CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 01-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5458 |
1.5346 |
-0.0112 |
-0.7% |
1.5534 |
| High |
1.5474 |
1.5491 |
0.0017 |
0.1% |
1.5619 |
| Low |
1.5325 |
1.5334 |
0.0009 |
0.1% |
1.5369 |
| Close |
1.5331 |
1.5443 |
0.0112 |
0.7% |
1.5512 |
| Range |
0.0149 |
0.0157 |
0.0008 |
5.4% |
0.0250 |
| ATR |
0.0146 |
0.0147 |
0.0001 |
0.7% |
0.0000 |
| Volume |
118,910 |
124,145 |
5,235 |
4.4% |
524,476 |
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5894 |
1.5825 |
1.5529 |
|
| R3 |
1.5737 |
1.5668 |
1.5486 |
|
| R2 |
1.5580 |
1.5580 |
1.5472 |
|
| R1 |
1.5511 |
1.5511 |
1.5457 |
1.5546 |
| PP |
1.5423 |
1.5423 |
1.5423 |
1.5440 |
| S1 |
1.5354 |
1.5354 |
1.5429 |
1.5389 |
| S2 |
1.5266 |
1.5266 |
1.5414 |
|
| S3 |
1.5109 |
1.5197 |
1.5400 |
|
| S4 |
1.4952 |
1.5040 |
1.5357 |
|
|
| 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% |
0.0138 |
0.9% |
43% |
False |
False |
104,504 |
| 10 |
1.5671 |
1.5325 |
0.0346 |
2.2% |
0.0136 |
0.9% |
34% |
False |
False |
106,405 |
| 20 |
1.5997 |
1.5325 |
0.0672 |
4.4% |
0.0148 |
1.0% |
18% |
False |
False |
106,365 |
| 40 |
1.5997 |
1.4946 |
0.1051 |
6.8% |
0.0151 |
1.0% |
47% |
False |
False |
102,732 |
| 60 |
1.5997 |
1.4383 |
0.1614 |
10.5% |
0.0159 |
1.0% |
66% |
False |
False |
103,944 |
| 80 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0170 |
1.1% |
69% |
False |
False |
78,852 |
| 100 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0169 |
1.1% |
69% |
False |
False |
63,209 |
| 120 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0165 |
1.1% |
69% |
False |
False |
52,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6158 |
|
2.618 |
1.5902 |
|
1.618 |
1.5745 |
|
1.000 |
1.5648 |
|
0.618 |
1.5588 |
|
HIGH |
1.5491 |
|
0.618 |
1.5431 |
|
0.500 |
1.5413 |
|
0.382 |
1.5394 |
|
LOW |
1.5334 |
|
0.618 |
1.5237 |
|
1.000 |
1.5177 |
|
1.618 |
1.5080 |
|
2.618 |
1.4923 |
|
4.250 |
1.4667 |
|
|
| Fisher Pivots for day following 01-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5433 |
1.5451 |
| PP |
1.5423 |
1.5448 |
| S1 |
1.5413 |
1.5446 |
|