CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 08-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5441 |
1.5344 |
-0.0097 |
-0.6% |
1.5513 |
| High |
1.5477 |
1.5525 |
0.0048 |
0.3% |
1.5565 |
| Low |
1.5284 |
1.5338 |
0.0054 |
0.4% |
1.5320 |
| Close |
1.5333 |
1.5470 |
0.0137 |
0.9% |
1.5436 |
| Range |
0.0193 |
0.0187 |
-0.0006 |
-3.1% |
0.0245 |
| ATR |
0.0135 |
0.0139 |
0.0004 |
3.1% |
0.0000 |
| Volume |
5,396 |
47,571 |
42,175 |
781.6% |
7,423 |
|
| Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6005 |
1.5925 |
1.5573 |
|
| R3 |
1.5818 |
1.5738 |
1.5521 |
|
| R2 |
1.5631 |
1.5631 |
1.5504 |
|
| R1 |
1.5551 |
1.5551 |
1.5487 |
1.5591 |
| PP |
1.5444 |
1.5444 |
1.5444 |
1.5465 |
| S1 |
1.5364 |
1.5364 |
1.5453 |
1.5404 |
| S2 |
1.5257 |
1.5257 |
1.5436 |
|
| S3 |
1.5070 |
1.5177 |
1.5419 |
|
| S4 |
1.4883 |
1.4990 |
1.5367 |
|
|
| 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 |
1.5525 |
1.5284 |
0.0241 |
1.6% |
0.0138 |
0.9% |
77% |
True |
False |
12,956 |
| 10 |
1.5583 |
1.5284 |
0.0299 |
1.9% |
0.0134 |
0.9% |
62% |
False |
False |
6,693 |
| 20 |
1.5700 |
1.5284 |
0.0416 |
2.7% |
0.0132 |
0.9% |
45% |
False |
False |
3,615 |
| 40 |
1.5984 |
1.5126 |
0.0858 |
5.5% |
0.0134 |
0.9% |
40% |
False |
False |
1,883 |
| 60 |
1.5984 |
1.4655 |
0.1329 |
8.6% |
0.0134 |
0.9% |
61% |
False |
False |
1,286 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0111 |
0.7% |
69% |
False |
False |
967 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0098 |
0.6% |
69% |
False |
False |
775 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0082 |
0.5% |
69% |
False |
False |
646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6320 |
|
2.618 |
1.6015 |
|
1.618 |
1.5828 |
|
1.000 |
1.5712 |
|
0.618 |
1.5641 |
|
HIGH |
1.5525 |
|
0.618 |
1.5454 |
|
0.500 |
1.5432 |
|
0.382 |
1.5409 |
|
LOW |
1.5338 |
|
0.618 |
1.5222 |
|
1.000 |
1.5151 |
|
1.618 |
1.5035 |
|
2.618 |
1.4848 |
|
4.250 |
1.4543 |
|
|
| Fisher Pivots for day following 08-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5457 |
1.5448 |
| PP |
1.5444 |
1.5426 |
| S1 |
1.5432 |
1.5405 |
|