CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 28-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5814 |
1.5805 |
-0.0009 |
-0.1% |
1.5642 |
| High |
1.5859 |
1.5888 |
0.0029 |
0.2% |
1.5835 |
| Low |
1.5778 |
1.5710 |
-0.0068 |
-0.4% |
1.5494 |
| Close |
1.5846 |
1.5782 |
-0.0064 |
-0.4% |
1.5809 |
| Range |
0.0081 |
0.0178 |
0.0097 |
119.8% |
0.0341 |
| ATR |
0.0141 |
0.0144 |
0.0003 |
1.9% |
0.0000 |
| Volume |
63,771 |
150,882 |
87,111 |
136.6% |
477,418 |
|
| Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6327 |
1.6233 |
1.5880 |
|
| R3 |
1.6149 |
1.6055 |
1.5831 |
|
| R2 |
1.5971 |
1.5971 |
1.5815 |
|
| R1 |
1.5877 |
1.5877 |
1.5798 |
1.5835 |
| PP |
1.5793 |
1.5793 |
1.5793 |
1.5773 |
| S1 |
1.5699 |
1.5699 |
1.5766 |
1.5657 |
| S2 |
1.5615 |
1.5615 |
1.5749 |
|
| S3 |
1.5437 |
1.5521 |
1.5733 |
|
| S4 |
1.5259 |
1.5343 |
1.5684 |
|
|
| 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 |
1.5888 |
1.5591 |
0.0297 |
1.9% |
0.0141 |
0.9% |
64% |
True |
False |
104,969 |
| 10 |
1.5888 |
1.5438 |
0.0450 |
2.9% |
0.0145 |
0.9% |
76% |
True |
False |
97,834 |
| 20 |
1.5888 |
1.5284 |
0.0604 |
3.8% |
0.0145 |
0.9% |
82% |
True |
False |
72,868 |
| 40 |
1.5984 |
1.5284 |
0.0700 |
4.4% |
0.0137 |
0.9% |
71% |
False |
False |
36,633 |
| 60 |
1.5984 |
1.4944 |
0.1040 |
6.6% |
0.0137 |
0.9% |
81% |
False |
False |
24,468 |
| 80 |
1.5984 |
1.4386 |
0.1598 |
10.1% |
0.0133 |
0.8% |
87% |
False |
False |
18,368 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.6% |
0.0113 |
0.7% |
88% |
False |
False |
14,696 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.6% |
0.0099 |
0.6% |
88% |
False |
False |
12,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6645 |
|
2.618 |
1.6354 |
|
1.618 |
1.6176 |
|
1.000 |
1.6066 |
|
0.618 |
1.5998 |
|
HIGH |
1.5888 |
|
0.618 |
1.5820 |
|
0.500 |
1.5799 |
|
0.382 |
1.5778 |
|
LOW |
1.5710 |
|
0.618 |
1.5600 |
|
1.000 |
1.5532 |
|
1.618 |
1.5422 |
|
2.618 |
1.5244 |
|
4.250 |
1.4954 |
|
|
| Fisher Pivots for day following 28-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5799 |
1.5775 |
| PP |
1.5793 |
1.5768 |
| S1 |
1.5788 |
1.5761 |
|