CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 20-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5598 |
1.5589 |
-0.0009 |
-0.1% |
1.5590 |
| High |
1.5671 |
1.5594 |
-0.0077 |
-0.5% |
1.5701 |
| Low |
1.5506 |
1.5460 |
-0.0046 |
-0.3% |
1.5460 |
| Close |
1.5593 |
1.5530 |
-0.0063 |
-0.4% |
1.5530 |
| Range |
0.0165 |
0.0134 |
-0.0031 |
-18.8% |
0.0241 |
| ATR |
0.0159 |
0.0157 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
142,717 |
92,804 |
-49,913 |
-35.0% |
567,816 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5930 |
1.5864 |
1.5604 |
|
| R3 |
1.5796 |
1.5730 |
1.5567 |
|
| R2 |
1.5662 |
1.5662 |
1.5555 |
|
| R1 |
1.5596 |
1.5596 |
1.5542 |
1.5562 |
| PP |
1.5528 |
1.5528 |
1.5528 |
1.5511 |
| S1 |
1.5462 |
1.5462 |
1.5518 |
1.5428 |
| S2 |
1.5394 |
1.5394 |
1.5505 |
|
| S3 |
1.5260 |
1.5328 |
1.5493 |
|
| S4 |
1.5126 |
1.5194 |
1.5456 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6287 |
1.6149 |
1.5663 |
|
| R3 |
1.6046 |
1.5908 |
1.5596 |
|
| R2 |
1.5805 |
1.5805 |
1.5574 |
|
| R1 |
1.5667 |
1.5667 |
1.5552 |
1.5616 |
| PP |
1.5564 |
1.5564 |
1.5564 |
1.5538 |
| S1 |
1.5426 |
1.5426 |
1.5508 |
1.5375 |
| S2 |
1.5323 |
1.5323 |
1.5486 |
|
| S3 |
1.5082 |
1.5185 |
1.5464 |
|
| S4 |
1.4841 |
1.4944 |
1.5397 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5701 |
1.5460 |
0.0241 |
1.6% |
0.0162 |
1.0% |
29% |
False |
True |
113,563 |
| 10 |
1.5993 |
1.5460 |
0.0533 |
3.4% |
0.0163 |
1.0% |
13% |
False |
True |
111,206 |
| 20 |
1.5997 |
1.5406 |
0.0591 |
3.8% |
0.0146 |
0.9% |
21% |
False |
False |
103,532 |
| 40 |
1.5997 |
1.4855 |
0.1142 |
7.4% |
0.0157 |
1.0% |
59% |
False |
False |
105,486 |
| 60 |
1.5997 |
1.4349 |
0.1648 |
10.6% |
0.0169 |
1.1% |
72% |
False |
False |
90,965 |
| 80 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0180 |
1.2% |
74% |
False |
False |
68,604 |
| 100 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0168 |
1.1% |
74% |
False |
False |
54,939 |
| 120 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0158 |
1.0% |
74% |
False |
False |
45,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6164 |
|
2.618 |
1.5945 |
|
1.618 |
1.5811 |
|
1.000 |
1.5728 |
|
0.618 |
1.5677 |
|
HIGH |
1.5594 |
|
0.618 |
1.5543 |
|
0.500 |
1.5527 |
|
0.382 |
1.5511 |
|
LOW |
1.5460 |
|
0.618 |
1.5377 |
|
1.000 |
1.5326 |
|
1.618 |
1.5243 |
|
2.618 |
1.5109 |
|
4.250 |
1.4891 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5529 |
1.5574 |
| PP |
1.5528 |
1.5559 |
| S1 |
1.5527 |
1.5545 |
|