CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 01-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5460 |
1.5340 |
-0.0120 |
-0.8% |
1.5544 |
| High |
1.5462 |
1.5480 |
0.0018 |
0.1% |
1.5600 |
| Low |
1.5320 |
1.5326 |
0.0006 |
0.0% |
1.5364 |
| Close |
1.5322 |
1.5434 |
0.0112 |
0.7% |
1.5503 |
| Range |
0.0142 |
0.0154 |
0.0012 |
8.5% |
0.0236 |
| ATR |
0.0134 |
0.0136 |
0.0002 |
1.3% |
0.0000 |
| Volume |
324 |
398 |
74 |
22.8% |
2,096 |
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5875 |
1.5809 |
1.5519 |
|
| R3 |
1.5721 |
1.5655 |
1.5476 |
|
| R2 |
1.5567 |
1.5567 |
1.5462 |
|
| R1 |
1.5501 |
1.5501 |
1.5448 |
1.5534 |
| PP |
1.5413 |
1.5413 |
1.5413 |
1.5430 |
| S1 |
1.5347 |
1.5347 |
1.5420 |
1.5380 |
| S2 |
1.5259 |
1.5259 |
1.5406 |
|
| S3 |
1.5105 |
1.5193 |
1.5392 |
|
| S4 |
1.4951 |
1.5039 |
1.5349 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6197 |
1.6086 |
1.5633 |
|
| R3 |
1.5961 |
1.5850 |
1.5568 |
|
| R2 |
1.5725 |
1.5725 |
1.5546 |
|
| R1 |
1.5614 |
1.5614 |
1.5525 |
1.5552 |
| PP |
1.5489 |
1.5489 |
1.5489 |
1.5458 |
| S1 |
1.5378 |
1.5378 |
1.5481 |
1.5316 |
| S2 |
1.5253 |
1.5253 |
1.5460 |
|
| S3 |
1.5017 |
1.5142 |
1.5438 |
|
| S4 |
1.4781 |
1.4906 |
1.5373 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5583 |
1.5320 |
0.0263 |
1.7% |
0.0130 |
0.8% |
43% |
False |
False |
430 |
| 10 |
1.5659 |
1.5320 |
0.0339 |
2.2% |
0.0124 |
0.8% |
34% |
False |
False |
416 |
| 20 |
1.5984 |
1.5320 |
0.0664 |
4.3% |
0.0132 |
0.9% |
17% |
False |
False |
412 |
| 40 |
1.5984 |
1.4944 |
0.1040 |
6.7% |
0.0134 |
0.9% |
47% |
False |
False |
276 |
| 60 |
1.5984 |
1.4485 |
0.1499 |
9.7% |
0.0131 |
0.9% |
63% |
False |
False |
208 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0106 |
0.7% |
67% |
False |
False |
158 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0092 |
0.6% |
67% |
False |
False |
127 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0077 |
0.5% |
67% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6135 |
|
2.618 |
1.5883 |
|
1.618 |
1.5729 |
|
1.000 |
1.5634 |
|
0.618 |
1.5575 |
|
HIGH |
1.5480 |
|
0.618 |
1.5421 |
|
0.500 |
1.5403 |
|
0.382 |
1.5385 |
|
LOW |
1.5326 |
|
0.618 |
1.5231 |
|
1.000 |
1.5172 |
|
1.618 |
1.5077 |
|
2.618 |
1.4923 |
|
4.250 |
1.4672 |
|
|
| Fisher Pivots for day following 01-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5424 |
1.5443 |
| PP |
1.5413 |
1.5440 |
| S1 |
1.5403 |
1.5437 |
|