CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 12-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5952 |
1.5876 |
-0.0076 |
-0.5% |
1.5803 |
| High |
1.5957 |
1.5910 |
-0.0047 |
-0.3% |
1.6013 |
| Low |
1.5861 |
1.5747 |
-0.0114 |
-0.7% |
1.5739 |
| Close |
1.5888 |
1.5769 |
-0.0119 |
-0.7% |
1.5942 |
| Range |
0.0096 |
0.0163 |
0.0067 |
69.8% |
0.0274 |
| ATR |
0.0147 |
0.0148 |
0.0001 |
0.8% |
0.0000 |
| Volume |
52,967 |
131,197 |
78,230 |
147.7% |
526,969 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6298 |
1.6196 |
1.5859 |
|
| R3 |
1.6135 |
1.6033 |
1.5814 |
|
| R2 |
1.5972 |
1.5972 |
1.5799 |
|
| R1 |
1.5870 |
1.5870 |
1.5784 |
1.5840 |
| PP |
1.5809 |
1.5809 |
1.5809 |
1.5793 |
| S1 |
1.5707 |
1.5707 |
1.5754 |
1.5677 |
| S2 |
1.5646 |
1.5646 |
1.5739 |
|
| S3 |
1.5483 |
1.5544 |
1.5724 |
|
| S4 |
1.5320 |
1.5381 |
1.5679 |
|
|
| 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 |
1.5747 |
0.0266 |
1.7% |
0.0141 |
0.9% |
8% |
False |
True |
102,096 |
| 10 |
1.6013 |
1.5662 |
0.0351 |
2.2% |
0.0155 |
1.0% |
30% |
False |
False |
108,301 |
| 20 |
1.6013 |
1.5438 |
0.0575 |
3.6% |
0.0150 |
1.0% |
58% |
False |
False |
103,067 |
| 40 |
1.6013 |
1.5284 |
0.0729 |
4.6% |
0.0143 |
0.9% |
67% |
False |
False |
63,619 |
| 60 |
1.6013 |
1.5126 |
0.0887 |
5.6% |
0.0139 |
0.9% |
72% |
False |
False |
42,497 |
| 80 |
1.6013 |
1.4703 |
0.1310 |
8.3% |
0.0139 |
0.9% |
81% |
False |
False |
31,902 |
| 100 |
1.6013 |
1.4380 |
0.1633 |
10.4% |
0.0123 |
0.8% |
85% |
False |
False |
25,526 |
| 120 |
1.6013 |
1.4313 |
0.1700 |
10.8% |
0.0112 |
0.7% |
86% |
False |
False |
21,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6603 |
|
2.618 |
1.6337 |
|
1.618 |
1.6174 |
|
1.000 |
1.6073 |
|
0.618 |
1.6011 |
|
HIGH |
1.5910 |
|
0.618 |
1.5848 |
|
0.500 |
1.5829 |
|
0.382 |
1.5809 |
|
LOW |
1.5747 |
|
0.618 |
1.5646 |
|
1.000 |
1.5584 |
|
1.618 |
1.5483 |
|
2.618 |
1.5320 |
|
4.250 |
1.5054 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5829 |
1.5853 |
| PP |
1.5809 |
1.5825 |
| S1 |
1.5789 |
1.5797 |
|