CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 17-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5590 |
1.5657 |
0.0067 |
0.4% |
1.5989 |
| High |
1.5701 |
1.5695 |
-0.0006 |
0.0% |
1.5993 |
| Low |
1.5531 |
1.5549 |
0.0018 |
0.1% |
1.5559 |
| Close |
1.5644 |
1.5569 |
-0.0075 |
-0.5% |
1.5589 |
| Range |
0.0170 |
0.0146 |
-0.0024 |
-14.1% |
0.0434 |
| ATR |
0.0156 |
0.0156 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
95,666 |
117,508 |
21,842 |
22.8% |
544,249 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6042 |
1.5952 |
1.5649 |
|
| R3 |
1.5896 |
1.5806 |
1.5609 |
|
| R2 |
1.5750 |
1.5750 |
1.5596 |
|
| R1 |
1.5660 |
1.5660 |
1.5582 |
1.5632 |
| PP |
1.5604 |
1.5604 |
1.5604 |
1.5591 |
| S1 |
1.5514 |
1.5514 |
1.5556 |
1.5486 |
| S2 |
1.5458 |
1.5458 |
1.5542 |
|
| S3 |
1.5312 |
1.5368 |
1.5529 |
|
| S4 |
1.5166 |
1.5222 |
1.5489 |
|
|
| 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 |
1.5875 |
1.5531 |
0.0344 |
2.2% |
0.0167 |
1.1% |
11% |
False |
False |
113,118 |
| 10 |
1.5997 |
1.5531 |
0.0466 |
3.0% |
0.0151 |
1.0% |
8% |
False |
False |
104,080 |
| 20 |
1.5997 |
1.5122 |
0.0875 |
5.6% |
0.0149 |
1.0% |
51% |
False |
False |
100,774 |
| 40 |
1.5997 |
1.4688 |
0.1309 |
8.4% |
0.0156 |
1.0% |
67% |
False |
False |
105,437 |
| 60 |
1.5997 |
1.4271 |
0.1726 |
11.1% |
0.0167 |
1.1% |
75% |
False |
False |
85,130 |
| 80 |
1.5997 |
1.4233 |
0.1764 |
11.3% |
0.0179 |
1.2% |
76% |
False |
False |
64,188 |
| 100 |
1.5997 |
1.4233 |
0.1764 |
11.3% |
0.0168 |
1.1% |
76% |
False |
False |
51,398 |
| 120 |
1.5997 |
1.4233 |
0.1764 |
11.3% |
0.0154 |
1.0% |
76% |
False |
False |
42,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6316 |
|
2.618 |
1.6077 |
|
1.618 |
1.5931 |
|
1.000 |
1.5841 |
|
0.618 |
1.5785 |
|
HIGH |
1.5695 |
|
0.618 |
1.5639 |
|
0.500 |
1.5622 |
|
0.382 |
1.5605 |
|
LOW |
1.5549 |
|
0.618 |
1.5459 |
|
1.000 |
1.5403 |
|
1.618 |
1.5313 |
|
2.618 |
1.5167 |
|
4.250 |
1.4929 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5622 |
1.5616 |
| PP |
1.5604 |
1.5600 |
| S1 |
1.5587 |
1.5585 |
|