CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 20-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5617 |
1.5642 |
0.0025 |
0.2% |
1.5341 |
| High |
1.5721 |
1.5678 |
-0.0043 |
-0.3% |
1.5721 |
| Low |
1.5585 |
1.5527 |
-0.0058 |
-0.4% |
1.5336 |
| Close |
1.5611 |
1.5534 |
-0.0077 |
-0.5% |
1.5611 |
| Range |
0.0136 |
0.0151 |
0.0015 |
11.0% |
0.0385 |
| ATR |
0.0144 |
0.0145 |
0.0000 |
0.3% |
0.0000 |
| Volume |
81,292 |
75,391 |
-5,901 |
-7.3% |
523,470 |
|
| Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6033 |
1.5934 |
1.5617 |
|
| R3 |
1.5882 |
1.5783 |
1.5576 |
|
| R2 |
1.5731 |
1.5731 |
1.5562 |
|
| R1 |
1.5632 |
1.5632 |
1.5548 |
1.5606 |
| PP |
1.5580 |
1.5580 |
1.5580 |
1.5567 |
| S1 |
1.5481 |
1.5481 |
1.5520 |
1.5455 |
| S2 |
1.5429 |
1.5429 |
1.5506 |
|
| S3 |
1.5278 |
1.5330 |
1.5492 |
|
| S4 |
1.5127 |
1.5179 |
1.5451 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6711 |
1.6546 |
1.5823 |
|
| R3 |
1.6326 |
1.6161 |
1.5717 |
|
| R2 |
1.5941 |
1.5941 |
1.5682 |
|
| R1 |
1.5776 |
1.5776 |
1.5646 |
1.5859 |
| PP |
1.5556 |
1.5556 |
1.5556 |
1.5597 |
| S1 |
1.5391 |
1.5391 |
1.5576 |
1.5474 |
| S2 |
1.5171 |
1.5171 |
1.5540 |
|
| S3 |
1.4786 |
1.5006 |
1.5505 |
|
| S4 |
1.4401 |
1.4621 |
1.5399 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5721 |
1.5336 |
0.0385 |
2.5% |
0.0169 |
1.1% |
51% |
False |
False |
99,444 |
| 10 |
1.5721 |
1.5284 |
0.0437 |
2.8% |
0.0159 |
1.0% |
57% |
False |
False |
82,847 |
| 20 |
1.5721 |
1.5284 |
0.0437 |
2.8% |
0.0138 |
0.9% |
57% |
False |
False |
42,157 |
| 40 |
1.5984 |
1.5284 |
0.0700 |
4.5% |
0.0134 |
0.9% |
36% |
False |
False |
21,238 |
| 60 |
1.5984 |
1.4877 |
0.1107 |
7.1% |
0.0136 |
0.9% |
59% |
False |
False |
14,201 |
| 80 |
1.5984 |
1.4386 |
0.1598 |
10.3% |
0.0124 |
0.8% |
72% |
False |
False |
10,660 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0111 |
0.7% |
73% |
False |
False |
8,530 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.8% |
0.0092 |
0.6% |
73% |
False |
False |
7,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6320 |
|
2.618 |
1.6073 |
|
1.618 |
1.5922 |
|
1.000 |
1.5829 |
|
0.618 |
1.5771 |
|
HIGH |
1.5678 |
|
0.618 |
1.5620 |
|
0.500 |
1.5603 |
|
0.382 |
1.5585 |
|
LOW |
1.5527 |
|
0.618 |
1.5434 |
|
1.000 |
1.5376 |
|
1.618 |
1.5283 |
|
2.618 |
1.5132 |
|
4.250 |
1.4885 |
|
|
| Fisher Pivots for day following 20-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5603 |
1.5624 |
| PP |
1.5580 |
1.5594 |
| S1 |
1.5557 |
1.5564 |
|