CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 06-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
06-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5384 |
1.5441 |
0.0057 |
0.4% |
1.5513 |
| High |
1.5458 |
1.5477 |
0.0019 |
0.1% |
1.5565 |
| Low |
1.5380 |
1.5335 |
-0.0045 |
-0.3% |
1.5320 |
| Close |
1.5436 |
1.5405 |
-0.0031 |
-0.2% |
1.5436 |
| Range |
0.0078 |
0.0142 |
0.0064 |
82.1% |
0.0245 |
| ATR |
0.0129 |
0.0130 |
0.0001 |
0.7% |
0.0000 |
| Volume |
5,829 |
5,396 |
-433 |
-7.4% |
7,423 |
|
| Daily Pivots for day following 06-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5832 |
1.5760 |
1.5483 |
|
| R3 |
1.5690 |
1.5618 |
1.5444 |
|
| R2 |
1.5548 |
1.5548 |
1.5431 |
|
| R1 |
1.5476 |
1.5476 |
1.5418 |
1.5441 |
| PP |
1.5406 |
1.5406 |
1.5406 |
1.5388 |
| S1 |
1.5334 |
1.5334 |
1.5392 |
1.5299 |
| S2 |
1.5264 |
1.5264 |
1.5379 |
|
| S3 |
1.5122 |
1.5192 |
1.5366 |
|
| S4 |
1.4980 |
1.5050 |
1.5327 |
|
|
| 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 |
1.5480 |
1.5320 |
0.0160 |
1.0% |
0.0122 |
0.8% |
53% |
False |
False |
2,507 |
| 10 |
1.5583 |
1.5320 |
0.0263 |
1.7% |
0.0117 |
0.8% |
32% |
False |
False |
1,467 |
| 20 |
1.5875 |
1.5320 |
0.0555 |
3.6% |
0.0132 |
0.9% |
15% |
False |
False |
982 |
| 40 |
1.5984 |
1.4977 |
0.1007 |
6.5% |
0.0132 |
0.9% |
43% |
False |
False |
563 |
| 60 |
1.5984 |
1.4585 |
0.1399 |
9.1% |
0.0134 |
0.9% |
59% |
False |
False |
404 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0107 |
0.7% |
65% |
False |
False |
305 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0095 |
0.6% |
65% |
False |
False |
245 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0079 |
0.5% |
65% |
False |
False |
204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6081 |
|
2.618 |
1.5849 |
|
1.618 |
1.5707 |
|
1.000 |
1.5619 |
|
0.618 |
1.5565 |
|
HIGH |
1.5477 |
|
0.618 |
1.5423 |
|
0.500 |
1.5406 |
|
0.382 |
1.5389 |
|
LOW |
1.5335 |
|
0.618 |
1.5247 |
|
1.000 |
1.5193 |
|
1.618 |
1.5105 |
|
2.618 |
1.4963 |
|
4.250 |
1.4732 |
|
|
| Fisher Pivots for day following 06-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5406 |
1.5406 |
| PP |
1.5406 |
1.5406 |
| S1 |
1.5405 |
1.5405 |
|