CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 17-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5619 |
1.5617 |
-0.0002 |
0.0% |
1.5341 |
| High |
1.5640 |
1.5721 |
0.0081 |
0.5% |
1.5721 |
| Low |
1.5528 |
1.5585 |
0.0057 |
0.4% |
1.5336 |
| Close |
1.5632 |
1.5611 |
-0.0021 |
-0.1% |
1.5611 |
| Range |
0.0112 |
0.0136 |
0.0024 |
21.4% |
0.0385 |
| ATR |
0.0145 |
0.0144 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
94,304 |
81,292 |
-13,012 |
-13.8% |
523,470 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6047 |
1.5965 |
1.5686 |
|
| R3 |
1.5911 |
1.5829 |
1.5648 |
|
| R2 |
1.5775 |
1.5775 |
1.5636 |
|
| R1 |
1.5693 |
1.5693 |
1.5623 |
1.5666 |
| PP |
1.5639 |
1.5639 |
1.5639 |
1.5626 |
| S1 |
1.5557 |
1.5557 |
1.5599 |
1.5530 |
| S2 |
1.5503 |
1.5503 |
1.5586 |
|
| S3 |
1.5367 |
1.5421 |
1.5574 |
|
| S4 |
1.5231 |
1.5285 |
1.5536 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6711 |
1.6546 |
1.5823 |
|
| R3 |
1.6326 |
1.6161 |
1.5717 |
|
| R2 |
1.5941 |
1.5941 |
1.5682 |
|
| R1 |
1.5776 |
1.5776 |
1.5646 |
1.5859 |
| PP |
1.5556 |
1.5556 |
1.5556 |
1.5597 |
| S1 |
1.5391 |
1.5391 |
1.5576 |
1.5474 |
| S2 |
1.5171 |
1.5171 |
1.5540 |
|
| S3 |
1.4786 |
1.5006 |
1.5505 |
|
| S4 |
1.4401 |
1.4621 |
1.5399 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5721 |
1.5336 |
0.0385 |
2.5% |
0.0166 |
1.1% |
71% |
True |
False |
104,694 |
| 10 |
1.5721 |
1.5284 |
0.0437 |
2.8% |
0.0158 |
1.0% |
75% |
True |
False |
75,847 |
| 20 |
1.5721 |
1.5284 |
0.0437 |
2.8% |
0.0136 |
0.9% |
75% |
True |
False |
38,399 |
| 40 |
1.5984 |
1.5284 |
0.0700 |
4.5% |
0.0133 |
0.8% |
47% |
False |
False |
19,359 |
| 60 |
1.5984 |
1.4861 |
0.1123 |
7.2% |
0.0137 |
0.9% |
67% |
False |
False |
12,948 |
| 80 |
1.5984 |
1.4386 |
0.1598 |
10.2% |
0.0122 |
0.8% |
77% |
False |
False |
9,718 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0109 |
0.7% |
78% |
False |
False |
7,776 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0091 |
0.6% |
78% |
False |
False |
6,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6299 |
|
2.618 |
1.6077 |
|
1.618 |
1.5941 |
|
1.000 |
1.5857 |
|
0.618 |
1.5805 |
|
HIGH |
1.5721 |
|
0.618 |
1.5669 |
|
0.500 |
1.5653 |
|
0.382 |
1.5637 |
|
LOW |
1.5585 |
|
0.618 |
1.5501 |
|
1.000 |
1.5449 |
|
1.618 |
1.5365 |
|
2.618 |
1.5229 |
|
4.250 |
1.5007 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5653 |
1.5601 |
| PP |
1.5639 |
1.5590 |
| S1 |
1.5625 |
1.5580 |
|