CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 21-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5642 |
1.5538 |
-0.0104 |
-0.7% |
1.5341 |
| High |
1.5678 |
1.5636 |
-0.0042 |
-0.3% |
1.5721 |
| Low |
1.5527 |
1.5494 |
-0.0033 |
-0.2% |
1.5336 |
| Close |
1.5534 |
1.5611 |
0.0077 |
0.5% |
1.5611 |
| Range |
0.0151 |
0.0142 |
-0.0009 |
-6.0% |
0.0385 |
| ATR |
0.0145 |
0.0145 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
75,391 |
91,835 |
16,444 |
21.8% |
523,470 |
|
| Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6006 |
1.5951 |
1.5689 |
|
| R3 |
1.5864 |
1.5809 |
1.5650 |
|
| R2 |
1.5722 |
1.5722 |
1.5637 |
|
| R1 |
1.5667 |
1.5667 |
1.5624 |
1.5695 |
| PP |
1.5580 |
1.5580 |
1.5580 |
1.5594 |
| S1 |
1.5525 |
1.5525 |
1.5598 |
1.5553 |
| S2 |
1.5438 |
1.5438 |
1.5585 |
|
| S3 |
1.5296 |
1.5383 |
1.5572 |
|
| S4 |
1.5154 |
1.5241 |
1.5533 |
|
|
| 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 |
1.5438 |
0.0283 |
1.8% |
0.0149 |
1.0% |
61% |
False |
False |
90,699 |
| 10 |
1.5721 |
1.5332 |
0.0389 |
2.5% |
0.0154 |
1.0% |
72% |
False |
False |
91,491 |
| 20 |
1.5721 |
1.5284 |
0.0437 |
2.8% |
0.0139 |
0.9% |
75% |
False |
False |
46,737 |
| 40 |
1.5984 |
1.5284 |
0.0700 |
4.5% |
0.0134 |
0.9% |
47% |
False |
False |
23,530 |
| 60 |
1.5984 |
1.4877 |
0.1107 |
7.1% |
0.0137 |
0.9% |
66% |
False |
False |
15,731 |
| 80 |
1.5984 |
1.4386 |
0.1598 |
10.2% |
0.0126 |
0.8% |
77% |
False |
False |
11,808 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0112 |
0.7% |
78% |
False |
False |
9,448 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0093 |
0.6% |
78% |
False |
False |
7,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6240 |
|
2.618 |
1.6008 |
|
1.618 |
1.5866 |
|
1.000 |
1.5778 |
|
0.618 |
1.5724 |
|
HIGH |
1.5636 |
|
0.618 |
1.5582 |
|
0.500 |
1.5565 |
|
0.382 |
1.5548 |
|
LOW |
1.5494 |
|
0.618 |
1.5406 |
|
1.000 |
1.5352 |
|
1.618 |
1.5264 |
|
2.618 |
1.5122 |
|
4.250 |
1.4891 |
|
|
| Fisher Pivots for day following 21-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5596 |
1.5610 |
| PP |
1.5580 |
1.5609 |
| S1 |
1.5565 |
1.5608 |
|