CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 14-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5801 |
1.5885 |
0.0084 |
0.5% |
1.5803 |
| High |
1.5904 |
1.6061 |
0.0157 |
1.0% |
1.6013 |
| Low |
1.5768 |
1.5884 |
0.0116 |
0.7% |
1.5739 |
| Close |
1.5886 |
1.5980 |
0.0094 |
0.6% |
1.5942 |
| Range |
0.0136 |
0.0177 |
0.0041 |
30.1% |
0.0274 |
| ATR |
0.0148 |
0.0150 |
0.0002 |
1.4% |
0.0000 |
| Volume |
115,498 |
116,911 |
1,413 |
1.2% |
526,969 |
|
| Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6506 |
1.6420 |
1.6077 |
|
| R3 |
1.6329 |
1.6243 |
1.6029 |
|
| R2 |
1.6152 |
1.6152 |
1.6012 |
|
| R1 |
1.6066 |
1.6066 |
1.5996 |
1.6109 |
| PP |
1.5975 |
1.5975 |
1.5975 |
1.5997 |
| S1 |
1.5889 |
1.5889 |
1.5964 |
1.5932 |
| S2 |
1.5798 |
1.5798 |
1.5948 |
|
| S3 |
1.5621 |
1.5712 |
1.5931 |
|
| S4 |
1.5444 |
1.5535 |
1.5883 |
|
|
| 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 |
1.6061 |
1.5747 |
0.0314 |
2.0% |
0.0143 |
0.9% |
74% |
True |
False |
104,599 |
| 10 |
1.6061 |
1.5697 |
0.0364 |
2.3% |
0.0150 |
0.9% |
78% |
True |
False |
105,162 |
| 20 |
1.6061 |
1.5494 |
0.0567 |
3.5% |
0.0150 |
0.9% |
86% |
True |
False |
104,439 |
| 40 |
1.6061 |
1.5284 |
0.0777 |
4.9% |
0.0143 |
0.9% |
90% |
True |
False |
69,392 |
| 60 |
1.6061 |
1.5257 |
0.0804 |
5.0% |
0.0139 |
0.9% |
90% |
True |
False |
46,365 |
| 80 |
1.6061 |
1.4861 |
0.1200 |
7.5% |
0.0140 |
0.9% |
93% |
True |
False |
34,805 |
| 100 |
1.6061 |
1.4386 |
0.1675 |
10.5% |
0.0126 |
0.8% |
95% |
True |
False |
27,850 |
| 120 |
1.6061 |
1.4313 |
0.1748 |
10.9% |
0.0115 |
0.7% |
95% |
True |
False |
23,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6813 |
|
2.618 |
1.6524 |
|
1.618 |
1.6347 |
|
1.000 |
1.6238 |
|
0.618 |
1.6170 |
|
HIGH |
1.6061 |
|
0.618 |
1.5993 |
|
0.500 |
1.5973 |
|
0.382 |
1.5952 |
|
LOW |
1.5884 |
|
0.618 |
1.5775 |
|
1.000 |
1.5707 |
|
1.618 |
1.5598 |
|
2.618 |
1.5421 |
|
4.250 |
1.5132 |
|
|
| Fisher Pivots for day following 14-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5978 |
1.5955 |
| PP |
1.5975 |
1.5929 |
| S1 |
1.5973 |
1.5904 |
|