CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 13-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5643 |
1.5573 |
-0.0070 |
-0.4% |
1.5989 |
| High |
1.5711 |
1.5680 |
-0.0031 |
-0.2% |
1.5993 |
| Low |
1.5559 |
1.5564 |
0.0005 |
0.0% |
1.5559 |
| Close |
1.5564 |
1.5589 |
0.0025 |
0.2% |
1.5589 |
| Range |
0.0152 |
0.0116 |
-0.0036 |
-23.7% |
0.0434 |
| ATR |
0.0158 |
0.0155 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
105,538 |
91,674 |
-13,864 |
-13.1% |
544,249 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5959 |
1.5890 |
1.5653 |
|
| R3 |
1.5843 |
1.5774 |
1.5621 |
|
| R2 |
1.5727 |
1.5727 |
1.5610 |
|
| R1 |
1.5658 |
1.5658 |
1.5600 |
1.5693 |
| PP |
1.5611 |
1.5611 |
1.5611 |
1.5628 |
| S1 |
1.5542 |
1.5542 |
1.5578 |
1.5577 |
| S2 |
1.5495 |
1.5495 |
1.5568 |
|
| S3 |
1.5379 |
1.5426 |
1.5557 |
|
| S4 |
1.5263 |
1.5310 |
1.5525 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7016 |
1.6736 |
1.5828 |
|
| R3 |
1.6582 |
1.6302 |
1.5708 |
|
| R2 |
1.6148 |
1.6148 |
1.5669 |
|
| R1 |
1.5868 |
1.5868 |
1.5629 |
1.5791 |
| PP |
1.5714 |
1.5714 |
1.5714 |
1.5675 |
| S1 |
1.5434 |
1.5434 |
1.5549 |
1.5357 |
| S2 |
1.5280 |
1.5280 |
1.5509 |
|
| S3 |
1.4846 |
1.5000 |
1.5470 |
|
| S4 |
1.4412 |
1.4566 |
1.5350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5993 |
1.5559 |
0.0434 |
2.8% |
0.0164 |
1.1% |
7% |
False |
False |
108,849 |
| 10 |
1.5997 |
1.5559 |
0.0438 |
2.8% |
0.0152 |
1.0% |
7% |
False |
False |
103,087 |
| 20 |
1.5997 |
1.5122 |
0.0875 |
5.6% |
0.0149 |
1.0% |
53% |
False |
False |
98,916 |
| 40 |
1.5997 |
1.4688 |
0.1309 |
8.4% |
0.0156 |
1.0% |
69% |
False |
False |
104,533 |
| 60 |
1.5997 |
1.4233 |
0.1764 |
11.3% |
0.0169 |
1.1% |
77% |
False |
False |
81,638 |
| 80 |
1.5997 |
1.4233 |
0.1764 |
11.3% |
0.0178 |
1.1% |
77% |
False |
False |
61,533 |
| 100 |
1.5997 |
1.4233 |
0.1764 |
11.3% |
0.0168 |
1.1% |
77% |
False |
False |
49,272 |
| 120 |
1.5997 |
1.4233 |
0.1764 |
11.3% |
0.0151 |
1.0% |
77% |
False |
False |
41,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6173 |
|
2.618 |
1.5984 |
|
1.618 |
1.5868 |
|
1.000 |
1.5796 |
|
0.618 |
1.5752 |
|
HIGH |
1.5680 |
|
0.618 |
1.5636 |
|
0.500 |
1.5622 |
|
0.382 |
1.5608 |
|
LOW |
1.5564 |
|
0.618 |
1.5492 |
|
1.000 |
1.5448 |
|
1.618 |
1.5376 |
|
2.618 |
1.5260 |
|
4.250 |
1.5071 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5622 |
1.5717 |
| PP |
1.5611 |
1.5674 |
| S1 |
1.5600 |
1.5632 |
|