CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 15-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5885 |
1.5999 |
0.0114 |
0.7% |
1.5952 |
| High |
1.6061 |
1.6100 |
0.0039 |
0.2% |
1.6100 |
| Low |
1.5884 |
1.5964 |
0.0080 |
0.5% |
1.5747 |
| Close |
1.5980 |
1.5977 |
-0.0003 |
0.0% |
1.5977 |
| Range |
0.0177 |
0.0136 |
-0.0041 |
-23.2% |
0.0353 |
| ATR |
0.0150 |
0.0149 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
116,911 |
108,177 |
-8,734 |
-7.5% |
524,750 |
|
| Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6422 |
1.6335 |
1.6052 |
|
| R3 |
1.6286 |
1.6199 |
1.6014 |
|
| R2 |
1.6150 |
1.6150 |
1.6002 |
|
| R1 |
1.6063 |
1.6063 |
1.5989 |
1.6039 |
| PP |
1.6014 |
1.6014 |
1.6014 |
1.6001 |
| S1 |
1.5927 |
1.5927 |
1.5965 |
1.5903 |
| S2 |
1.5878 |
1.5878 |
1.5952 |
|
| S3 |
1.5742 |
1.5791 |
1.5940 |
|
| S4 |
1.5606 |
1.5655 |
1.5902 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7000 |
1.6842 |
1.6171 |
|
| R3 |
1.6647 |
1.6489 |
1.6074 |
|
| R2 |
1.6294 |
1.6294 |
1.6042 |
|
| R1 |
1.6136 |
1.6136 |
1.6009 |
1.6215 |
| PP |
1.5941 |
1.5941 |
1.5941 |
1.5981 |
| S1 |
1.5783 |
1.5783 |
1.5945 |
1.5862 |
| S2 |
1.5588 |
1.5588 |
1.5912 |
|
| S3 |
1.5235 |
1.5430 |
1.5880 |
|
| S4 |
1.4882 |
1.5077 |
1.5783 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6100 |
1.5747 |
0.0353 |
2.2% |
0.0142 |
0.9% |
65% |
True |
False |
104,950 |
| 10 |
1.6100 |
1.5739 |
0.0361 |
2.3% |
0.0146 |
0.9% |
66% |
True |
False |
105,171 |
| 20 |
1.6100 |
1.5494 |
0.0606 |
3.8% |
0.0150 |
0.9% |
80% |
True |
False |
105,783 |
| 40 |
1.6100 |
1.5284 |
0.0816 |
5.1% |
0.0143 |
0.9% |
85% |
True |
False |
72,091 |
| 60 |
1.6100 |
1.5284 |
0.0816 |
5.1% |
0.0138 |
0.9% |
85% |
True |
False |
48,167 |
| 80 |
1.6100 |
1.4861 |
0.1239 |
7.8% |
0.0140 |
0.9% |
90% |
True |
False |
36,157 |
| 100 |
1.6100 |
1.4386 |
0.1714 |
10.7% |
0.0128 |
0.8% |
93% |
True |
False |
28,931 |
| 120 |
1.6100 |
1.4313 |
0.1787 |
11.2% |
0.0116 |
0.7% |
93% |
True |
False |
24,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6678 |
|
2.618 |
1.6456 |
|
1.618 |
1.6320 |
|
1.000 |
1.6236 |
|
0.618 |
1.6184 |
|
HIGH |
1.6100 |
|
0.618 |
1.6048 |
|
0.500 |
1.6032 |
|
0.382 |
1.6016 |
|
LOW |
1.5964 |
|
0.618 |
1.5880 |
|
1.000 |
1.5828 |
|
1.618 |
1.5744 |
|
2.618 |
1.5608 |
|
4.250 |
1.5386 |
|
|
| Fisher Pivots for day following 15-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6032 |
1.5963 |
| PP |
1.6014 |
1.5948 |
| S1 |
1.5995 |
1.5934 |
|