CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 10-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5472 |
1.5431 |
-0.0041 |
-0.3% |
1.5448 |
| High |
1.5479 |
1.5468 |
-0.0011 |
-0.1% |
1.5534 |
| Low |
1.5375 |
1.5341 |
-0.0034 |
-0.2% |
1.5295 |
| Close |
1.5429 |
1.5352 |
-0.0077 |
-0.5% |
1.5352 |
| Range |
0.0104 |
0.0127 |
0.0023 |
22.1% |
0.0239 |
| ATR |
0.0144 |
0.0143 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
77,839 |
42,620 |
-35,219 |
-45.2% |
374,934 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5768 |
1.5687 |
1.5422 |
|
| R3 |
1.5641 |
1.5560 |
1.5387 |
|
| R2 |
1.5514 |
1.5514 |
1.5375 |
|
| R1 |
1.5433 |
1.5433 |
1.5364 |
1.5410 |
| PP |
1.5387 |
1.5387 |
1.5387 |
1.5376 |
| S1 |
1.5306 |
1.5306 |
1.5340 |
1.5283 |
| S2 |
1.5260 |
1.5260 |
1.5329 |
|
| S3 |
1.5133 |
1.5179 |
1.5317 |
|
| S4 |
1.5006 |
1.5052 |
1.5282 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6111 |
1.5970 |
1.5483 |
|
| R3 |
1.5872 |
1.5731 |
1.5418 |
|
| R2 |
1.5633 |
1.5633 |
1.5396 |
|
| R1 |
1.5492 |
1.5492 |
1.5374 |
1.5443 |
| PP |
1.5394 |
1.5394 |
1.5394 |
1.5369 |
| S1 |
1.5253 |
1.5253 |
1.5330 |
1.5204 |
| S2 |
1.5155 |
1.5155 |
1.5308 |
|
| S3 |
1.4916 |
1.5014 |
1.5286 |
|
| S4 |
1.4677 |
1.4775 |
1.5221 |
|
|
| 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 |
1.6% |
0.0140 |
0.9% |
24% |
False |
False |
94,169 |
| 10 |
1.5577 |
1.5295 |
0.0282 |
1.8% |
0.0135 |
0.9% |
20% |
False |
False |
96,968 |
| 20 |
1.5701 |
1.5295 |
0.0406 |
2.6% |
0.0139 |
0.9% |
14% |
False |
False |
102,283 |
| 40 |
1.5997 |
1.5122 |
0.0875 |
5.7% |
0.0145 |
0.9% |
26% |
False |
False |
100,893 |
| 60 |
1.5997 |
1.4645 |
0.1352 |
8.8% |
0.0152 |
1.0% |
52% |
False |
False |
103,959 |
| 80 |
1.5997 |
1.4233 |
0.1764 |
11.5% |
0.0163 |
1.1% |
63% |
False |
False |
85,666 |
| 100 |
1.5997 |
1.4233 |
0.1764 |
11.5% |
0.0170 |
1.1% |
63% |
False |
False |
68,769 |
| 120 |
1.5997 |
1.4233 |
0.1764 |
11.5% |
0.0163 |
1.1% |
63% |
False |
False |
57,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6008 |
|
2.618 |
1.5800 |
|
1.618 |
1.5673 |
|
1.000 |
1.5595 |
|
0.618 |
1.5546 |
|
HIGH |
1.5468 |
|
0.618 |
1.5419 |
|
0.500 |
1.5405 |
|
0.382 |
1.5390 |
|
LOW |
1.5341 |
|
0.618 |
1.5263 |
|
1.000 |
1.5214 |
|
1.618 |
1.5136 |
|
2.618 |
1.5009 |
|
4.250 |
1.4801 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5405 |
1.5438 |
| PP |
1.5387 |
1.5409 |
| S1 |
1.5370 |
1.5381 |
|