CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5434 |
1.5384 |
-0.0050 |
-0.3% |
1.5513 |
| High |
1.5437 |
1.5458 |
0.0021 |
0.1% |
1.5565 |
| Low |
1.5345 |
1.5380 |
0.0035 |
0.2% |
1.5320 |
| Close |
1.5376 |
1.5436 |
0.0060 |
0.4% |
1.5436 |
| Range |
0.0092 |
0.0078 |
-0.0014 |
-15.2% |
0.0245 |
| ATR |
0.0133 |
0.0129 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
590 |
5,829 |
5,239 |
888.0% |
7,423 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5659 |
1.5625 |
1.5479 |
|
| R3 |
1.5581 |
1.5547 |
1.5457 |
|
| R2 |
1.5503 |
1.5503 |
1.5450 |
|
| R1 |
1.5469 |
1.5469 |
1.5443 |
1.5486 |
| PP |
1.5425 |
1.5425 |
1.5425 |
1.5433 |
| S1 |
1.5391 |
1.5391 |
1.5429 |
1.5408 |
| S2 |
1.5347 |
1.5347 |
1.5422 |
|
| S3 |
1.5269 |
1.5313 |
1.5415 |
|
| S4 |
1.5191 |
1.5235 |
1.5393 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6175 |
1.6051 |
1.5571 |
|
| R3 |
1.5930 |
1.5806 |
1.5503 |
|
| R2 |
1.5685 |
1.5685 |
1.5481 |
|
| R1 |
1.5561 |
1.5561 |
1.5458 |
1.5501 |
| PP |
1.5440 |
1.5440 |
1.5440 |
1.5410 |
| S1 |
1.5316 |
1.5316 |
1.5414 |
1.5256 |
| S2 |
1.5195 |
1.5195 |
1.5391 |
|
| S3 |
1.4950 |
1.5071 |
1.5369 |
|
| S4 |
1.4705 |
1.4826 |
1.5301 |
|
|
| 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% |
0.0119 |
0.8% |
47% |
False |
False |
1,484 |
| 10 |
1.5600 |
1.5320 |
0.0280 |
1.8% |
0.0113 |
0.7% |
41% |
False |
False |
951 |
| 20 |
1.5973 |
1.5320 |
0.0653 |
4.2% |
0.0128 |
0.8% |
18% |
False |
False |
717 |
| 40 |
1.5984 |
1.4944 |
0.1040 |
6.7% |
0.0131 |
0.9% |
47% |
False |
False |
430 |
| 60 |
1.5984 |
1.4485 |
0.1499 |
9.7% |
0.0134 |
0.9% |
63% |
False |
False |
315 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0106 |
0.7% |
67% |
False |
False |
238 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0093 |
0.6% |
67% |
False |
False |
191 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0078 |
0.5% |
67% |
False |
False |
160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5790 |
|
2.618 |
1.5662 |
|
1.618 |
1.5584 |
|
1.000 |
1.5536 |
|
0.618 |
1.5506 |
|
HIGH |
1.5458 |
|
0.618 |
1.5428 |
|
0.500 |
1.5419 |
|
0.382 |
1.5410 |
|
LOW |
1.5380 |
|
0.618 |
1.5332 |
|
1.000 |
1.5302 |
|
1.618 |
1.5254 |
|
2.618 |
1.5176 |
|
4.250 |
1.5049 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5430 |
1.5425 |
| PP |
1.5425 |
1.5414 |
| S1 |
1.5419 |
1.5403 |
|