CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 20-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5885 |
1.5697 |
-0.0188 |
-1.2% |
1.5952 |
| High |
1.5938 |
1.5873 |
-0.0065 |
-0.4% |
1.6100 |
| Low |
1.5672 |
1.5641 |
-0.0031 |
-0.2% |
1.5747 |
| Close |
1.5690 |
1.5848 |
0.0158 |
1.0% |
1.5977 |
| Range |
0.0266 |
0.0232 |
-0.0034 |
-12.8% |
0.0353 |
| ATR |
0.0158 |
0.0164 |
0.0005 |
3.3% |
0.0000 |
| Volume |
138,008 |
108,288 |
-29,720 |
-21.5% |
524,750 |
|
| Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6483 |
1.6398 |
1.5976 |
|
| R3 |
1.6251 |
1.6166 |
1.5912 |
|
| R2 |
1.6019 |
1.6019 |
1.5891 |
|
| R1 |
1.5934 |
1.5934 |
1.5869 |
1.5977 |
| PP |
1.5787 |
1.5787 |
1.5787 |
1.5809 |
| S1 |
1.5702 |
1.5702 |
1.5827 |
1.5745 |
| S2 |
1.5555 |
1.5555 |
1.5805 |
|
| S3 |
1.5323 |
1.5470 |
1.5784 |
|
| S4 |
1.5091 |
1.5238 |
1.5720 |
|
|
| 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 |
1.5641 |
0.0459 |
2.9% |
0.0196 |
1.2% |
45% |
False |
True |
111,005 |
| 10 |
1.6100 |
1.5641 |
0.0459 |
2.9% |
0.0171 |
1.1% |
45% |
False |
True |
109,047 |
| 20 |
1.6100 |
1.5604 |
0.0496 |
3.1% |
0.0163 |
1.0% |
49% |
False |
False |
108,193 |
| 40 |
1.6100 |
1.5284 |
0.0816 |
5.1% |
0.0152 |
1.0% |
69% |
False |
False |
80,316 |
| 60 |
1.6100 |
1.5284 |
0.0816 |
5.1% |
0.0144 |
0.9% |
69% |
False |
False |
53,656 |
| 80 |
1.6100 |
1.4877 |
0.1223 |
7.7% |
0.0144 |
0.9% |
79% |
False |
False |
40,277 |
| 100 |
1.6100 |
1.4386 |
0.1714 |
10.8% |
0.0134 |
0.8% |
85% |
False |
False |
32,230 |
| 120 |
1.6100 |
1.4313 |
0.1787 |
11.3% |
0.0121 |
0.8% |
86% |
False |
False |
26,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6859 |
|
2.618 |
1.6480 |
|
1.618 |
1.6248 |
|
1.000 |
1.6105 |
|
0.618 |
1.6016 |
|
HIGH |
1.5873 |
|
0.618 |
1.5784 |
|
0.500 |
1.5757 |
|
0.382 |
1.5730 |
|
LOW |
1.5641 |
|
0.618 |
1.5498 |
|
1.000 |
1.5409 |
|
1.618 |
1.5266 |
|
2.618 |
1.5034 |
|
4.250 |
1.4655 |
|
|
| Fisher Pivots for day following 20-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5818 |
1.5839 |
| PP |
1.5787 |
1.5829 |
| S1 |
1.5757 |
1.5820 |
|