CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 14-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5341 |
1.5415 |
0.0074 |
0.5% |
1.5441 |
| High |
1.5479 |
1.5577 |
0.0098 |
0.6% |
1.5525 |
| Low |
1.5341 |
1.5336 |
-0.0005 |
0.0% |
1.5284 |
| Close |
1.5395 |
1.5555 |
0.0160 |
1.0% |
1.5341 |
| Range |
0.0138 |
0.0241 |
0.0103 |
74.6% |
0.0241 |
| ATR |
0.0136 |
0.0143 |
0.0008 |
5.5% |
0.0000 |
| Volume |
101,637 |
135,563 |
33,926 |
33.4% |
235,009 |
|
| Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6212 |
1.6125 |
1.5688 |
|
| R3 |
1.5971 |
1.5884 |
1.5621 |
|
| R2 |
1.5730 |
1.5730 |
1.5599 |
|
| R1 |
1.5643 |
1.5643 |
1.5577 |
1.5687 |
| PP |
1.5489 |
1.5489 |
1.5489 |
1.5511 |
| S1 |
1.5402 |
1.5402 |
1.5533 |
1.5446 |
| S2 |
1.5248 |
1.5248 |
1.5511 |
|
| S3 |
1.5007 |
1.5161 |
1.5489 |
|
| S4 |
1.4766 |
1.4920 |
1.5422 |
|
|
| 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 |
1.5577 |
1.5332 |
0.0245 |
1.6% |
0.0159 |
1.0% |
91% |
True |
False |
92,283 |
| 10 |
1.5577 |
1.5284 |
0.0293 |
1.9% |
0.0146 |
0.9% |
92% |
True |
False |
47,902 |
| 20 |
1.5677 |
1.5284 |
0.0393 |
2.5% |
0.0136 |
0.9% |
69% |
False |
False |
24,172 |
| 40 |
1.5984 |
1.5126 |
0.0858 |
5.5% |
0.0134 |
0.9% |
50% |
False |
False |
12,213 |
| 60 |
1.5984 |
1.4703 |
0.1281 |
8.2% |
0.0136 |
0.9% |
67% |
False |
False |
8,180 |
| 80 |
1.5984 |
1.4380 |
0.1604 |
10.3% |
0.0117 |
0.7% |
73% |
False |
False |
6,140 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0105 |
0.7% |
74% |
False |
False |
4,913 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0087 |
0.6% |
74% |
False |
False |
4,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6601 |
|
2.618 |
1.6208 |
|
1.618 |
1.5967 |
|
1.000 |
1.5818 |
|
0.618 |
1.5726 |
|
HIGH |
1.5577 |
|
0.618 |
1.5485 |
|
0.500 |
1.5457 |
|
0.382 |
1.5428 |
|
LOW |
1.5336 |
|
0.618 |
1.5187 |
|
1.000 |
1.5095 |
|
1.618 |
1.4946 |
|
2.618 |
1.4705 |
|
4.250 |
1.4312 |
|
|
| Fisher Pivots for day following 14-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5522 |
1.5522 |
| PP |
1.5489 |
1.5488 |
| S1 |
1.5457 |
1.5455 |
|