CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 09-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5344 |
1.5468 |
0.0124 |
0.8% |
1.5513 |
| High |
1.5525 |
1.5470 |
-0.0055 |
-0.4% |
1.5565 |
| Low |
1.5338 |
1.5366 |
0.0028 |
0.2% |
1.5320 |
| Close |
1.5470 |
1.5419 |
-0.0051 |
-0.3% |
1.5436 |
| Range |
0.0187 |
0.0104 |
-0.0083 |
-44.4% |
0.0245 |
| ATR |
0.0139 |
0.0136 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
47,571 |
63,438 |
15,867 |
33.4% |
7,423 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5730 |
1.5679 |
1.5476 |
|
| R3 |
1.5626 |
1.5575 |
1.5448 |
|
| R2 |
1.5522 |
1.5522 |
1.5438 |
|
| R1 |
1.5471 |
1.5471 |
1.5429 |
1.5445 |
| PP |
1.5418 |
1.5418 |
1.5418 |
1.5405 |
| S1 |
1.5367 |
1.5367 |
1.5409 |
1.5341 |
| S2 |
1.5314 |
1.5314 |
1.5400 |
|
| S3 |
1.5210 |
1.5263 |
1.5390 |
|
| S4 |
1.5106 |
1.5159 |
1.5362 |
|
|
| 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% |
0.0141 |
0.9% |
56% |
False |
False |
25,526 |
| 10 |
1.5565 |
1.5284 |
0.0281 |
1.8% |
0.0132 |
0.9% |
48% |
False |
False |
12,995 |
| 20 |
1.5681 |
1.5284 |
0.0397 |
2.6% |
0.0130 |
0.8% |
34% |
False |
False |
6,698 |
| 40 |
1.5984 |
1.5126 |
0.0858 |
5.6% |
0.0131 |
0.8% |
34% |
False |
False |
3,466 |
| 60 |
1.5984 |
1.4655 |
0.1329 |
8.6% |
0.0135 |
0.9% |
57% |
False |
False |
2,343 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0112 |
0.7% |
66% |
False |
False |
1,760 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0100 |
0.6% |
66% |
False |
False |
1,409 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0083 |
0.5% |
66% |
False |
False |
1,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5912 |
|
2.618 |
1.5742 |
|
1.618 |
1.5638 |
|
1.000 |
1.5574 |
|
0.618 |
1.5534 |
|
HIGH |
1.5470 |
|
0.618 |
1.5430 |
|
0.500 |
1.5418 |
|
0.382 |
1.5406 |
|
LOW |
1.5366 |
|
0.618 |
1.5302 |
|
1.000 |
1.5262 |
|
1.618 |
1.5198 |
|
2.618 |
1.5094 |
|
4.250 |
1.4924 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5419 |
1.5414 |
| PP |
1.5418 |
1.5409 |
| S1 |
1.5418 |
1.5405 |
|