CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 07-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5880 |
1.5877 |
-0.0003 |
0.0% |
1.5814 |
| High |
1.5933 |
1.6013 |
0.0080 |
0.5% |
1.5916 |
| Low |
1.5824 |
1.5818 |
-0.0006 |
0.0% |
1.5662 |
| Close |
1.5885 |
1.5871 |
-0.0014 |
-0.1% |
1.5826 |
| Range |
0.0109 |
0.0195 |
0.0086 |
78.9% |
0.0254 |
| ATR |
0.0149 |
0.0152 |
0.0003 |
2.2% |
0.0000 |
| Volume |
90,531 |
129,363 |
38,832 |
42.9% |
586,530 |
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6486 |
1.6373 |
1.5978 |
|
| R3 |
1.6291 |
1.6178 |
1.5925 |
|
| R2 |
1.6096 |
1.6096 |
1.5907 |
|
| R1 |
1.5983 |
1.5983 |
1.5889 |
1.5942 |
| PP |
1.5901 |
1.5901 |
1.5901 |
1.5880 |
| S1 |
1.5788 |
1.5788 |
1.5853 |
1.5747 |
| S2 |
1.5706 |
1.5706 |
1.5835 |
|
| S3 |
1.5511 |
1.5593 |
1.5817 |
|
| S4 |
1.5316 |
1.5398 |
1.5764 |
|
|
| 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 |
1.6013 |
1.5697 |
0.0316 |
2.0% |
0.0157 |
1.0% |
55% |
True |
False |
105,725 |
| 10 |
1.6013 |
1.5633 |
0.0380 |
2.4% |
0.0161 |
1.0% |
63% |
True |
False |
110,389 |
| 20 |
1.6013 |
1.5332 |
0.0681 |
4.3% |
0.0155 |
1.0% |
79% |
True |
False |
106,058 |
| 40 |
1.6013 |
1.5284 |
0.0729 |
4.6% |
0.0143 |
0.9% |
81% |
True |
False |
56,378 |
| 60 |
1.6013 |
1.5126 |
0.0887 |
5.6% |
0.0139 |
0.9% |
84% |
True |
False |
37,663 |
| 80 |
1.6013 |
1.4655 |
0.1358 |
8.6% |
0.0140 |
0.9% |
90% |
True |
False |
28,271 |
| 100 |
1.6013 |
1.4313 |
0.1700 |
10.7% |
0.0121 |
0.8% |
92% |
True |
False |
22,620 |
| 120 |
1.6013 |
1.4313 |
0.1700 |
10.7% |
0.0109 |
0.7% |
92% |
True |
False |
18,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6842 |
|
2.618 |
1.6524 |
|
1.618 |
1.6329 |
|
1.000 |
1.6208 |
|
0.618 |
1.6134 |
|
HIGH |
1.6013 |
|
0.618 |
1.5939 |
|
0.500 |
1.5916 |
|
0.382 |
1.5892 |
|
LOW |
1.5818 |
|
0.618 |
1.5697 |
|
1.000 |
1.5623 |
|
1.618 |
1.5502 |
|
2.618 |
1.5307 |
|
4.250 |
1.4989 |
|
|
| Fisher Pivots for day following 07-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5916 |
1.5877 |
| PP |
1.5901 |
1.5875 |
| S1 |
1.5886 |
1.5873 |
|