 |
1.5738 |
|
| R2 |
1.5973 |
1.5973 |
1.5715 |
|
| R1 |
1.5821 |
1.5821 |
1.5692 |
1.5772 |
| PP |
1.5723 |
1.5723 |
1.5723 |
1.5699 |
| S1 |
1.5571 |
1.5571 |
1.5646 |
1.5522 |
| S2 |
1.5473 |
1.5473 |
1.5623 |
|
| S3 |
1.5223 |
1.5321 |
1.5600 |
|
| S4 |
1.4973 |
1.5071 |
1.5532 |
|
|
| 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 |
1.5625 |
0.0372 |
2.4% |
0.0164 |
1.0% |
12% |
False |
True |
106,749 |
| 10 |
1.5997 |
1.5548 |
0.0449 |
2.9% |
0.0150 |
1.0% |
27% |
False |
False |
100,958 |
| 20 |
1.5997 |
1.5122 |
0.0875 |
5.6% |
0.0156 |
1.0% |
63% |
False |
False |
99,838 |
| 40 |
1.5997 |
1.4645 |
0.1352 |
8.6% |
0.0157 |
1.0% |
76% |
False |
False |
104,970 |
| 60 |
1.5997 |
1.4233 |
0.1764 |
11.3% |
0.0171 |
1.1% |
81% |
False |
False |
78,384 |
| 80 |
1.5997 |
1.4233 |
0.1764 |
11.3% |
0.0177 |
1.1% |
81% |
False |
False |
59,074 |
| 100 |
1.5997 |
1.4233 |
0.1764 |
11.3% |
0.0168 |
1.1% |
81% |
False |
False |
47,304 |
| 120 |
1.5997 |
1.4233 |
0.1764 |
11.3% |
0.0149 |
1.0% |
81% |
False |
False |
39,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6938 |
|
2.618 |
1.6530 |
|
1.618 |
1.6280 |
|
1.000 |
1.6125 |
|
0.618 |
1.6030 |
|
HIGH |
1.5875 |
|
0.618 |
1.5780 |
|
0.500 |
1.5750 |
|
0.382 |
1.5721 |
|
LOW |
1.5625 |
|
0.618 |
1.5471 |
|
1.000 |
1.5375 |
|
1.618 |
1.5221 |
|
2.618 |
1.4971 |
|
4.250 |
1.4563 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5750 |
1.5809 |
| PP |
1.5723 |
1.5762 |
| S1 |
1.5696 |
1.5716 |
|