CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 02-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5346 |
1.5452 |
0.0106 |
0.7% |
1.5534 |
| High |
1.5491 |
1.5454 |
-0.0037 |
-0.2% |
1.5619 |
| Low |
1.5334 |
1.5349 |
0.0015 |
0.1% |
1.5369 |
| Close |
1.5443 |
1.5386 |
-0.0057 |
-0.4% |
1.5512 |
| Range |
0.0157 |
0.0105 |
-0.0052 |
-33.1% |
0.0250 |
| ATR |
0.0147 |
0.0144 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
124,145 |
86,798 |
-37,347 |
-30.1% |
524,476 |
|
| Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5711 |
1.5654 |
1.5444 |
|
| R3 |
1.5606 |
1.5549 |
1.5415 |
|
| R2 |
1.5501 |
1.5501 |
1.5405 |
|
| R1 |
1.5444 |
1.5444 |
1.5396 |
1.5420 |
| PP |
1.5396 |
1.5396 |
1.5396 |
1.5385 |
| S1 |
1.5339 |
1.5339 |
1.5376 |
1.5315 |
| S2 |
1.5291 |
1.5291 |
1.5367 |
|
| S3 |
1.5186 |
1.5234 |
1.5357 |
|
| S4 |
1.5081 |
1.5129 |
1.5328 |
|
|
| 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 |
1.5577 |
1.5325 |
0.0252 |
1.6% |
0.0129 |
0.8% |
24% |
False |
False |
99,768 |
| 10 |
1.5619 |
1.5325 |
0.0294 |
1.9% |
0.0130 |
0.8% |
21% |
False |
False |
100,813 |
| 20 |
1.5997 |
1.5325 |
0.0672 |
4.4% |
0.0148 |
1.0% |
9% |
False |
False |
106,526 |
| 40 |
1.5997 |
1.4946 |
0.1051 |
6.8% |
0.0150 |
1.0% |
42% |
False |
False |
102,644 |
| 60 |
1.5997 |
1.4505 |
0.1492 |
9.7% |
0.0157 |
1.0% |
59% |
False |
False |
104,677 |
| 80 |
1.5997 |
1.4233 |
0.1764 |
11.5% |
0.0168 |
1.1% |
65% |
False |
False |
79,901 |
| 100 |
1.5997 |
1.4233 |
0.1764 |
11.5% |
0.0169 |
1.1% |
65% |
False |
False |
64,076 |
| 120 |
1.5997 |
1.4233 |
0.1764 |
11.5% |
0.0164 |
1.1% |
65% |
False |
False |
53,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5900 |
|
2.618 |
1.5729 |
|
1.618 |
1.5624 |
|
1.000 |
1.5559 |
|
0.618 |
1.5519 |
|
HIGH |
1.5454 |
|
0.618 |
1.5414 |
|
0.500 |
1.5402 |
|
0.382 |
1.5389 |
|
LOW |
1.5349 |
|
0.618 |
1.5284 |
|
1.000 |
1.5244 |
|
1.618 |
1.5179 |
|
2.618 |
1.5074 |
|
4.250 |
1.4903 |
|
|
| Fisher Pivots for day following 02-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5402 |
1.5408 |
| PP |
1.5396 |
1.5401 |
| S1 |
1.5391 |
1.5393 |
|