CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 18-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5657 |
1.5577 |
-0.0080 |
-0.5% |
1.5989 |
| High |
1.5695 |
1.5688 |
-0.0007 |
0.0% |
1.5993 |
| Low |
1.5549 |
1.5495 |
-0.0054 |
-0.3% |
1.5559 |
| Close |
1.5569 |
1.5604 |
0.0035 |
0.2% |
1.5589 |
| Range |
0.0146 |
0.0193 |
0.0047 |
32.2% |
0.0434 |
| ATR |
0.0156 |
0.0158 |
0.0003 |
1.7% |
0.0000 |
| Volume |
117,508 |
119,121 |
1,613 |
1.4% |
544,249 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6175 |
1.6082 |
1.5710 |
|
| R3 |
1.5982 |
1.5889 |
1.5657 |
|
| R2 |
1.5789 |
1.5789 |
1.5639 |
|
| R1 |
1.5696 |
1.5696 |
1.5622 |
1.5743 |
| PP |
1.5596 |
1.5596 |
1.5596 |
1.5619 |
| S1 |
1.5503 |
1.5503 |
1.5586 |
1.5550 |
| S2 |
1.5403 |
1.5403 |
1.5569 |
|
| S3 |
1.5210 |
1.5310 |
1.5551 |
|
| S4 |
1.5017 |
1.5117 |
1.5498 |
|
|
| 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 |
1.5711 |
1.5495 |
0.0216 |
1.4% |
0.0155 |
1.0% |
50% |
False |
True |
105,901 |
| 10 |
1.5997 |
1.5495 |
0.0502 |
3.2% |
0.0160 |
1.0% |
22% |
False |
True |
106,325 |
| 20 |
1.5997 |
1.5147 |
0.0850 |
5.4% |
0.0148 |
0.9% |
54% |
False |
False |
101,635 |
| 40 |
1.5997 |
1.4802 |
0.1195 |
7.7% |
0.0156 |
1.0% |
67% |
False |
False |
106,404 |
| 60 |
1.5997 |
1.4271 |
0.1726 |
11.1% |
0.0168 |
1.1% |
77% |
False |
False |
87,080 |
| 80 |
1.5997 |
1.4233 |
0.1764 |
11.3% |
0.0181 |
1.2% |
78% |
False |
False |
65,670 |
| 100 |
1.5997 |
1.4233 |
0.1764 |
11.3% |
0.0168 |
1.1% |
78% |
False |
False |
52,588 |
| 120 |
1.5997 |
1.4233 |
0.1764 |
11.3% |
0.0155 |
1.0% |
78% |
False |
False |
43,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6508 |
|
2.618 |
1.6193 |
|
1.618 |
1.6000 |
|
1.000 |
1.5881 |
|
0.618 |
1.5807 |
|
HIGH |
1.5688 |
|
0.618 |
1.5614 |
|
0.500 |
1.5592 |
|
0.382 |
1.5569 |
|
LOW |
1.5495 |
|
0.618 |
1.5376 |
|
1.000 |
1.5302 |
|
1.618 |
1.5183 |
|
2.618 |
1.4990 |
|
4.250 |
1.4675 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5600 |
1.5602 |
| PP |
1.5596 |
1.5600 |
| S1 |
1.5592 |
1.5598 |
|