CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 05-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5803 |
1.5817 |
0.0014 |
0.1% |
1.5814 |
| High |
1.5864 |
1.5924 |
0.0060 |
0.4% |
1.5916 |
| Low |
1.5739 |
1.5740 |
0.0001 |
0.0% |
1.5662 |
| Close |
1.5825 |
1.5896 |
0.0071 |
0.4% |
1.5826 |
| Range |
0.0125 |
0.0184 |
0.0059 |
47.2% |
0.0254 |
| ATR |
0.0149 |
0.0152 |
0.0002 |
1.7% |
0.0000 |
| Volume |
93,013 |
107,637 |
14,624 |
15.7% |
586,530 |
|
| Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6405 |
1.6335 |
1.5997 |
|
| R3 |
1.6221 |
1.6151 |
1.5947 |
|
| R2 |
1.6037 |
1.6037 |
1.5930 |
|
| R1 |
1.5967 |
1.5967 |
1.5913 |
1.6002 |
| PP |
1.5853 |
1.5853 |
1.5853 |
1.5871 |
| S1 |
1.5783 |
1.5783 |
1.5879 |
1.5818 |
| S2 |
1.5669 |
1.5669 |
1.5862 |
|
| S3 |
1.5485 |
1.5599 |
1.5845 |
|
| S4 |
1.5301 |
1.5415 |
1.5795 |
|
|
| 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 |
1.5924 |
1.5662 |
0.0262 |
1.6% |
0.0169 |
1.1% |
89% |
True |
False |
114,505 |
| 10 |
1.5924 |
1.5591 |
0.0333 |
2.1% |
0.0155 |
1.0% |
92% |
True |
False |
109,737 |
| 20 |
1.5924 |
1.5332 |
0.0592 |
3.7% |
0.0155 |
1.0% |
95% |
True |
False |
100,614 |
| 40 |
1.5924 |
1.5284 |
0.0640 |
4.0% |
0.0144 |
0.9% |
96% |
True |
False |
50,931 |
| 60 |
1.5984 |
1.5126 |
0.0858 |
5.4% |
0.0139 |
0.9% |
90% |
False |
False |
34,001 |
| 80 |
1.5984 |
1.4655 |
0.1329 |
8.4% |
0.0139 |
0.9% |
93% |
False |
False |
25,524 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.5% |
0.0118 |
0.7% |
95% |
False |
False |
20,421 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.5% |
0.0106 |
0.7% |
95% |
False |
False |
17,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6706 |
|
2.618 |
1.6406 |
|
1.618 |
1.6222 |
|
1.000 |
1.6108 |
|
0.618 |
1.6038 |
|
HIGH |
1.5924 |
|
0.618 |
1.5854 |
|
0.500 |
1.5832 |
|
0.382 |
1.5810 |
|
LOW |
1.5740 |
|
0.618 |
1.5626 |
|
1.000 |
1.5556 |
|
1.618 |
1.5442 |
|
2.618 |
1.5258 |
|
4.250 |
1.4958 |
|
|
| Fisher Pivots for day following 05-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5875 |
1.5868 |
| PP |
1.5853 |
1.5839 |
| S1 |
1.5832 |
1.5811 |
|