CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 06-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5817 |
1.5880 |
0.0063 |
0.4% |
1.5814 |
| High |
1.5924 |
1.5933 |
0.0009 |
0.1% |
1.5916 |
| Low |
1.5740 |
1.5824 |
0.0084 |
0.5% |
1.5662 |
| Close |
1.5896 |
1.5885 |
-0.0011 |
-0.1% |
1.5826 |
| Range |
0.0184 |
0.0109 |
-0.0075 |
-40.8% |
0.0254 |
| ATR |
0.0152 |
0.0149 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
107,637 |
90,531 |
-17,106 |
-15.9% |
586,530 |
|
| Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6208 |
1.6155 |
1.5945 |
|
| R3 |
1.6099 |
1.6046 |
1.5915 |
|
| R2 |
1.5990 |
1.5990 |
1.5905 |
|
| R1 |
1.5937 |
1.5937 |
1.5895 |
1.5964 |
| PP |
1.5881 |
1.5881 |
1.5881 |
1.5894 |
| S1 |
1.5828 |
1.5828 |
1.5875 |
1.5855 |
| S2 |
1.5772 |
1.5772 |
1.5865 |
|
| S3 |
1.5663 |
1.5719 |
1.5855 |
|
| S4 |
1.5554 |
1.5610 |
1.5825 |
|
|
| 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 |
1.5933 |
1.5662 |
0.0271 |
1.7% |
0.0168 |
1.1% |
82% |
True |
False |
115,676 |
| 10 |
1.5933 |
1.5604 |
0.0329 |
2.1% |
0.0155 |
1.0% |
85% |
True |
False |
107,339 |
| 20 |
1.5933 |
1.5332 |
0.0601 |
3.8% |
0.0151 |
0.9% |
92% |
True |
False |
102,762 |
| 40 |
1.5933 |
1.5284 |
0.0649 |
4.1% |
0.0142 |
0.9% |
93% |
True |
False |
53,188 |
| 60 |
1.5984 |
1.5126 |
0.0858 |
5.4% |
0.0139 |
0.9% |
88% |
False |
False |
35,509 |
| 80 |
1.5984 |
1.4655 |
0.1329 |
8.4% |
0.0138 |
0.9% |
93% |
False |
False |
26,655 |
| 100 |
1.5984 |
1.4313 |
0.1671 |
10.5% |
0.0119 |
0.7% |
94% |
False |
False |
21,326 |
| 120 |
1.5984 |
1.4313 |
0.1671 |
10.5% |
0.0107 |
0.7% |
94% |
False |
False |
17,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6396 |
|
2.618 |
1.6218 |
|
1.618 |
1.6109 |
|
1.000 |
1.6042 |
|
0.618 |
1.6000 |
|
HIGH |
1.5933 |
|
0.618 |
1.5891 |
|
0.500 |
1.5879 |
|
0.382 |
1.5866 |
|
LOW |
1.5824 |
|
0.618 |
1.5757 |
|
1.000 |
1.5715 |
|
1.618 |
1.5648 |
|
2.618 |
1.5539 |
|
4.250 |
1.5361 |
|
|
| Fisher Pivots for day following 06-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5883 |
1.5869 |
| PP |
1.5881 |
1.5852 |
| S1 |
1.5879 |
1.5836 |
|