CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 07-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5441 |
1.5441 |
0.0000 |
0.0% |
1.5513 |
| High |
1.5477 |
1.5477 |
0.0000 |
0.0% |
1.5565 |
| Low |
1.5335 |
1.5284 |
-0.0051 |
-0.3% |
1.5320 |
| Close |
1.5405 |
1.5333 |
-0.0072 |
-0.5% |
1.5436 |
| Range |
0.0142 |
0.0193 |
0.0051 |
35.9% |
0.0245 |
| ATR |
0.0130 |
0.0135 |
0.0004 |
3.5% |
0.0000 |
| Volume |
5,396 |
5,396 |
0 |
0.0% |
7,423 |
|
| Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5944 |
1.5831 |
1.5439 |
|
| R3 |
1.5751 |
1.5638 |
1.5386 |
|
| R2 |
1.5558 |
1.5558 |
1.5368 |
|
| R1 |
1.5445 |
1.5445 |
1.5351 |
1.5405 |
| PP |
1.5365 |
1.5365 |
1.5365 |
1.5345 |
| S1 |
1.5252 |
1.5252 |
1.5315 |
1.5212 |
| S2 |
1.5172 |
1.5172 |
1.5298 |
|
| S3 |
1.4979 |
1.5059 |
1.5280 |
|
| S4 |
1.4786 |
1.4866 |
1.5227 |
|
|
| 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 |
1.5284 |
0.0196 |
1.3% |
0.0132 |
0.9% |
25% |
False |
True |
3,521 |
| 10 |
1.5583 |
1.5284 |
0.0299 |
2.0% |
0.0123 |
0.8% |
16% |
False |
True |
1,983 |
| 20 |
1.5825 |
1.5284 |
0.0541 |
3.5% |
0.0133 |
0.9% |
9% |
False |
True |
1,249 |
| 40 |
1.5984 |
1.5126 |
0.0858 |
5.6% |
0.0131 |
0.9% |
24% |
False |
False |
695 |
| 60 |
1.5984 |
1.4655 |
0.1329 |
8.7% |
0.0133 |
0.9% |
51% |
False |
False |
494 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.9% |
0.0109 |
0.7% |
61% |
False |
False |
373 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.9% |
0.0097 |
0.6% |
61% |
False |
False |
299 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.9% |
0.0081 |
0.5% |
61% |
False |
False |
249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6297 |
|
2.618 |
1.5982 |
|
1.618 |
1.5789 |
|
1.000 |
1.5670 |
|
0.618 |
1.5596 |
|
HIGH |
1.5477 |
|
0.618 |
1.5403 |
|
0.500 |
1.5381 |
|
0.382 |
1.5358 |
|
LOW |
1.5284 |
|
0.618 |
1.5165 |
|
1.000 |
1.5091 |
|
1.618 |
1.4972 |
|
2.618 |
1.4779 |
|
4.250 |
1.4464 |
|
|
| Fisher Pivots for day following 07-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5381 |
1.5381 |
| PP |
1.5365 |
1.5365 |
| S1 |
1.5349 |
1.5349 |
|