CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5573 |
1.5590 |
0.0017 |
0.1% |
1.5989 |
| High |
1.5680 |
1.5701 |
0.0021 |
0.1% |
1.5993 |
| Low |
1.5564 |
1.5531 |
-0.0033 |
-0.2% |
1.5559 |
| Close |
1.5589 |
1.5644 |
0.0055 |
0.4% |
1.5589 |
| Range |
0.0116 |
0.0170 |
0.0054 |
46.6% |
0.0434 |
| ATR |
0.0155 |
0.0156 |
0.0001 |
0.7% |
0.0000 |
| Volume |
91,674 |
95,666 |
3,992 |
4.4% |
544,249 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6135 |
1.6060 |
1.5738 |
|
| R3 |
1.5965 |
1.5890 |
1.5691 |
|
| R2 |
1.5795 |
1.5795 |
1.5675 |
|
| R1 |
1.5720 |
1.5720 |
1.5660 |
1.5758 |
| PP |
1.5625 |
1.5625 |
1.5625 |
1.5644 |
| S1 |
1.5550 |
1.5550 |
1.5628 |
1.5588 |
| S2 |
1.5455 |
1.5455 |
1.5613 |
|
| S3 |
1.5285 |
1.5380 |
1.5597 |
|
| S4 |
1.5115 |
1.5210 |
1.5551 |
|
|
| 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 |
1.5907 |
1.5531 |
0.0376 |
2.4% |
0.0178 |
1.1% |
30% |
False |
True |
116,043 |
| 10 |
1.5997 |
1.5531 |
0.0466 |
3.0% |
0.0147 |
0.9% |
24% |
False |
True |
101,503 |
| 20 |
1.5997 |
1.5122 |
0.0875 |
5.6% |
0.0150 |
1.0% |
60% |
False |
False |
98,882 |
| 40 |
1.5997 |
1.4688 |
0.1309 |
8.4% |
0.0157 |
1.0% |
73% |
False |
False |
104,320 |
| 60 |
1.5997 |
1.4271 |
0.1726 |
11.0% |
0.0168 |
1.1% |
80% |
False |
False |
83,199 |
| 80 |
1.5997 |
1.4233 |
0.1764 |
11.3% |
0.0179 |
1.1% |
80% |
False |
False |
62,725 |
| 100 |
1.5997 |
1.4233 |
0.1764 |
11.3% |
0.0167 |
1.1% |
80% |
False |
False |
50,226 |
| 120 |
1.5997 |
1.4233 |
0.1764 |
11.3% |
0.0153 |
1.0% |
80% |
False |
False |
41,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6424 |
|
2.618 |
1.6146 |
|
1.618 |
1.5976 |
|
1.000 |
1.5871 |
|
0.618 |
1.5806 |
|
HIGH |
1.5701 |
|
0.618 |
1.5636 |
|
0.500 |
1.5616 |
|
0.382 |
1.5596 |
|
LOW |
1.5531 |
|
0.618 |
1.5426 |
|
1.000 |
1.5361 |
|
1.618 |
1.5256 |
|
2.618 |
1.5086 |
|
4.250 |
1.4809 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5635 |
1.5636 |
| PP |
1.5625 |
1.5629 |
| S1 |
1.5616 |
1.5621 |
|