CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 13-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5424 |
1.5341 |
-0.0083 |
-0.5% |
1.5441 |
| High |
1.5459 |
1.5479 |
0.0020 |
0.1% |
1.5525 |
| Low |
1.5332 |
1.5341 |
0.0009 |
0.1% |
1.5284 |
| Close |
1.5341 |
1.5395 |
0.0054 |
0.4% |
1.5341 |
| Range |
0.0127 |
0.0138 |
0.0011 |
8.7% |
0.0241 |
| ATR |
0.0136 |
0.0136 |
0.0000 |
0.1% |
0.0000 |
| Volume |
113,208 |
101,637 |
-11,571 |
-10.2% |
235,009 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5819 |
1.5745 |
1.5471 |
|
| R3 |
1.5681 |
1.5607 |
1.5433 |
|
| R2 |
1.5543 |
1.5543 |
1.5420 |
|
| R1 |
1.5469 |
1.5469 |
1.5408 |
1.5506 |
| PP |
1.5405 |
1.5405 |
1.5405 |
1.5424 |
| S1 |
1.5331 |
1.5331 |
1.5382 |
1.5368 |
| S2 |
1.5267 |
1.5267 |
1.5370 |
|
| S3 |
1.5129 |
1.5193 |
1.5357 |
|
| S4 |
1.4991 |
1.5055 |
1.5319 |
|
|
| 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% |
0.0150 |
1.0% |
46% |
False |
False |
66,250 |
| 10 |
1.5525 |
1.5284 |
0.0241 |
1.6% |
0.0136 |
0.9% |
46% |
False |
False |
34,378 |
| 20 |
1.5677 |
1.5284 |
0.0393 |
2.6% |
0.0130 |
0.8% |
28% |
False |
False |
17,413 |
| 40 |
1.5984 |
1.5126 |
0.0858 |
5.6% |
0.0131 |
0.9% |
31% |
False |
False |
8,829 |
| 60 |
1.5984 |
1.4703 |
0.1281 |
8.3% |
0.0135 |
0.9% |
54% |
False |
False |
5,922 |
| 80 |
1.5984 |
1.4313 |
0.1671 |
10.9% |
0.0116 |
0.8% |
65% |
False |
False |
4,446 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.9% |
0.0102 |
0.7% |
65% |
False |
False |
3,557 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.9% |
0.0085 |
0.6% |
65% |
False |
False |
2,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6066 |
|
2.618 |
1.5840 |
|
1.618 |
1.5702 |
|
1.000 |
1.5617 |
|
0.618 |
1.5564 |
|
HIGH |
1.5479 |
|
0.618 |
1.5426 |
|
0.500 |
1.5410 |
|
0.382 |
1.5394 |
|
LOW |
1.5341 |
|
0.618 |
1.5256 |
|
1.000 |
1.5203 |
|
1.618 |
1.5118 |
|
2.618 |
1.4980 |
|
4.250 |
1.4755 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5410 |
1.5406 |
| PP |
1.5405 |
1.5402 |
| S1 |
1.5400 |
1.5399 |
|