CME British Pound Future December 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 |
1.5649 |
1.5560 |
-0.0089 |
-0.6% |
1.5948 |
| High |
1.5671 |
1.5677 |
0.0006 |
0.0% |
1.5973 |
| Low |
1.5549 |
1.5488 |
-0.0061 |
-0.4% |
1.5553 |
| Close |
1.5560 |
1.5595 |
0.0035 |
0.2% |
1.5581 |
| Range |
0.0122 |
0.0189 |
0.0067 |
54.9% |
0.0420 |
| ATR |
0.0138 |
0.0142 |
0.0004 |
2.6% |
0.0000 |
| Volume |
400 |
649 |
249 |
62.3% |
2,389 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6154 |
1.6063 |
1.5699 |
|
| R3 |
1.5965 |
1.5874 |
1.5647 |
|
| R2 |
1.5776 |
1.5776 |
1.5630 |
|
| R1 |
1.5685 |
1.5685 |
1.5612 |
1.5731 |
| PP |
1.5587 |
1.5587 |
1.5587 |
1.5609 |
| S1 |
1.5496 |
1.5496 |
1.5578 |
1.5542 |
| S2 |
1.5398 |
1.5398 |
1.5560 |
|
| S3 |
1.5209 |
1.5307 |
1.5543 |
|
| S4 |
1.5020 |
1.5118 |
1.5491 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6962 |
1.6692 |
1.5812 |
|
| R3 |
1.6542 |
1.6272 |
1.5697 |
|
| R2 |
1.6122 |
1.6122 |
1.5658 |
|
| R1 |
1.5852 |
1.5852 |
1.5620 |
1.5777 |
| PP |
1.5702 |
1.5702 |
1.5702 |
1.5665 |
| S1 |
1.5432 |
1.5432 |
1.5543 |
1.5357 |
| S2 |
1.5282 |
1.5282 |
1.5504 |
|
| S3 |
1.4862 |
1.5012 |
1.5466 |
|
| S4 |
1.4442 |
1.4592 |
1.5350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5700 |
1.5488 |
0.0212 |
1.4% |
0.0144 |
0.9% |
50% |
False |
True |
671 |
| 10 |
1.5984 |
1.5488 |
0.0496 |
3.2% |
0.0140 |
0.9% |
22% |
False |
True |
408 |
| 20 |
1.5984 |
1.5158 |
0.0826 |
5.3% |
0.0131 |
0.8% |
53% |
False |
False |
283 |
| 40 |
1.5984 |
1.4833 |
0.1151 |
7.4% |
0.0136 |
0.9% |
66% |
False |
False |
199 |
| 60 |
1.5984 |
1.4380 |
0.1604 |
10.3% |
0.0113 |
0.7% |
76% |
False |
False |
141 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0099 |
0.6% |
77% |
False |
False |
106 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0079 |
0.5% |
77% |
False |
False |
86 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0066 |
0.4% |
77% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6480 |
|
2.618 |
1.6172 |
|
1.618 |
1.5983 |
|
1.000 |
1.5866 |
|
0.618 |
1.5794 |
|
HIGH |
1.5677 |
|
0.618 |
1.5605 |
|
0.500 |
1.5583 |
|
0.382 |
1.5560 |
|
LOW |
1.5488 |
|
0.618 |
1.5371 |
|
1.000 |
1.5299 |
|
1.618 |
1.5182 |
|
2.618 |
1.4993 |
|
4.250 |
1.4685 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5591 |
1.5592 |
| PP |
1.5587 |
1.5588 |
| S1 |
1.5583 |
1.5585 |
|