CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 09-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5355 |
1.5472 |
0.0117 |
0.8% |
1.5530 |
| High |
1.5534 |
1.5479 |
-0.0055 |
-0.4% |
1.5577 |
| Low |
1.5342 |
1.5375 |
0.0033 |
0.2% |
1.5325 |
| Close |
1.5478 |
1.5429 |
-0.0049 |
-0.3% |
1.5446 |
| Range |
0.0192 |
0.0104 |
-0.0088 |
-45.8% |
0.0252 |
| ATR |
0.0147 |
0.0144 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
157,924 |
77,839 |
-80,085 |
-50.7% |
486,768 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5740 |
1.5688 |
1.5486 |
|
| R3 |
1.5636 |
1.5584 |
1.5458 |
|
| R2 |
1.5532 |
1.5532 |
1.5448 |
|
| R1 |
1.5480 |
1.5480 |
1.5439 |
1.5454 |
| PP |
1.5428 |
1.5428 |
1.5428 |
1.5415 |
| S1 |
1.5376 |
1.5376 |
1.5419 |
1.5350 |
| S2 |
1.5324 |
1.5324 |
1.5410 |
|
| S3 |
1.5220 |
1.5272 |
1.5400 |
|
| S4 |
1.5116 |
1.5168 |
1.5372 |
|
|
| 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 |
1.5534 |
1.5295 |
0.0239 |
1.5% |
0.0135 |
0.9% |
56% |
False |
False |
103,004 |
| 10 |
1.5597 |
1.5295 |
0.0302 |
2.0% |
0.0137 |
0.9% |
44% |
False |
False |
103,754 |
| 20 |
1.5711 |
1.5295 |
0.0416 |
2.7% |
0.0141 |
0.9% |
32% |
False |
False |
105,429 |
| 40 |
1.5997 |
1.5122 |
0.0875 |
5.7% |
0.0148 |
1.0% |
35% |
False |
False |
102,633 |
| 60 |
1.5997 |
1.4645 |
0.1352 |
8.8% |
0.0152 |
1.0% |
58% |
False |
False |
105,123 |
| 80 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0164 |
1.1% |
68% |
False |
False |
85,145 |
| 100 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0170 |
1.1% |
68% |
False |
False |
68,345 |
| 120 |
1.5997 |
1.4233 |
0.1764 |
11.4% |
0.0163 |
1.1% |
68% |
False |
False |
56,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5921 |
|
2.618 |
1.5751 |
|
1.618 |
1.5647 |
|
1.000 |
1.5583 |
|
0.618 |
1.5543 |
|
HIGH |
1.5479 |
|
0.618 |
1.5439 |
|
0.500 |
1.5427 |
|
0.382 |
1.5415 |
|
LOW |
1.5375 |
|
0.618 |
1.5311 |
|
1.000 |
1.5271 |
|
1.618 |
1.5207 |
|
2.618 |
1.5103 |
|
4.250 |
1.4933 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5428 |
1.5424 |
| PP |
1.5428 |
1.5419 |
| S1 |
1.5427 |
1.5415 |
|