CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 31-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5530 |
1.5458 |
-0.0072 |
-0.5% |
1.5534 |
| High |
1.5577 |
1.5474 |
-0.0103 |
-0.7% |
1.5619 |
| Low |
1.5448 |
1.5325 |
-0.0123 |
-0.8% |
1.5369 |
| Close |
1.5464 |
1.5331 |
-0.0133 |
-0.9% |
1.5512 |
| Range |
0.0129 |
0.0149 |
0.0020 |
15.5% |
0.0250 |
| ATR |
0.0146 |
0.0146 |
0.0000 |
0.2% |
0.0000 |
| Volume |
61,004 |
118,910 |
57,906 |
94.9% |
524,476 |
|
| Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5824 |
1.5726 |
1.5413 |
|
| R3 |
1.5675 |
1.5577 |
1.5372 |
|
| R2 |
1.5526 |
1.5526 |
1.5358 |
|
| R1 |
1.5428 |
1.5428 |
1.5345 |
1.5403 |
| PP |
1.5377 |
1.5377 |
1.5377 |
1.5364 |
| S1 |
1.5279 |
1.5279 |
1.5317 |
1.5254 |
| S2 |
1.5228 |
1.5228 |
1.5304 |
|
| S3 |
1.5079 |
1.5130 |
1.5290 |
|
| S4 |
1.4930 |
1.4981 |
1.5249 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6250 |
1.6131 |
1.5650 |
|
| R3 |
1.6000 |
1.5881 |
1.5581 |
|
| R2 |
1.5750 |
1.5750 |
1.5558 |
|
| R1 |
1.5631 |
1.5631 |
1.5535 |
1.5566 |
| PP |
1.5500 |
1.5500 |
1.5500 |
1.5467 |
| S1 |
1.5381 |
1.5381 |
1.5489 |
1.5316 |
| S2 |
1.5250 |
1.5250 |
1.5466 |
|
| S3 |
1.5000 |
1.5131 |
1.5443 |
|
| S4 |
1.4750 |
1.4881 |
1.5375 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5597 |
1.5325 |
0.0272 |
1.8% |
0.0124 |
0.8% |
2% |
False |
True |
98,142 |
| 10 |
1.5688 |
1.5325 |
0.0363 |
2.4% |
0.0139 |
0.9% |
2% |
False |
True |
105,903 |
| 20 |
1.5997 |
1.5325 |
0.0672 |
4.4% |
0.0145 |
0.9% |
1% |
False |
True |
104,992 |
| 40 |
1.5997 |
1.4946 |
0.1051 |
6.9% |
0.0151 |
1.0% |
37% |
False |
False |
102,255 |
| 60 |
1.5997 |
1.4349 |
0.1648 |
10.7% |
0.0159 |
1.0% |
60% |
False |
False |
102,356 |
| 80 |
1.5997 |
1.4233 |
0.1764 |
11.5% |
0.0172 |
1.1% |
62% |
False |
False |
77,331 |
| 100 |
1.5997 |
1.4233 |
0.1764 |
11.5% |
0.0169 |
1.1% |
62% |
False |
False |
61,969 |
| 120 |
1.5997 |
1.4233 |
0.1764 |
11.5% |
0.0165 |
1.1% |
62% |
False |
False |
51,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6107 |
|
2.618 |
1.5864 |
|
1.618 |
1.5715 |
|
1.000 |
1.5623 |
|
0.618 |
1.5566 |
|
HIGH |
1.5474 |
|
0.618 |
1.5417 |
|
0.500 |
1.5400 |
|
0.382 |
1.5382 |
|
LOW |
1.5325 |
|
0.618 |
1.5233 |
|
1.000 |
1.5176 |
|
1.618 |
1.5084 |
|
2.618 |
1.4935 |
|
4.250 |
1.4692 |
|
|
| Fisher Pivots for day following 31-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5400 |
1.5451 |
| PP |
1.5377 |
1.5411 |
| S1 |
1.5354 |
1.5371 |
|