CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5452 |
1.5394 |
-0.0058 |
-0.4% |
1.5530 |
| High |
1.5454 |
1.5472 |
0.0018 |
0.1% |
1.5577 |
| Low |
1.5349 |
1.5389 |
0.0040 |
0.3% |
1.5325 |
| Close |
1.5386 |
1.5446 |
0.0060 |
0.4% |
1.5446 |
| Range |
0.0105 |
0.0083 |
-0.0022 |
-21.0% |
0.0252 |
| ATR |
0.0144 |
0.0140 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
86,798 |
95,911 |
9,113 |
10.5% |
486,768 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5685 |
1.5648 |
1.5492 |
|
| R3 |
1.5602 |
1.5565 |
1.5469 |
|
| R2 |
1.5519 |
1.5519 |
1.5461 |
|
| R1 |
1.5482 |
1.5482 |
1.5454 |
1.5501 |
| PP |
1.5436 |
1.5436 |
1.5436 |
1.5445 |
| S1 |
1.5399 |
1.5399 |
1.5438 |
1.5418 |
| S2 |
1.5353 |
1.5353 |
1.5431 |
|
| S3 |
1.5270 |
1.5316 |
1.5423 |
|
| S4 |
1.5187 |
1.5233 |
1.5400 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6205 |
1.6078 |
1.5585 |
|
| R3 |
1.5953 |
1.5826 |
1.5515 |
|
| R2 |
1.5701 |
1.5701 |
1.5492 |
|
| R1 |
1.5574 |
1.5574 |
1.5469 |
1.5512 |
| PP |
1.5449 |
1.5449 |
1.5449 |
1.5418 |
| S1 |
1.5322 |
1.5322 |
1.5423 |
1.5260 |
| S2 |
1.5197 |
1.5197 |
1.5400 |
|
| S3 |
1.4945 |
1.5070 |
1.5377 |
|
| S4 |
1.4693 |
1.4818 |
1.5307 |
|
|
| 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% |
0.0125 |
0.8% |
48% |
False |
False |
97,353 |
| 10 |
1.5619 |
1.5325 |
0.0294 |
1.9% |
0.0125 |
0.8% |
41% |
False |
False |
101,124 |
| 20 |
1.5993 |
1.5325 |
0.0668 |
4.3% |
0.0144 |
0.9% |
18% |
False |
False |
106,165 |
| 40 |
1.5997 |
1.4946 |
0.1051 |
6.8% |
0.0148 |
1.0% |
48% |
False |
False |
102,722 |
| 60 |
1.5997 |
1.4505 |
0.1492 |
9.7% |
0.0155 |
1.0% |
63% |
False |
False |
105,558 |
| 80 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0166 |
1.1% |
69% |
False |
False |
81,085 |
| 100 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0169 |
1.1% |
69% |
False |
False |
65,033 |
| 120 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0163 |
1.1% |
69% |
False |
False |
54,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5825 |
|
2.618 |
1.5689 |
|
1.618 |
1.5606 |
|
1.000 |
1.5555 |
|
0.618 |
1.5523 |
|
HIGH |
1.5472 |
|
0.618 |
1.5440 |
|
0.500 |
1.5431 |
|
0.382 |
1.5421 |
|
LOW |
1.5389 |
|
0.618 |
1.5338 |
|
1.000 |
1.5306 |
|
1.618 |
1.5255 |
|
2.618 |
1.5172 |
|
4.250 |
1.5036 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5441 |
1.5435 |
| PP |
1.5436 |
1.5424 |
| S1 |
1.5431 |
1.5413 |
|