CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 19-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5977 |
1.5885 |
-0.0092 |
-0.6% |
1.5952 |
| High |
1.5998 |
1.5938 |
-0.0060 |
-0.4% |
1.6100 |
| Low |
1.5830 |
1.5672 |
-0.0158 |
-1.0% |
1.5747 |
| Close |
1.5927 |
1.5690 |
-0.0237 |
-1.5% |
1.5977 |
| Range |
0.0168 |
0.0266 |
0.0098 |
58.3% |
0.0353 |
| ATR |
0.0150 |
0.0158 |
0.0008 |
5.5% |
0.0000 |
| Volume |
83,642 |
138,008 |
54,366 |
65.0% |
524,750 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6565 |
1.6393 |
1.5836 |
|
| R3 |
1.6299 |
1.6127 |
1.5763 |
|
| R2 |
1.6033 |
1.6033 |
1.5739 |
|
| R1 |
1.5861 |
1.5861 |
1.5714 |
1.5814 |
| PP |
1.5767 |
1.5767 |
1.5767 |
1.5743 |
| S1 |
1.5595 |
1.5595 |
1.5666 |
1.5548 |
| S2 |
1.5501 |
1.5501 |
1.5641 |
|
| S3 |
1.5235 |
1.5329 |
1.5617 |
|
| S4 |
1.4969 |
1.5063 |
1.5544 |
|
|
| 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 |
1.5672 |
0.0428 |
2.7% |
0.0177 |
1.1% |
4% |
False |
True |
112,447 |
| 10 |
1.6100 |
1.5672 |
0.0428 |
2.7% |
0.0159 |
1.0% |
4% |
False |
True |
107,271 |
| 20 |
1.6100 |
1.5591 |
0.0509 |
3.2% |
0.0157 |
1.0% |
19% |
False |
False |
108,504 |
| 40 |
1.6100 |
1.5284 |
0.0816 |
5.2% |
0.0148 |
0.9% |
50% |
False |
False |
77,620 |
| 60 |
1.6100 |
1.5284 |
0.0816 |
5.2% |
0.0142 |
0.9% |
50% |
False |
False |
51,854 |
| 80 |
1.6100 |
1.4877 |
0.1223 |
7.8% |
0.0142 |
0.9% |
66% |
False |
False |
38,924 |
| 100 |
1.6100 |
1.4386 |
0.1714 |
10.9% |
0.0132 |
0.8% |
76% |
False |
False |
31,147 |
| 120 |
1.6100 |
1.4313 |
0.1787 |
11.4% |
0.0120 |
0.8% |
77% |
False |
False |
25,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7069 |
|
2.618 |
1.6634 |
|
1.618 |
1.6368 |
|
1.000 |
1.6204 |
|
0.618 |
1.6102 |
|
HIGH |
1.5938 |
|
0.618 |
1.5836 |
|
0.500 |
1.5805 |
|
0.382 |
1.5774 |
|
LOW |
1.5672 |
|
0.618 |
1.5508 |
|
1.000 |
1.5406 |
|
1.618 |
1.5242 |
|
2.618 |
1.4976 |
|
4.250 |
1.4542 |
|
|
| Fisher Pivots for day following 19-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5805 |
1.5886 |
| PP |
1.5767 |
1.5821 |
| S1 |
1.5728 |
1.5755 |
|