CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 01-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5785 |
1.5708 |
-0.0077 |
-0.5% |
1.5814 |
| High |
1.5916 |
1.5867 |
-0.0049 |
-0.3% |
1.5916 |
| Low |
1.5662 |
1.5697 |
0.0035 |
0.2% |
1.5662 |
| Close |
1.5707 |
1.5826 |
0.0119 |
0.8% |
1.5826 |
| Range |
0.0254 |
0.0170 |
-0.0084 |
-33.1% |
0.0254 |
| ATR |
0.0150 |
0.0151 |
0.0001 |
1.0% |
0.0000 |
| Volume |
179,116 |
108,084 |
-71,032 |
-39.7% |
586,530 |
|
| Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6307 |
1.6236 |
1.5920 |
|
| R3 |
1.6137 |
1.6066 |
1.5873 |
|
| R2 |
1.5967 |
1.5967 |
1.5857 |
|
| R1 |
1.5896 |
1.5896 |
1.5842 |
1.5932 |
| PP |
1.5797 |
1.5797 |
1.5797 |
1.5814 |
| S1 |
1.5726 |
1.5726 |
1.5810 |
1.5762 |
| S2 |
1.5627 |
1.5627 |
1.5795 |
|
| S3 |
1.5457 |
1.5556 |
1.5779 |
|
| S4 |
1.5287 |
1.5386 |
1.5733 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6563 |
1.6449 |
1.5966 |
|
| R3 |
1.6309 |
1.6195 |
1.5896 |
|
| R2 |
1.6055 |
1.6055 |
1.5873 |
|
| R1 |
1.5941 |
1.5941 |
1.5849 |
1.5998 |
| PP |
1.5801 |
1.5801 |
1.5801 |
1.5830 |
| S1 |
1.5687 |
1.5687 |
1.5803 |
1.5744 |
| S2 |
1.5547 |
1.5547 |
1.5779 |
|
| S3 |
1.5293 |
1.5433 |
1.5756 |
|
| S4 |
1.5039 |
1.5179 |
1.5686 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5916 |
1.5662 |
0.0254 |
1.6% |
0.0159 |
1.0% |
65% |
False |
False |
117,306 |
| 10 |
1.5916 |
1.5494 |
0.0422 |
2.7% |
0.0154 |
1.0% |
79% |
False |
False |
106,394 |
| 20 |
1.5916 |
1.5284 |
0.0632 |
4.0% |
0.0156 |
1.0% |
86% |
False |
False |
91,121 |
| 40 |
1.5973 |
1.5284 |
0.0689 |
4.4% |
0.0142 |
0.9% |
79% |
False |
False |
45,919 |
| 60 |
1.5984 |
1.4944 |
0.1040 |
6.6% |
0.0140 |
0.9% |
85% |
False |
False |
30,660 |
| 80 |
1.5984 |
1.4485 |
0.1499 |
9.5% |
0.0140 |
0.9% |
89% |
False |
False |
23,016 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.6% |
0.0116 |
0.7% |
91% |
False |
False |
18,415 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.6% |
0.0104 |
0.7% |
91% |
False |
False |
15,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6590 |
|
2.618 |
1.6312 |
|
1.618 |
1.6142 |
|
1.000 |
1.6037 |
|
0.618 |
1.5972 |
|
HIGH |
1.5867 |
|
0.618 |
1.5802 |
|
0.500 |
1.5782 |
|
0.382 |
1.5762 |
|
LOW |
1.5697 |
|
0.618 |
1.5592 |
|
1.000 |
1.5527 |
|
1.618 |
1.5422 |
|
2.618 |
1.5252 |
|
4.250 |
1.4975 |
|
|
| Fisher Pivots for day following 01-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5811 |
1.5814 |
| PP |
1.5797 |
1.5801 |
| S1 |
1.5782 |
1.5789 |
|