CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5876 |
1.5801 |
-0.0075 |
-0.5% |
1.5803 |
| High |
1.5910 |
1.5904 |
-0.0006 |
0.0% |
1.6013 |
| Low |
1.5747 |
1.5768 |
0.0021 |
0.1% |
1.5739 |
| Close |
1.5769 |
1.5886 |
0.0117 |
0.7% |
1.5942 |
| Range |
0.0163 |
0.0136 |
-0.0027 |
-16.6% |
0.0274 |
| ATR |
0.0148 |
0.0148 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
131,197 |
115,498 |
-15,699 |
-12.0% |
526,969 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6261 |
1.6209 |
1.5961 |
|
| R3 |
1.6125 |
1.6073 |
1.5923 |
|
| R2 |
1.5989 |
1.5989 |
1.5911 |
|
| R1 |
1.5937 |
1.5937 |
1.5898 |
1.5963 |
| PP |
1.5853 |
1.5853 |
1.5853 |
1.5866 |
| S1 |
1.5801 |
1.5801 |
1.5874 |
1.5827 |
| S2 |
1.5717 |
1.5717 |
1.5861 |
|
| S3 |
1.5581 |
1.5665 |
1.5849 |
|
| S4 |
1.5445 |
1.5529 |
1.5811 |
|
|
| 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% |
0.0146 |
0.9% |
52% |
False |
False |
107,090 |
| 10 |
1.6013 |
1.5662 |
0.0351 |
2.2% |
0.0157 |
1.0% |
64% |
False |
False |
111,383 |
| 20 |
1.6013 |
1.5494 |
0.0519 |
3.3% |
0.0147 |
0.9% |
76% |
False |
False |
103,308 |
| 40 |
1.6013 |
1.5284 |
0.0729 |
4.6% |
0.0142 |
0.9% |
83% |
False |
False |
66,491 |
| 60 |
1.6013 |
1.5158 |
0.0855 |
5.4% |
0.0138 |
0.9% |
85% |
False |
False |
44,421 |
| 80 |
1.6013 |
1.4833 |
0.1180 |
7.4% |
0.0139 |
0.9% |
89% |
False |
False |
33,345 |
| 100 |
1.6013 |
1.4380 |
0.1633 |
10.3% |
0.0125 |
0.8% |
92% |
False |
False |
26,681 |
| 120 |
1.6013 |
1.4313 |
0.1700 |
10.7% |
0.0113 |
0.7% |
93% |
False |
False |
22,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6482 |
|
2.618 |
1.6260 |
|
1.618 |
1.6124 |
|
1.000 |
1.6040 |
|
0.618 |
1.5988 |
|
HIGH |
1.5904 |
|
0.618 |
1.5852 |
|
0.500 |
1.5836 |
|
0.382 |
1.5820 |
|
LOW |
1.5768 |
|
0.618 |
1.5684 |
|
1.000 |
1.5632 |
|
1.618 |
1.5548 |
|
2.618 |
1.5412 |
|
4.250 |
1.5190 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5869 |
1.5875 |
| PP |
1.5853 |
1.5863 |
| S1 |
1.5836 |
1.5852 |
|