CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 04-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5708 |
1.5803 |
0.0095 |
0.6% |
1.5814 |
| High |
1.5867 |
1.5864 |
-0.0003 |
0.0% |
1.5916 |
| Low |
1.5697 |
1.5739 |
0.0042 |
0.3% |
1.5662 |
| Close |
1.5826 |
1.5825 |
-0.0001 |
0.0% |
1.5826 |
| Range |
0.0170 |
0.0125 |
-0.0045 |
-26.5% |
0.0254 |
| ATR |
0.0151 |
0.0149 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
108,084 |
93,013 |
-15,071 |
-13.9% |
586,530 |
|
| Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6184 |
1.6130 |
1.5894 |
|
| R3 |
1.6059 |
1.6005 |
1.5859 |
|
| R2 |
1.5934 |
1.5934 |
1.5848 |
|
| R1 |
1.5880 |
1.5880 |
1.5836 |
1.5907 |
| PP |
1.5809 |
1.5809 |
1.5809 |
1.5823 |
| S1 |
1.5755 |
1.5755 |
1.5814 |
1.5782 |
| S2 |
1.5684 |
1.5684 |
1.5802 |
|
| S3 |
1.5559 |
1.5630 |
1.5791 |
|
| S4 |
1.5434 |
1.5505 |
1.5756 |
|
|
| 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% |
0.0168 |
1.1% |
64% |
False |
False |
123,154 |
| 10 |
1.5916 |
1.5494 |
0.0422 |
2.7% |
0.0151 |
1.0% |
78% |
False |
False |
108,157 |
| 20 |
1.5916 |
1.5284 |
0.0632 |
4.0% |
0.0155 |
1.0% |
86% |
False |
False |
95,502 |
| 40 |
1.5916 |
1.5284 |
0.0632 |
4.0% |
0.0143 |
0.9% |
86% |
False |
False |
48,242 |
| 60 |
1.5984 |
1.4977 |
0.1007 |
6.4% |
0.0140 |
0.9% |
84% |
False |
False |
32,209 |
| 80 |
1.5984 |
1.4585 |
0.1399 |
8.8% |
0.0139 |
0.9% |
89% |
False |
False |
24,179 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.6% |
0.0117 |
0.7% |
90% |
False |
False |
19,345 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.6% |
0.0105 |
0.7% |
90% |
False |
False |
16,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6395 |
|
2.618 |
1.6191 |
|
1.618 |
1.6066 |
|
1.000 |
1.5989 |
|
0.618 |
1.5941 |
|
HIGH |
1.5864 |
|
0.618 |
1.5816 |
|
0.500 |
1.5802 |
|
0.382 |
1.5787 |
|
LOW |
1.5739 |
|
0.618 |
1.5662 |
|
1.000 |
1.5614 |
|
1.618 |
1.5537 |
|
2.618 |
1.5412 |
|
4.250 |
1.5208 |
|
|
| Fisher Pivots for day following 04-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5817 |
1.5813 |
| PP |
1.5809 |
1.5801 |
| S1 |
1.5802 |
1.5789 |
|