CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 11-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5862 |
1.5952 |
0.0090 |
0.6% |
1.5803 |
| High |
1.5959 |
1.5957 |
-0.0002 |
0.0% |
1.6013 |
| Low |
1.5817 |
1.5861 |
0.0044 |
0.3% |
1.5739 |
| Close |
1.5942 |
1.5888 |
-0.0054 |
-0.3% |
1.5942 |
| Range |
0.0142 |
0.0096 |
-0.0046 |
-32.4% |
0.0274 |
| ATR |
0.0151 |
0.0147 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
106,425 |
52,967 |
-53,458 |
-50.2% |
526,969 |
|
| Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6190 |
1.6135 |
1.5941 |
|
| R3 |
1.6094 |
1.6039 |
1.5914 |
|
| R2 |
1.5998 |
1.5998 |
1.5906 |
|
| R1 |
1.5943 |
1.5943 |
1.5897 |
1.5923 |
| PP |
1.5902 |
1.5902 |
1.5902 |
1.5892 |
| S1 |
1.5847 |
1.5847 |
1.5879 |
1.5827 |
| S2 |
1.5806 |
1.5806 |
1.5870 |
|
| S3 |
1.5710 |
1.5751 |
1.5862 |
|
| S4 |
1.5614 |
1.5655 |
1.5835 |
|
|
| 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 |
1.5740 |
0.0273 |
1.7% |
0.0145 |
0.9% |
54% |
False |
False |
97,384 |
| 10 |
1.6013 |
1.5662 |
0.0351 |
2.2% |
0.0157 |
1.0% |
64% |
False |
False |
110,269 |
| 20 |
1.6013 |
1.5336 |
0.0677 |
4.3% |
0.0154 |
1.0% |
82% |
False |
False |
103,285 |
| 40 |
1.6013 |
1.5284 |
0.0729 |
4.6% |
0.0142 |
0.9% |
83% |
False |
False |
60,349 |
| 60 |
1.6013 |
1.5126 |
0.0887 |
5.6% |
0.0139 |
0.9% |
86% |
False |
False |
40,314 |
| 80 |
1.6013 |
1.4703 |
0.1310 |
8.2% |
0.0139 |
0.9% |
90% |
False |
False |
30,263 |
| 100 |
1.6013 |
1.4313 |
0.1700 |
10.7% |
0.0123 |
0.8% |
93% |
False |
False |
24,214 |
| 120 |
1.6013 |
1.4313 |
0.1700 |
10.7% |
0.0111 |
0.7% |
93% |
False |
False |
20,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6365 |
|
2.618 |
1.6208 |
|
1.618 |
1.6112 |
|
1.000 |
1.6053 |
|
0.618 |
1.6016 |
|
HIGH |
1.5957 |
|
0.618 |
1.5920 |
|
0.500 |
1.5909 |
|
0.382 |
1.5898 |
|
LOW |
1.5861 |
|
0.618 |
1.5802 |
|
1.000 |
1.5765 |
|
1.618 |
1.5706 |
|
2.618 |
1.5610 |
|
4.250 |
1.5453 |
|
|
| Fisher Pivots for day following 11-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5909 |
1.5915 |
| PP |
1.5902 |
1.5906 |
| S1 |
1.5895 |
1.5897 |
|