CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 24-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5534 |
1.5501 |
-0.0033 |
-0.2% |
1.5590 |
| High |
1.5619 |
1.5531 |
-0.0088 |
-0.6% |
1.5701 |
| Low |
1.5497 |
1.5369 |
-0.0128 |
-0.8% |
1.5460 |
| Close |
1.5531 |
1.5438 |
-0.0093 |
-0.6% |
1.5530 |
| Range |
0.0122 |
0.0162 |
0.0040 |
32.8% |
0.0241 |
| ATR |
0.0155 |
0.0155 |
0.0001 |
0.3% |
0.0000 |
| Volume |
89,388 |
124,288 |
34,900 |
39.0% |
567,816 |
|
| Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5932 |
1.5847 |
1.5527 |
|
| R3 |
1.5770 |
1.5685 |
1.5483 |
|
| R2 |
1.5608 |
1.5608 |
1.5468 |
|
| R1 |
1.5523 |
1.5523 |
1.5453 |
1.5485 |
| PP |
1.5446 |
1.5446 |
1.5446 |
1.5427 |
| S1 |
1.5361 |
1.5361 |
1.5423 |
1.5323 |
| S2 |
1.5284 |
1.5284 |
1.5408 |
|
| S3 |
1.5122 |
1.5199 |
1.5393 |
|
| S4 |
1.4960 |
1.5037 |
1.5349 |
|
|
| 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 |
1.5688 |
1.5369 |
0.0319 |
2.1% |
0.0155 |
1.0% |
22% |
False |
True |
113,663 |
| 10 |
1.5875 |
1.5369 |
0.0506 |
3.3% |
0.0161 |
1.0% |
14% |
False |
True |
113,390 |
| 20 |
1.5997 |
1.5369 |
0.0628 |
4.1% |
0.0147 |
1.0% |
11% |
False |
True |
104,220 |
| 40 |
1.5997 |
1.4873 |
0.1124 |
7.3% |
0.0156 |
1.0% |
50% |
False |
False |
105,201 |
| 60 |
1.5997 |
1.4349 |
0.1648 |
10.7% |
0.0167 |
1.1% |
66% |
False |
False |
94,486 |
| 80 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0179 |
1.2% |
68% |
False |
False |
71,244 |
| 100 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0169 |
1.1% |
68% |
False |
False |
57,070 |
| 120 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0160 |
1.0% |
68% |
False |
False |
47,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6220 |
|
2.618 |
1.5955 |
|
1.618 |
1.5793 |
|
1.000 |
1.5693 |
|
0.618 |
1.5631 |
|
HIGH |
1.5531 |
|
0.618 |
1.5469 |
|
0.500 |
1.5450 |
|
0.382 |
1.5431 |
|
LOW |
1.5369 |
|
0.618 |
1.5269 |
|
1.000 |
1.5207 |
|
1.618 |
1.5107 |
|
2.618 |
1.4945 |
|
4.250 |
1.4681 |
|
|
| Fisher Pivots for day following 24-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5450 |
1.5494 |
| PP |
1.5446 |
1.5475 |
| S1 |
1.5442 |
1.5457 |
|