CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 08-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5448 |
1.5355 |
-0.0093 |
-0.6% |
1.5530 |
| High |
1.5488 |
1.5534 |
0.0046 |
0.3% |
1.5577 |
| Low |
1.5295 |
1.5342 |
0.0047 |
0.3% |
1.5325 |
| Close |
1.5342 |
1.5478 |
0.0136 |
0.9% |
1.5446 |
| Range |
0.0193 |
0.0192 |
-0.0001 |
-0.5% |
0.0252 |
| ATR |
0.0144 |
0.0147 |
0.0003 |
2.4% |
0.0000 |
| Volume |
96,551 |
157,924 |
61,373 |
63.6% |
486,768 |
|
| Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6027 |
1.5945 |
1.5584 |
|
| R3 |
1.5835 |
1.5753 |
1.5531 |
|
| R2 |
1.5643 |
1.5643 |
1.5513 |
|
| R1 |
1.5561 |
1.5561 |
1.5496 |
1.5602 |
| PP |
1.5451 |
1.5451 |
1.5451 |
1.5472 |
| S1 |
1.5369 |
1.5369 |
1.5460 |
1.5410 |
| S2 |
1.5259 |
1.5259 |
1.5443 |
|
| S3 |
1.5067 |
1.5177 |
1.5425 |
|
| S4 |
1.4875 |
1.4985 |
1.5372 |
|
|
| 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 |
1.5534 |
1.5295 |
0.0239 |
1.5% |
0.0146 |
0.9% |
77% |
True |
False |
112,265 |
| 10 |
1.5597 |
1.5295 |
0.0302 |
2.0% |
0.0135 |
0.9% |
61% |
False |
False |
105,204 |
| 20 |
1.5875 |
1.5295 |
0.0580 |
3.7% |
0.0148 |
1.0% |
32% |
False |
False |
109,297 |
| 40 |
1.5997 |
1.5122 |
0.0875 |
5.7% |
0.0149 |
1.0% |
41% |
False |
False |
104,054 |
| 60 |
1.5997 |
1.4645 |
0.1352 |
8.7% |
0.0152 |
1.0% |
62% |
False |
False |
105,745 |
| 80 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0166 |
1.1% |
71% |
False |
False |
84,188 |
| 100 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0171 |
1.1% |
71% |
False |
False |
67,570 |
| 120 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0163 |
1.1% |
71% |
False |
False |
56,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6350 |
|
2.618 |
1.6037 |
|
1.618 |
1.5845 |
|
1.000 |
1.5726 |
|
0.618 |
1.5653 |
|
HIGH |
1.5534 |
|
0.618 |
1.5461 |
|
0.500 |
1.5438 |
|
0.382 |
1.5415 |
|
LOW |
1.5342 |
|
0.618 |
1.5223 |
|
1.000 |
1.5150 |
|
1.618 |
1.5031 |
|
2.618 |
1.4839 |
|
4.250 |
1.4526 |
|
|
| Fisher Pivots for day following 08-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5465 |
1.5457 |
| PP |
1.5451 |
1.5436 |
| S1 |
1.5438 |
1.5415 |
|