CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 24-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5646 |
1.5671 |
0.0025 |
0.2% |
1.5642 |
| High |
1.5734 |
1.5835 |
0.0101 |
0.6% |
1.5835 |
| Low |
1.5604 |
1.5633 |
0.0029 |
0.2% |
1.5494 |
| Close |
1.5685 |
1.5809 |
0.0124 |
0.8% |
1.5809 |
| Range |
0.0130 |
0.0202 |
0.0072 |
55.4% |
0.0341 |
| ATR |
0.0142 |
0.0146 |
0.0004 |
3.0% |
0.0000 |
| Volume |
98,865 |
96,821 |
-2,044 |
-2.1% |
477,418 |
|
| Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6365 |
1.6289 |
1.5920 |
|
| R3 |
1.6163 |
1.6087 |
1.5865 |
|
| R2 |
1.5961 |
1.5961 |
1.5846 |
|
| R1 |
1.5885 |
1.5885 |
1.5828 |
1.5923 |
| PP |
1.5759 |
1.5759 |
1.5759 |
1.5778 |
| S1 |
1.5683 |
1.5683 |
1.5790 |
1.5721 |
| S2 |
1.5557 |
1.5557 |
1.5772 |
|
| S3 |
1.5355 |
1.5481 |
1.5753 |
|
| S4 |
1.5153 |
1.5279 |
1.5698 |
|
|
| 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 |
1.5835 |
1.5494 |
0.0341 |
2.2% |
0.0148 |
0.9% |
92% |
True |
False |
95,483 |
| 10 |
1.5835 |
1.5336 |
0.0499 |
3.2% |
0.0157 |
1.0% |
95% |
True |
False |
100,088 |
| 20 |
1.5835 |
1.5284 |
0.0551 |
3.5% |
0.0146 |
0.9% |
95% |
True |
False |
62,166 |
| 40 |
1.5984 |
1.5284 |
0.0700 |
4.4% |
0.0138 |
0.9% |
75% |
False |
False |
31,276 |
| 60 |
1.5984 |
1.4944 |
0.1040 |
6.6% |
0.0136 |
0.9% |
83% |
False |
False |
20,899 |
| 80 |
1.5984 |
1.4386 |
0.1598 |
10.1% |
0.0131 |
0.8% |
89% |
False |
False |
15,685 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.6% |
0.0116 |
0.7% |
90% |
False |
False |
12,550 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.6% |
0.0097 |
0.6% |
90% |
False |
False |
10,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6694 |
|
2.618 |
1.6364 |
|
1.618 |
1.6162 |
|
1.000 |
1.6037 |
|
0.618 |
1.5960 |
|
HIGH |
1.5835 |
|
0.618 |
1.5758 |
|
0.500 |
1.5734 |
|
0.382 |
1.5710 |
|
LOW |
1.5633 |
|
0.618 |
1.5508 |
|
1.000 |
1.5431 |
|
1.618 |
1.5306 |
|
2.618 |
1.5104 |
|
4.250 |
1.4775 |
|
|
| Fisher Pivots for day following 24-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5784 |
1.5777 |
| PP |
1.5759 |
1.5745 |
| S1 |
1.5734 |
1.5713 |
|