CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 30-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5794 |
1.5785 |
-0.0009 |
-0.1% |
1.5642 |
| High |
1.5867 |
1.5916 |
0.0049 |
0.3% |
1.5835 |
| Low |
1.5754 |
1.5662 |
-0.0092 |
-0.6% |
1.5494 |
| Close |
1.5784 |
1.5707 |
-0.0077 |
-0.5% |
1.5809 |
| Range |
0.0113 |
0.0254 |
0.0141 |
124.8% |
0.0341 |
| ATR |
0.0142 |
0.0150 |
0.0008 |
5.7% |
0.0000 |
| Volume |
84,677 |
179,116 |
94,439 |
111.5% |
477,418 |
|
| Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6524 |
1.6369 |
1.5847 |
|
| R3 |
1.6270 |
1.6115 |
1.5777 |
|
| R2 |
1.6016 |
1.6016 |
1.5754 |
|
| R1 |
1.5861 |
1.5861 |
1.5730 |
1.5812 |
| PP |
1.5762 |
1.5762 |
1.5762 |
1.5737 |
| S1 |
1.5607 |
1.5607 |
1.5684 |
1.5558 |
| S2 |
1.5508 |
1.5508 |
1.5660 |
|
| S3 |
1.5254 |
1.5353 |
1.5637 |
|
| S4 |
1.5000 |
1.5099 |
1.5567 |
|
|
| 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 |
1.5916 |
1.5633 |
0.0283 |
1.8% |
0.0166 |
1.1% |
26% |
True |
False |
115,053 |
| 10 |
1.5916 |
1.5494 |
0.0422 |
2.7% |
0.0150 |
1.0% |
50% |
True |
False |
103,715 |
| 20 |
1.5916 |
1.5284 |
0.0632 |
4.0% |
0.0151 |
1.0% |
67% |
True |
False |
86,008 |
| 40 |
1.5984 |
1.5284 |
0.0700 |
4.5% |
0.0142 |
0.9% |
60% |
False |
False |
43,219 |
| 60 |
1.5984 |
1.4944 |
0.1040 |
6.6% |
0.0139 |
0.9% |
73% |
False |
False |
28,861 |
| 80 |
1.5984 |
1.4485 |
0.1499 |
9.5% |
0.0138 |
0.9% |
82% |
False |
False |
21,665 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.6% |
0.0114 |
0.7% |
83% |
False |
False |
17,334 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.6% |
0.0102 |
0.7% |
83% |
False |
False |
14,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6996 |
|
2.618 |
1.6581 |
|
1.618 |
1.6327 |
|
1.000 |
1.6170 |
|
0.618 |
1.6073 |
|
HIGH |
1.5916 |
|
0.618 |
1.5819 |
|
0.500 |
1.5789 |
|
0.382 |
1.5759 |
|
LOW |
1.5662 |
|
0.618 |
1.5505 |
|
1.000 |
1.5408 |
|
1.618 |
1.5251 |
|
2.618 |
1.4997 |
|
4.250 |
1.4583 |
|
|
| Fisher Pivots for day following 30-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5789 |
1.5789 |
| PP |
1.5762 |
1.5762 |
| S1 |
1.5734 |
1.5734 |
|