CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 16-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5527 |
1.5619 |
0.0092 |
0.6% |
1.5441 |
| High |
1.5642 |
1.5640 |
-0.0002 |
0.0% |
1.5525 |
| Low |
1.5438 |
1.5528 |
0.0090 |
0.6% |
1.5284 |
| Close |
1.5609 |
1.5632 |
0.0023 |
0.1% |
1.5341 |
| Range |
0.0204 |
0.0112 |
-0.0092 |
-45.1% |
0.0241 |
| ATR |
0.0148 |
0.0145 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
110,674 |
94,304 |
-16,370 |
-14.8% |
235,009 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5936 |
1.5896 |
1.5694 |
|
| R3 |
1.5824 |
1.5784 |
1.5663 |
|
| R2 |
1.5712 |
1.5712 |
1.5653 |
|
| R1 |
1.5672 |
1.5672 |
1.5642 |
1.5692 |
| PP |
1.5600 |
1.5600 |
1.5600 |
1.5610 |
| S1 |
1.5560 |
1.5560 |
1.5622 |
1.5580 |
| S2 |
1.5488 |
1.5488 |
1.5611 |
|
| S3 |
1.5376 |
1.5448 |
1.5601 |
|
| S4 |
1.5264 |
1.5336 |
1.5570 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6106 |
1.5965 |
1.5474 |
|
| R3 |
1.5865 |
1.5724 |
1.5407 |
|
| R2 |
1.5624 |
1.5624 |
1.5385 |
|
| R1 |
1.5483 |
1.5483 |
1.5363 |
1.5433 |
| PP |
1.5383 |
1.5383 |
1.5383 |
1.5359 |
| S1 |
1.5242 |
1.5242 |
1.5319 |
1.5192 |
| S2 |
1.5142 |
1.5142 |
1.5297 |
|
| S3 |
1.4901 |
1.5001 |
1.5275 |
|
| S4 |
1.4660 |
1.4760 |
1.5208 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5642 |
1.5332 |
0.0310 |
2.0% |
0.0164 |
1.1% |
97% |
False |
False |
111,077 |
| 10 |
1.5642 |
1.5284 |
0.0358 |
2.3% |
0.0153 |
1.0% |
97% |
False |
False |
68,301 |
| 20 |
1.5642 |
1.5284 |
0.0358 |
2.3% |
0.0135 |
0.9% |
97% |
False |
False |
34,345 |
| 40 |
1.5984 |
1.5257 |
0.0727 |
4.7% |
0.0134 |
0.9% |
52% |
False |
False |
17,329 |
| 60 |
1.5984 |
1.4861 |
0.1123 |
7.2% |
0.0136 |
0.9% |
69% |
False |
False |
11,594 |
| 80 |
1.5984 |
1.4386 |
0.1598 |
10.2% |
0.0121 |
0.8% |
78% |
False |
False |
8,702 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0108 |
0.7% |
79% |
False |
False |
6,963 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.7% |
0.0090 |
0.6% |
79% |
False |
False |
5,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6116 |
|
2.618 |
1.5933 |
|
1.618 |
1.5821 |
|
1.000 |
1.5752 |
|
0.618 |
1.5709 |
|
HIGH |
1.5640 |
|
0.618 |
1.5597 |
|
0.500 |
1.5584 |
|
0.382 |
1.5571 |
|
LOW |
1.5528 |
|
0.618 |
1.5459 |
|
1.000 |
1.5416 |
|
1.618 |
1.5347 |
|
2.618 |
1.5235 |
|
4.250 |
1.5052 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5616 |
1.5584 |
| PP |
1.5600 |
1.5537 |
| S1 |
1.5584 |
1.5489 |
|