CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 07-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5394 |
1.5448 |
0.0054 |
0.4% |
1.5530 |
| High |
1.5472 |
1.5488 |
0.0016 |
0.1% |
1.5577 |
| Low |
1.5389 |
1.5295 |
-0.0094 |
-0.6% |
1.5325 |
| Close |
1.5446 |
1.5342 |
-0.0104 |
-0.7% |
1.5446 |
| Range |
0.0083 |
0.0193 |
0.0110 |
132.5% |
0.0252 |
| ATR |
0.0140 |
0.0144 |
0.0004 |
2.7% |
0.0000 |
| Volume |
95,911 |
96,551 |
640 |
0.7% |
486,768 |
|
| Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5954 |
1.5841 |
1.5448 |
|
| R3 |
1.5761 |
1.5648 |
1.5395 |
|
| R2 |
1.5568 |
1.5568 |
1.5377 |
|
| R1 |
1.5455 |
1.5455 |
1.5360 |
1.5415 |
| PP |
1.5375 |
1.5375 |
1.5375 |
1.5355 |
| S1 |
1.5262 |
1.5262 |
1.5324 |
1.5222 |
| S2 |
1.5182 |
1.5182 |
1.5307 |
|
| S3 |
1.4989 |
1.5069 |
1.5289 |
|
| S4 |
1.4796 |
1.4876 |
1.5236 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6205 |
1.6078 |
1.5585 |
|
| R3 |
1.5953 |
1.5826 |
1.5515 |
|
| R2 |
1.5701 |
1.5701 |
1.5492 |
|
| R1 |
1.5574 |
1.5574 |
1.5469 |
1.5512 |
| PP |
1.5449 |
1.5449 |
1.5449 |
1.5418 |
| S1 |
1.5322 |
1.5322 |
1.5423 |
1.5260 |
| S2 |
1.5197 |
1.5197 |
1.5400 |
|
| S3 |
1.4945 |
1.5070 |
1.5377 |
|
| S4 |
1.4693 |
1.4818 |
1.5307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5491 |
1.5295 |
0.0196 |
1.3% |
0.0137 |
0.9% |
24% |
False |
True |
104,463 |
| 10 |
1.5597 |
1.5295 |
0.0302 |
2.0% |
0.0132 |
0.9% |
16% |
False |
True |
101,840 |
| 20 |
1.5907 |
1.5295 |
0.0612 |
4.0% |
0.0148 |
1.0% |
8% |
False |
True |
108,008 |
| 40 |
1.5997 |
1.4963 |
0.1034 |
6.7% |
0.0150 |
1.0% |
37% |
False |
False |
103,079 |
| 60 |
1.5997 |
1.4552 |
0.1445 |
9.4% |
0.0154 |
1.0% |
55% |
False |
False |
105,436 |
| 80 |
1.5997 |
1.4233 |
0.1764 |
11.5% |
0.0165 |
1.1% |
63% |
False |
False |
82,280 |
| 100 |
1.5997 |
1.4233 |
0.1764 |
11.5% |
0.0170 |
1.1% |
63% |
False |
False |
65,994 |
| 120 |
1.5997 |
1.4233 |
0.1764 |
11.5% |
0.0164 |
1.1% |
63% |
False |
False |
55,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6308 |
|
2.618 |
1.5993 |
|
1.618 |
1.5800 |
|
1.000 |
1.5681 |
|
0.618 |
1.5607 |
|
HIGH |
1.5488 |
|
0.618 |
1.5414 |
|
0.500 |
1.5392 |
|
0.382 |
1.5369 |
|
LOW |
1.5295 |
|
0.618 |
1.5176 |
|
1.000 |
1.5102 |
|
1.618 |
1.4983 |
|
2.618 |
1.4790 |
|
4.250 |
1.4475 |
|
|
| Fisher Pivots for day following 07-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5392 |
1.5392 |
| PP |
1.5375 |
1.5375 |
| S1 |
1.5359 |
1.5359 |
|