CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 22-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5538 |
1.5594 |
0.0056 |
0.4% |
1.5341 |
| High |
1.5636 |
1.5706 |
0.0070 |
0.4% |
1.5721 |
| Low |
1.5494 |
1.5591 |
0.0097 |
0.6% |
1.5336 |
| Close |
1.5611 |
1.5660 |
0.0049 |
0.3% |
1.5611 |
| Range |
0.0142 |
0.0115 |
-0.0027 |
-19.0% |
0.0385 |
| ATR |
0.0145 |
0.0143 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
91,835 |
114,506 |
22,671 |
24.7% |
523,470 |
|
| Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5997 |
1.5944 |
1.5723 |
|
| R3 |
1.5882 |
1.5829 |
1.5692 |
|
| R2 |
1.5767 |
1.5767 |
1.5681 |
|
| R1 |
1.5714 |
1.5714 |
1.5671 |
1.5741 |
| PP |
1.5652 |
1.5652 |
1.5652 |
1.5666 |
| S1 |
1.5599 |
1.5599 |
1.5649 |
1.5626 |
| S2 |
1.5537 |
1.5537 |
1.5639 |
|
| S3 |
1.5422 |
1.5484 |
1.5628 |
|
| S4 |
1.5307 |
1.5369 |
1.5597 |
|
|
| 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 |
1.5494 |
0.0227 |
1.4% |
0.0131 |
0.8% |
73% |
False |
False |
91,465 |
| 10 |
1.5721 |
1.5332 |
0.0389 |
2.5% |
0.0147 |
0.9% |
84% |
False |
False |
98,184 |
| 20 |
1.5721 |
1.5284 |
0.0437 |
2.8% |
0.0141 |
0.9% |
86% |
False |
False |
52,439 |
| 40 |
1.5984 |
1.5284 |
0.0700 |
4.5% |
0.0135 |
0.9% |
54% |
False |
False |
26,388 |
| 60 |
1.5984 |
1.4877 |
0.1107 |
7.1% |
0.0138 |
0.9% |
71% |
False |
False |
17,639 |
| 80 |
1.5984 |
1.4386 |
0.1598 |
10.2% |
0.0127 |
0.8% |
80% |
False |
False |
13,239 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0113 |
0.7% |
81% |
False |
False |
10,593 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0094 |
0.6% |
81% |
False |
False |
8,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6195 |
|
2.618 |
1.6007 |
|
1.618 |
1.5892 |
|
1.000 |
1.5821 |
|
0.618 |
1.5777 |
|
HIGH |
1.5706 |
|
0.618 |
1.5662 |
|
0.500 |
1.5649 |
|
0.382 |
1.5635 |
|
LOW |
1.5591 |
|
0.618 |
1.5520 |
|
1.000 |
1.5476 |
|
1.618 |
1.5405 |
|
2.618 |
1.5290 |
|
4.250 |
1.5102 |
|
|
| Fisher Pivots for day following 22-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5656 |
1.5640 |
| PP |
1.5652 |
1.5620 |
| S1 |
1.5649 |
1.5600 |
|