CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5999 |
1.5977 |
-0.0022 |
-0.1% |
1.5952 |
| High |
1.6100 |
1.5998 |
-0.0102 |
-0.6% |
1.6100 |
| Low |
1.5964 |
1.5830 |
-0.0134 |
-0.8% |
1.5747 |
| Close |
1.5977 |
1.5927 |
-0.0050 |
-0.3% |
1.5977 |
| Range |
0.0136 |
0.0168 |
0.0032 |
23.5% |
0.0353 |
| ATR |
0.0149 |
0.0150 |
0.0001 |
0.9% |
0.0000 |
| Volume |
108,177 |
83,642 |
-24,535 |
-22.7% |
524,750 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6422 |
1.6343 |
1.6019 |
|
| R3 |
1.6254 |
1.6175 |
1.5973 |
|
| R2 |
1.6086 |
1.6086 |
1.5958 |
|
| R1 |
1.6007 |
1.6007 |
1.5942 |
1.5963 |
| PP |
1.5918 |
1.5918 |
1.5918 |
1.5896 |
| S1 |
1.5839 |
1.5839 |
1.5912 |
1.5795 |
| S2 |
1.5750 |
1.5750 |
1.5896 |
|
| S3 |
1.5582 |
1.5671 |
1.5881 |
|
| S4 |
1.5414 |
1.5503 |
1.5835 |
|
|
| 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% |
0.0156 |
1.0% |
51% |
False |
False |
111,085 |
| 10 |
1.6100 |
1.5740 |
0.0360 |
2.3% |
0.0151 |
0.9% |
52% |
False |
False |
104,234 |
| 20 |
1.6100 |
1.5494 |
0.0606 |
3.8% |
0.0151 |
0.9% |
71% |
False |
False |
106,195 |
| 40 |
1.6100 |
1.5284 |
0.0816 |
5.1% |
0.0144 |
0.9% |
79% |
False |
False |
74,176 |
| 60 |
1.6100 |
1.5284 |
0.0816 |
5.1% |
0.0140 |
0.9% |
79% |
False |
False |
49,557 |
| 80 |
1.6100 |
1.4877 |
0.1223 |
7.7% |
0.0140 |
0.9% |
86% |
False |
False |
37,200 |
| 100 |
1.6100 |
1.4386 |
0.1714 |
10.8% |
0.0129 |
0.8% |
90% |
False |
False |
29,767 |
| 120 |
1.6100 |
1.4313 |
0.1787 |
11.2% |
0.0117 |
0.7% |
90% |
False |
False |
24,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6712 |
|
2.618 |
1.6438 |
|
1.618 |
1.6270 |
|
1.000 |
1.6166 |
|
0.618 |
1.6102 |
|
HIGH |
1.5998 |
|
0.618 |
1.5934 |
|
0.500 |
1.5914 |
|
0.382 |
1.5894 |
|
LOW |
1.5830 |
|
0.618 |
1.5726 |
|
1.000 |
1.5662 |
|
1.618 |
1.5558 |
|
2.618 |
1.5390 |
|
4.250 |
1.5116 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5923 |
1.5965 |
| PP |
1.5918 |
1.5952 |
| S1 |
1.5914 |
1.5940 |
|