CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 21-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5697 |
1.5834 |
0.0137 |
0.9% |
1.5952 |
| High |
1.5873 |
1.5848 |
-0.0025 |
-0.2% |
1.6100 |
| Low |
1.5641 |
1.5677 |
0.0036 |
0.2% |
1.5747 |
| Close |
1.5848 |
1.5703 |
-0.0145 |
-0.9% |
1.5977 |
| Range |
0.0232 |
0.0171 |
-0.0061 |
-26.3% |
0.0353 |
| ATR |
0.0164 |
0.0164 |
0.0001 |
0.3% |
0.0000 |
| Volume |
108,288 |
115,365 |
7,077 |
6.5% |
524,750 |
|
| Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6256 |
1.6150 |
1.5797 |
|
| R3 |
1.6085 |
1.5979 |
1.5750 |
|
| R2 |
1.5914 |
1.5914 |
1.5734 |
|
| R1 |
1.5808 |
1.5808 |
1.5719 |
1.5776 |
| PP |
1.5743 |
1.5743 |
1.5743 |
1.5726 |
| S1 |
1.5637 |
1.5637 |
1.5687 |
1.5605 |
| S2 |
1.5572 |
1.5572 |
1.5672 |
|
| S3 |
1.5401 |
1.5466 |
1.5656 |
|
| S4 |
1.5230 |
1.5295 |
1.5609 |
|
|
| 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% |
0.0195 |
1.2% |
14% |
False |
False |
110,696 |
| 10 |
1.6100 |
1.5641 |
0.0459 |
2.9% |
0.0169 |
1.1% |
14% |
False |
False |
107,647 |
| 20 |
1.6100 |
1.5633 |
0.0467 |
3.0% |
0.0165 |
1.1% |
15% |
False |
False |
109,018 |
| 40 |
1.6100 |
1.5284 |
0.0816 |
5.2% |
0.0153 |
1.0% |
51% |
False |
False |
83,190 |
| 60 |
1.6100 |
1.5284 |
0.0816 |
5.2% |
0.0146 |
0.9% |
51% |
False |
False |
55,578 |
| 80 |
1.6100 |
1.4877 |
0.1223 |
7.8% |
0.0144 |
0.9% |
68% |
False |
False |
41,719 |
| 100 |
1.6100 |
1.4386 |
0.1714 |
10.9% |
0.0136 |
0.9% |
77% |
False |
False |
33,384 |
| 120 |
1.6100 |
1.4313 |
0.1787 |
11.4% |
0.0122 |
0.8% |
78% |
False |
False |
27,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6575 |
|
2.618 |
1.6296 |
|
1.618 |
1.6125 |
|
1.000 |
1.6019 |
|
0.618 |
1.5954 |
|
HIGH |
1.5848 |
|
0.618 |
1.5783 |
|
0.500 |
1.5763 |
|
0.382 |
1.5742 |
|
LOW |
1.5677 |
|
0.618 |
1.5571 |
|
1.000 |
1.5506 |
|
1.618 |
1.5400 |
|
2.618 |
1.5229 |
|
4.250 |
1.4950 |
|
|
| Fisher Pivots for day following 21-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5763 |
1.5790 |
| PP |
1.5743 |
1.5761 |
| S1 |
1.5723 |
1.5732 |
|