CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 29-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5805 |
1.5794 |
-0.0011 |
-0.1% |
1.5642 |
| High |
1.5888 |
1.5867 |
-0.0021 |
-0.1% |
1.5835 |
| Low |
1.5710 |
1.5754 |
0.0044 |
0.3% |
1.5494 |
| Close |
1.5782 |
1.5784 |
0.0002 |
0.0% |
1.5809 |
| Range |
0.0178 |
0.0113 |
-0.0065 |
-36.5% |
0.0341 |
| ATR |
0.0144 |
0.0142 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
150,882 |
84,677 |
-66,205 |
-43.9% |
477,418 |
|
| Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6141 |
1.6075 |
1.5846 |
|
| R3 |
1.6028 |
1.5962 |
1.5815 |
|
| R2 |
1.5915 |
1.5915 |
1.5805 |
|
| R1 |
1.5849 |
1.5849 |
1.5794 |
1.5826 |
| PP |
1.5802 |
1.5802 |
1.5802 |
1.5790 |
| S1 |
1.5736 |
1.5736 |
1.5774 |
1.5713 |
| S2 |
1.5689 |
1.5689 |
1.5763 |
|
| S3 |
1.5576 |
1.5623 |
1.5753 |
|
| S4 |
1.5463 |
1.5510 |
1.5722 |
|
|
| 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 |
1.5604 |
0.0284 |
1.8% |
0.0141 |
0.9% |
63% |
False |
False |
99,003 |
| 10 |
1.5888 |
1.5494 |
0.0394 |
2.5% |
0.0136 |
0.9% |
74% |
False |
False |
95,234 |
| 20 |
1.5888 |
1.5284 |
0.0604 |
3.8% |
0.0143 |
0.9% |
83% |
False |
False |
77,082 |
| 40 |
1.5984 |
1.5284 |
0.0700 |
4.4% |
0.0138 |
0.9% |
71% |
False |
False |
38,747 |
| 60 |
1.5984 |
1.4944 |
0.1040 |
6.6% |
0.0137 |
0.9% |
81% |
False |
False |
25,878 |
| 80 |
1.5984 |
1.4485 |
0.1499 |
9.5% |
0.0134 |
0.9% |
87% |
False |
False |
19,426 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.6% |
0.0113 |
0.7% |
88% |
False |
False |
15,543 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.6% |
0.0100 |
0.6% |
88% |
False |
False |
12,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6347 |
|
2.618 |
1.6163 |
|
1.618 |
1.6050 |
|
1.000 |
1.5980 |
|
0.618 |
1.5937 |
|
HIGH |
1.5867 |
|
0.618 |
1.5824 |
|
0.500 |
1.5811 |
|
0.382 |
1.5797 |
|
LOW |
1.5754 |
|
0.618 |
1.5684 |
|
1.000 |
1.5641 |
|
1.618 |
1.5571 |
|
2.618 |
1.5458 |
|
4.250 |
1.5274 |
|
|
| Fisher Pivots for day following 29-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5811 |
1.5799 |
| PP |
1.5802 |
1.5794 |
| S1 |
1.5793 |
1.5789 |
|