CME British Pound Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Oct-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Oct-2010 | 
                    08-Oct-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.5877 | 
                        1.5862 | 
                        -0.0015 | 
                        -0.1% | 
                        1.5803 | 
                     
                    
                        | High | 
                        1.6013 | 
                        1.5959 | 
                        -0.0054 | 
                        -0.3% | 
                        1.6013 | 
                     
                    
                        | Low | 
                        1.5818 | 
                        1.5817 | 
                        -0.0001 | 
                        0.0% | 
                        1.5739 | 
                     
                    
                        | Close | 
                        1.5871 | 
                        1.5942 | 
                        0.0071 | 
                        0.4% | 
                        1.5942 | 
                     
                    
                        | Range | 
                        0.0195 | 
                        0.0142 | 
                        -0.0053 | 
                        -27.2% | 
                        0.0274 | 
                     
                    
                        | ATR | 
                        0.0152 | 
                        0.0151 | 
                        -0.0001 | 
                        -0.5% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        129,363 | 
                        106,425 | 
                        -22,938 | 
                        -17.7% | 
                        526,969 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Oct-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6332 | 
                1.6279 | 
                1.6020 | 
                 | 
             
            
                | R3 | 
                1.6190 | 
                1.6137 | 
                1.5981 | 
                 | 
             
            
                | R2 | 
                1.6048 | 
                1.6048 | 
                1.5968 | 
                 | 
             
            
                | R1 | 
                1.5995 | 
                1.5995 | 
                1.5955 | 
                1.6022 | 
             
            
                | PP | 
                1.5906 | 
                1.5906 | 
                1.5906 | 
                1.5919 | 
             
            
                | S1 | 
                1.5853 | 
                1.5853 | 
                1.5929 | 
                1.5880 | 
             
            
                | S2 | 
                1.5764 | 
                1.5764 | 
                1.5916 | 
                 | 
             
            
                | S3 | 
                1.5622 | 
                1.5711 | 
                1.5903 | 
                 | 
             
            
                | S4 | 
                1.5480 | 
                1.5569 | 
                1.5864 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Oct-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6720 | 
                1.6605 | 
                1.6093 | 
                 | 
             
            
                | R3 | 
                1.6446 | 
                1.6331 | 
                1.6017 | 
                 | 
             
            
                | R2 | 
                1.6172 | 
                1.6172 | 
                1.5992 | 
                 | 
             
            
                | R1 | 
                1.6057 | 
                1.6057 | 
                1.5967 | 
                1.6115 | 
             
            
                | PP | 
                1.5898 | 
                1.5898 | 
                1.5898 | 
                1.5927 | 
             
            
                | S1 | 
                1.5783 | 
                1.5783 | 
                1.5917 | 
                1.5841 | 
             
            
                | S2 | 
                1.5624 | 
                1.5624 | 
                1.5892 | 
                 | 
             
            
                | S3 | 
                1.5350 | 
                1.5509 | 
                1.5867 | 
                 | 
             
            
                | S4 | 
                1.5076 | 
                1.5235 | 
                1.5791 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                1.6013 | 
                1.5739 | 
                0.0274 | 
                1.7% | 
                0.0151 | 
                0.9% | 
                74% | 
                False | 
                False | 
                105,393 | 
                 
                
                | 10 | 
                1.6013 | 
                1.5662 | 
                0.0351 | 
                2.2% | 
                0.0155 | 
                1.0% | 
                80% | 
                False | 
                False | 
                111,349 | 
                 
                
                | 20 | 
                1.6013 | 
                1.5336 | 
                0.0677 | 
                4.2% | 
                0.0156 | 
                1.0% | 
                90% | 
                False | 
                False | 
                105,719 | 
                 
                
                | 40 | 
                1.6013 | 
                1.5284 | 
                0.0729 | 
                4.6% | 
                0.0144 | 
                0.9% | 
                90% | 
                False | 
                False | 
                59,033 | 
                 
                
                | 60 | 
                1.6013 | 
                1.5126 | 
                0.0887 | 
                5.6% | 
                0.0139 | 
                0.9% | 
                92% | 
                False | 
                False | 
                39,435 | 
                 
                
                | 80 | 
                1.6013 | 
                1.4703 | 
                0.1310 | 
                8.2% | 
                0.0139 | 
                0.9% | 
                95% | 
                False | 
                False | 
                29,601 | 
                 
                
                | 100 | 
                1.6013 | 
                1.4313 | 
                0.1700 | 
                10.7% | 
                0.0122 | 
                0.8% | 
                96% | 
                False | 
                False | 
                23,684 | 
                 
                
                | 120 | 
                1.6013 | 
                1.4313 | 
                0.1700 | 
                10.7% | 
                0.0110 | 
                0.7% | 
                96% | 
                False | 
                False | 
                19,737 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.6563 | 
         
        
            | 
2.618             | 
            1.6331 | 
         
        
            | 
1.618             | 
            1.6189 | 
         
        
            | 
1.000             | 
            1.6101 | 
         
        
            | 
0.618             | 
            1.6047 | 
         
        
            | 
HIGH             | 
            1.5959 | 
         
        
            | 
0.618             | 
            1.5905 | 
         
        
            | 
0.500             | 
            1.5888 | 
         
        
            | 
0.382             | 
            1.5871 | 
         
        
            | 
LOW             | 
            1.5817 | 
         
        
            | 
0.618             | 
            1.5729 | 
         
        
            | 
1.000             | 
            1.5675 | 
         
        
            | 
1.618             | 
            1.5587 | 
         
        
            | 
2.618             | 
            1.5445 | 
         
        
            | 
4.250             | 
            1.5214 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Oct-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.5924 | 
                                1.5933 | 
                             
                            
                                | PP | 
                                1.5906 | 
                                1.5924 | 
                             
                            
                                | S1 | 
                                1.5888 | 
                                1.5915 | 
                             
             
         |