CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 23-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5594 |
1.5646 |
0.0052 |
0.3% |
1.5341 |
| High |
1.5706 |
1.5734 |
0.0028 |
0.2% |
1.5721 |
| Low |
1.5591 |
1.5604 |
0.0013 |
0.1% |
1.5336 |
| Close |
1.5660 |
1.5685 |
0.0025 |
0.2% |
1.5611 |
| Range |
0.0115 |
0.0130 |
0.0015 |
13.0% |
0.0385 |
| ATR |
0.0143 |
0.0142 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
114,506 |
98,865 |
-15,641 |
-13.7% |
523,470 |
|
| Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6064 |
1.6005 |
1.5757 |
|
| R3 |
1.5934 |
1.5875 |
1.5721 |
|
| R2 |
1.5804 |
1.5804 |
1.5709 |
|
| R1 |
1.5745 |
1.5745 |
1.5697 |
1.5775 |
| PP |
1.5674 |
1.5674 |
1.5674 |
1.5689 |
| S1 |
1.5615 |
1.5615 |
1.5673 |
1.5645 |
| S2 |
1.5544 |
1.5544 |
1.5661 |
|
| S3 |
1.5414 |
1.5485 |
1.5649 |
|
| S4 |
1.5284 |
1.5355 |
1.5614 |
|
|
| 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 |
1.5734 |
1.5494 |
0.0240 |
1.5% |
0.0135 |
0.9% |
80% |
True |
False |
92,377 |
| 10 |
1.5734 |
1.5332 |
0.0402 |
2.6% |
0.0150 |
1.0% |
88% |
True |
False |
101,727 |
| 20 |
1.5734 |
1.5284 |
0.0450 |
2.9% |
0.0141 |
0.9% |
89% |
True |
False |
57,361 |
| 40 |
1.5984 |
1.5284 |
0.0700 |
4.5% |
0.0136 |
0.9% |
57% |
False |
False |
28,858 |
| 60 |
1.5984 |
1.4877 |
0.1107 |
7.1% |
0.0138 |
0.9% |
73% |
False |
False |
19,286 |
| 80 |
1.5984 |
1.4386 |
0.1598 |
10.2% |
0.0129 |
0.8% |
81% |
False |
False |
14,475 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0114 |
0.7% |
82% |
False |
False |
11,582 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0095 |
0.6% |
82% |
False |
False |
9,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6287 |
|
2.618 |
1.6074 |
|
1.618 |
1.5944 |
|
1.000 |
1.5864 |
|
0.618 |
1.5814 |
|
HIGH |
1.5734 |
|
0.618 |
1.5684 |
|
0.500 |
1.5669 |
|
0.382 |
1.5654 |
|
LOW |
1.5604 |
|
0.618 |
1.5524 |
|
1.000 |
1.5474 |
|
1.618 |
1.5394 |
|
2.618 |
1.5264 |
|
4.250 |
1.5052 |
|
|
| Fisher Pivots for day following 23-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5680 |
1.5661 |
| PP |
1.5674 |
1.5638 |
| S1 |
1.5669 |
1.5614 |
|