CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 10-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5468 |
1.5424 |
-0.0044 |
-0.3% |
1.5441 |
| High |
1.5470 |
1.5459 |
-0.0011 |
-0.1% |
1.5525 |
| Low |
1.5366 |
1.5332 |
-0.0034 |
-0.2% |
1.5284 |
| Close |
1.5419 |
1.5341 |
-0.0078 |
-0.5% |
1.5341 |
| Range |
0.0104 |
0.0127 |
0.0023 |
22.1% |
0.0241 |
| ATR |
0.0136 |
0.0136 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
63,438 |
113,208 |
49,770 |
78.5% |
235,009 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5758 |
1.5677 |
1.5411 |
|
| R3 |
1.5631 |
1.5550 |
1.5376 |
|
| R2 |
1.5504 |
1.5504 |
1.5364 |
|
| R1 |
1.5423 |
1.5423 |
1.5353 |
1.5400 |
| PP |
1.5377 |
1.5377 |
1.5377 |
1.5366 |
| S1 |
1.5296 |
1.5296 |
1.5329 |
1.5273 |
| S2 |
1.5250 |
1.5250 |
1.5318 |
|
| S3 |
1.5123 |
1.5169 |
1.5306 |
|
| S4 |
1.4996 |
1.5042 |
1.5271 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6106 |
1.5965 |
1.5474 |
|
| R3 |
1.5865 |
1.5724 |
1.5407 |
|
| R2 |
1.5624 |
1.5624 |
1.5385 |
|
| R1 |
1.5483 |
1.5483 |
1.5363 |
1.5433 |
| PP |
1.5383 |
1.5383 |
1.5383 |
1.5359 |
| S1 |
1.5242 |
1.5242 |
1.5319 |
1.5192 |
| S2 |
1.5142 |
1.5142 |
1.5297 |
|
| S3 |
1.4901 |
1.5001 |
1.5275 |
|
| S4 |
1.4660 |
1.4760 |
1.5208 |
|
|
| 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% |
0.0151 |
1.0% |
24% |
False |
False |
47,001 |
| 10 |
1.5565 |
1.5284 |
0.0281 |
1.8% |
0.0135 |
0.9% |
20% |
False |
False |
24,243 |
| 20 |
1.5681 |
1.5284 |
0.0397 |
2.6% |
0.0131 |
0.9% |
14% |
False |
False |
12,348 |
| 40 |
1.5984 |
1.5126 |
0.0858 |
5.6% |
0.0130 |
0.8% |
25% |
False |
False |
6,293 |
| 60 |
1.5984 |
1.4703 |
0.1281 |
8.4% |
0.0134 |
0.9% |
50% |
False |
False |
4,229 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.9% |
0.0114 |
0.7% |
62% |
False |
False |
3,175 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.9% |
0.0101 |
0.7% |
62% |
False |
False |
2,541 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.9% |
0.0084 |
0.5% |
62% |
False |
False |
2,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5999 |
|
2.618 |
1.5791 |
|
1.618 |
1.5664 |
|
1.000 |
1.5586 |
|
0.618 |
1.5537 |
|
HIGH |
1.5459 |
|
0.618 |
1.5410 |
|
0.500 |
1.5396 |
|
0.382 |
1.5381 |
|
LOW |
1.5332 |
|
0.618 |
1.5254 |
|
1.000 |
1.5205 |
|
1.618 |
1.5127 |
|
2.618 |
1.5000 |
|
4.250 |
1.4792 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5396 |
1.5429 |
| PP |
1.5377 |
1.5399 |
| S1 |
1.5359 |
1.5370 |
|