CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 27-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5671 |
1.5814 |
0.0143 |
0.9% |
1.5642 |
| High |
1.5835 |
1.5859 |
0.0024 |
0.2% |
1.5835 |
| Low |
1.5633 |
1.5778 |
0.0145 |
0.9% |
1.5494 |
| Close |
1.5809 |
1.5846 |
0.0037 |
0.2% |
1.5809 |
| Range |
0.0202 |
0.0081 |
-0.0121 |
-59.9% |
0.0341 |
| ATR |
0.0146 |
0.0141 |
-0.0005 |
-3.2% |
0.0000 |
| Volume |
96,821 |
63,771 |
-33,050 |
-34.1% |
477,418 |
|
| Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6071 |
1.6039 |
1.5891 |
|
| R3 |
1.5990 |
1.5958 |
1.5868 |
|
| R2 |
1.5909 |
1.5909 |
1.5861 |
|
| R1 |
1.5877 |
1.5877 |
1.5853 |
1.5893 |
| PP |
1.5828 |
1.5828 |
1.5828 |
1.5836 |
| S1 |
1.5796 |
1.5796 |
1.5839 |
1.5812 |
| S2 |
1.5747 |
1.5747 |
1.5831 |
|
| S3 |
1.5666 |
1.5715 |
1.5824 |
|
| S4 |
1.5585 |
1.5634 |
1.5801 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6736 |
1.6613 |
1.5997 |
|
| R3 |
1.6395 |
1.6272 |
1.5903 |
|
| R2 |
1.6054 |
1.6054 |
1.5872 |
|
| R1 |
1.5931 |
1.5931 |
1.5840 |
1.5993 |
| PP |
1.5713 |
1.5713 |
1.5713 |
1.5743 |
| S1 |
1.5590 |
1.5590 |
1.5778 |
1.5652 |
| S2 |
1.5372 |
1.5372 |
1.5746 |
|
| S3 |
1.5031 |
1.5249 |
1.5715 |
|
| S4 |
1.4690 |
1.4908 |
1.5621 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5859 |
1.5494 |
0.0365 |
2.3% |
0.0134 |
0.8% |
96% |
True |
False |
93,159 |
| 10 |
1.5859 |
1.5336 |
0.0523 |
3.3% |
0.0151 |
1.0% |
98% |
True |
False |
96,302 |
| 20 |
1.5859 |
1.5284 |
0.0575 |
3.6% |
0.0144 |
0.9% |
98% |
True |
False |
65,340 |
| 40 |
1.5984 |
1.5284 |
0.0700 |
4.4% |
0.0135 |
0.9% |
80% |
False |
False |
32,868 |
| 60 |
1.5984 |
1.4944 |
0.1040 |
6.6% |
0.0136 |
0.9% |
87% |
False |
False |
21,958 |
| 80 |
1.5984 |
1.4386 |
0.1598 |
10.1% |
0.0132 |
0.8% |
91% |
False |
False |
16,482 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.5% |
0.0112 |
0.7% |
92% |
False |
False |
13,187 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.5% |
0.0098 |
0.6% |
92% |
False |
False |
10,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6203 |
|
2.618 |
1.6071 |
|
1.618 |
1.5990 |
|
1.000 |
1.5940 |
|
0.618 |
1.5909 |
|
HIGH |
1.5859 |
|
0.618 |
1.5828 |
|
0.500 |
1.5819 |
|
0.382 |
1.5809 |
|
LOW |
1.5778 |
|
0.618 |
1.5728 |
|
1.000 |
1.5697 |
|
1.618 |
1.5647 |
|
2.618 |
1.5566 |
|
4.250 |
1.5434 |
|
|
| Fisher Pivots for day following 27-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5837 |
1.5808 |
| PP |
1.5828 |
1.5770 |
| S1 |
1.5819 |
1.5732 |
|