CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 02-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5340 |
1.5434 |
0.0094 |
0.6% |
1.5544 |
| High |
1.5480 |
1.5437 |
-0.0043 |
-0.3% |
1.5600 |
| Low |
1.5326 |
1.5345 |
0.0019 |
0.1% |
1.5364 |
| Close |
1.5434 |
1.5376 |
-0.0058 |
-0.4% |
1.5503 |
| Range |
0.0154 |
0.0092 |
-0.0062 |
-40.3% |
0.0236 |
| ATR |
0.0136 |
0.0133 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
398 |
590 |
192 |
48.2% |
2,096 |
|
| Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5662 |
1.5611 |
1.5427 |
|
| R3 |
1.5570 |
1.5519 |
1.5401 |
|
| R2 |
1.5478 |
1.5478 |
1.5393 |
|
| R1 |
1.5427 |
1.5427 |
1.5384 |
1.5407 |
| PP |
1.5386 |
1.5386 |
1.5386 |
1.5376 |
| S1 |
1.5335 |
1.5335 |
1.5368 |
1.5315 |
| S2 |
1.5294 |
1.5294 |
1.5359 |
|
| S3 |
1.5202 |
1.5243 |
1.5351 |
|
| S4 |
1.5110 |
1.5151 |
1.5325 |
|
|
| 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 |
1.5565 |
1.5320 |
0.0245 |
1.6% |
0.0123 |
0.8% |
23% |
False |
False |
465 |
| 10 |
1.5600 |
1.5320 |
0.0280 |
1.8% |
0.0118 |
0.8% |
20% |
False |
False |
390 |
| 20 |
1.5984 |
1.5320 |
0.0664 |
4.3% |
0.0132 |
0.9% |
8% |
False |
False |
429 |
| 40 |
1.5984 |
1.4944 |
0.1040 |
6.8% |
0.0133 |
0.9% |
42% |
False |
False |
287 |
| 60 |
1.5984 |
1.4485 |
0.1499 |
9.7% |
0.0133 |
0.9% |
59% |
False |
False |
218 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.9% |
0.0105 |
0.7% |
64% |
False |
False |
165 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.9% |
0.0092 |
0.6% |
64% |
False |
False |
133 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.9% |
0.0077 |
0.5% |
64% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5828 |
|
2.618 |
1.5678 |
|
1.618 |
1.5586 |
|
1.000 |
1.5529 |
|
0.618 |
1.5494 |
|
HIGH |
1.5437 |
|
0.618 |
1.5402 |
|
0.500 |
1.5391 |
|
0.382 |
1.5380 |
|
LOW |
1.5345 |
|
0.618 |
1.5288 |
|
1.000 |
1.5253 |
|
1.618 |
1.5196 |
|
2.618 |
1.5104 |
|
4.250 |
1.4954 |
|
|
| Fisher Pivots for day following 02-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5391 |
1.5400 |
| PP |
1.5386 |
1.5392 |
| S1 |
1.5381 |
1.5384 |
|