CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 22-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5834 |
1.5704 |
-0.0130 |
-0.8% |
1.5977 |
| High |
1.5848 |
1.5746 |
-0.0102 |
-0.6% |
1.5998 |
| Low |
1.5677 |
1.5644 |
-0.0033 |
-0.2% |
1.5641 |
| Close |
1.5703 |
1.5662 |
-0.0041 |
-0.3% |
1.5662 |
| Range |
0.0171 |
0.0102 |
-0.0069 |
-40.4% |
0.0357 |
| ATR |
0.0164 |
0.0160 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
115,365 |
72,212 |
-43,153 |
-37.4% |
517,515 |
|
| Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5990 |
1.5928 |
1.5718 |
|
| R3 |
1.5888 |
1.5826 |
1.5690 |
|
| R2 |
1.5786 |
1.5786 |
1.5681 |
|
| R1 |
1.5724 |
1.5724 |
1.5671 |
1.5704 |
| PP |
1.5684 |
1.5684 |
1.5684 |
1.5674 |
| S1 |
1.5622 |
1.5622 |
1.5653 |
1.5602 |
| S2 |
1.5582 |
1.5582 |
1.5643 |
|
| S3 |
1.5480 |
1.5520 |
1.5634 |
|
| S4 |
1.5378 |
1.5418 |
1.5606 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6838 |
1.6607 |
1.5858 |
|
| R3 |
1.6481 |
1.6250 |
1.5760 |
|
| R2 |
1.6124 |
1.6124 |
1.5727 |
|
| R1 |
1.5893 |
1.5893 |
1.5695 |
1.5830 |
| PP |
1.5767 |
1.5767 |
1.5767 |
1.5736 |
| S1 |
1.5536 |
1.5536 |
1.5629 |
1.5473 |
| S2 |
1.5410 |
1.5410 |
1.5597 |
|
| S3 |
1.5053 |
1.5179 |
1.5564 |
|
| S4 |
1.4696 |
1.4822 |
1.5466 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5998 |
1.5641 |
0.0357 |
2.3% |
0.0188 |
1.2% |
6% |
False |
False |
103,503 |
| 10 |
1.6100 |
1.5641 |
0.0459 |
2.9% |
0.0165 |
1.1% |
5% |
False |
False |
104,226 |
| 20 |
1.6100 |
1.5641 |
0.0459 |
2.9% |
0.0160 |
1.0% |
5% |
False |
False |
107,788 |
| 40 |
1.6100 |
1.5284 |
0.0816 |
5.2% |
0.0153 |
1.0% |
46% |
False |
False |
84,977 |
| 60 |
1.6100 |
1.5284 |
0.0816 |
5.2% |
0.0145 |
0.9% |
46% |
False |
False |
56,780 |
| 80 |
1.6100 |
1.4944 |
0.1156 |
7.4% |
0.0142 |
0.9% |
62% |
False |
False |
42,621 |
| 100 |
1.6100 |
1.4386 |
0.1714 |
10.9% |
0.0137 |
0.9% |
74% |
False |
False |
34,106 |
| 120 |
1.6100 |
1.4313 |
0.1787 |
11.4% |
0.0123 |
0.8% |
75% |
False |
False |
28,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6180 |
|
2.618 |
1.6013 |
|
1.618 |
1.5911 |
|
1.000 |
1.5848 |
|
0.618 |
1.5809 |
|
HIGH |
1.5746 |
|
0.618 |
1.5707 |
|
0.500 |
1.5695 |
|
0.382 |
1.5683 |
|
LOW |
1.5644 |
|
0.618 |
1.5581 |
|
1.000 |
1.5542 |
|
1.618 |
1.5479 |
|
2.618 |
1.5377 |
|
4.250 |
1.5211 |
|
|
| Fisher Pivots for day following 22-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5695 |
1.5757 |
| PP |
1.5684 |
1.5725 |
| S1 |
1.5673 |
1.5694 |
|