CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 15-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5415 |
1.5527 |
0.0112 |
0.7% |
1.5441 |
| High |
1.5577 |
1.5642 |
0.0065 |
0.4% |
1.5525 |
| Low |
1.5336 |
1.5438 |
0.0102 |
0.7% |
1.5284 |
| Close |
1.5555 |
1.5609 |
0.0054 |
0.3% |
1.5341 |
| Range |
0.0241 |
0.0204 |
-0.0037 |
-15.4% |
0.0241 |
| ATR |
0.0143 |
0.0148 |
0.0004 |
3.0% |
0.0000 |
| Volume |
135,563 |
110,674 |
-24,889 |
-18.4% |
235,009 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6175 |
1.6096 |
1.5721 |
|
| R3 |
1.5971 |
1.5892 |
1.5665 |
|
| R2 |
1.5767 |
1.5767 |
1.5646 |
|
| R1 |
1.5688 |
1.5688 |
1.5628 |
1.5728 |
| PP |
1.5563 |
1.5563 |
1.5563 |
1.5583 |
| S1 |
1.5484 |
1.5484 |
1.5590 |
1.5524 |
| S2 |
1.5359 |
1.5359 |
1.5572 |
|
| S3 |
1.5155 |
1.5280 |
1.5553 |
|
| S4 |
1.4951 |
1.5076 |
1.5497 |
|
|
| 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 |
1.5642 |
1.5332 |
0.0310 |
2.0% |
0.0163 |
1.0% |
89% |
True |
False |
104,904 |
| 10 |
1.5642 |
1.5284 |
0.0358 |
2.3% |
0.0151 |
1.0% |
91% |
True |
False |
58,930 |
| 20 |
1.5659 |
1.5284 |
0.0375 |
2.4% |
0.0137 |
0.9% |
87% |
False |
False |
29,673 |
| 40 |
1.5984 |
1.5158 |
0.0826 |
5.3% |
0.0134 |
0.9% |
55% |
False |
False |
14,978 |
| 60 |
1.5984 |
1.4833 |
0.1151 |
7.4% |
0.0137 |
0.9% |
67% |
False |
False |
10,024 |
| 80 |
1.5984 |
1.4380 |
0.1604 |
10.3% |
0.0119 |
0.8% |
77% |
False |
False |
7,524 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0107 |
0.7% |
78% |
False |
False |
6,020 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0089 |
0.6% |
78% |
False |
False |
5,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6509 |
|
2.618 |
1.6176 |
|
1.618 |
1.5972 |
|
1.000 |
1.5846 |
|
0.618 |
1.5768 |
|
HIGH |
1.5642 |
|
0.618 |
1.5564 |
|
0.500 |
1.5540 |
|
0.382 |
1.5516 |
|
LOW |
1.5438 |
|
0.618 |
1.5312 |
|
1.000 |
1.5234 |
|
1.618 |
1.5108 |
|
2.618 |
1.4904 |
|
4.250 |
1.4571 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5586 |
1.5569 |
| PP |
1.5563 |
1.5529 |
| S1 |
1.5540 |
1.5489 |
|