CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 13-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5431 |
1.5357 |
-0.0074 |
-0.5% |
1.5448 |
| High |
1.5468 |
1.5488 |
0.0020 |
0.1% |
1.5534 |
| Low |
1.5341 |
1.5352 |
0.0011 |
0.1% |
1.5295 |
| Close |
1.5352 |
1.5405 |
0.0053 |
0.3% |
1.5352 |
| Range |
0.0127 |
0.0136 |
0.0009 |
7.1% |
0.0239 |
| ATR |
0.0143 |
0.0142 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
42,620 |
6,795 |
-35,825 |
-84.1% |
374,934 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5823 |
1.5750 |
1.5480 |
|
| R3 |
1.5687 |
1.5614 |
1.5442 |
|
| R2 |
1.5551 |
1.5551 |
1.5430 |
|
| R1 |
1.5478 |
1.5478 |
1.5417 |
1.5515 |
| PP |
1.5415 |
1.5415 |
1.5415 |
1.5433 |
| S1 |
1.5342 |
1.5342 |
1.5393 |
1.5379 |
| S2 |
1.5279 |
1.5279 |
1.5380 |
|
| S3 |
1.5143 |
1.5206 |
1.5368 |
|
| S4 |
1.5007 |
1.5070 |
1.5330 |
|
|
| 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% |
0.0150 |
1.0% |
46% |
False |
False |
76,345 |
| 10 |
1.5577 |
1.5295 |
0.0282 |
1.8% |
0.0138 |
0.9% |
39% |
False |
False |
86,849 |
| 20 |
1.5701 |
1.5295 |
0.0406 |
2.6% |
0.0140 |
0.9% |
27% |
False |
False |
98,039 |
| 40 |
1.5997 |
1.5122 |
0.0875 |
5.7% |
0.0145 |
0.9% |
32% |
False |
False |
98,477 |
| 60 |
1.5997 |
1.4688 |
0.1309 |
8.5% |
0.0151 |
1.0% |
55% |
False |
False |
102,368 |
| 80 |
1.5997 |
1.4233 |
0.1764 |
11.5% |
0.0162 |
1.1% |
66% |
False |
False |
85,738 |
| 100 |
1.5997 |
1.4233 |
0.1764 |
11.5% |
0.0170 |
1.1% |
66% |
False |
False |
68,834 |
| 120 |
1.5997 |
1.4233 |
0.1764 |
11.5% |
0.0163 |
1.1% |
66% |
False |
False |
57,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6066 |
|
2.618 |
1.5844 |
|
1.618 |
1.5708 |
|
1.000 |
1.5624 |
|
0.618 |
1.5572 |
|
HIGH |
1.5488 |
|
0.618 |
1.5436 |
|
0.500 |
1.5420 |
|
0.382 |
1.5404 |
|
LOW |
1.5352 |
|
0.618 |
1.5268 |
|
1.000 |
1.5216 |
|
1.618 |
1.5132 |
|
2.618 |
1.4996 |
|
4.250 |
1.4774 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5420 |
1.5415 |
| PP |
1.5415 |
1.5411 |
| S1 |
1.5410 |
1.5408 |
|