CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 25-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5704 |
1.5660 |
-0.0044 |
-0.3% |
1.5977 |
| High |
1.5746 |
1.5767 |
0.0021 |
0.1% |
1.5998 |
| Low |
1.5644 |
1.5659 |
0.0015 |
0.1% |
1.5641 |
| Close |
1.5662 |
1.5740 |
0.0078 |
0.5% |
1.5662 |
| Range |
0.0102 |
0.0108 |
0.0006 |
5.9% |
0.0357 |
| ATR |
0.0160 |
0.0156 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
72,212 |
98,666 |
26,454 |
36.6% |
517,515 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6046 |
1.6001 |
1.5799 |
|
| R3 |
1.5938 |
1.5893 |
1.5770 |
|
| R2 |
1.5830 |
1.5830 |
1.5760 |
|
| R1 |
1.5785 |
1.5785 |
1.5750 |
1.5808 |
| PP |
1.5722 |
1.5722 |
1.5722 |
1.5733 |
| S1 |
1.5677 |
1.5677 |
1.5730 |
1.5700 |
| S2 |
1.5614 |
1.5614 |
1.5720 |
|
| S3 |
1.5506 |
1.5569 |
1.5710 |
|
| S4 |
1.5398 |
1.5461 |
1.5681 |
|
|
| 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 |
1.5938 |
1.5641 |
0.0297 |
1.9% |
0.0176 |
1.1% |
33% |
False |
False |
106,507 |
| 10 |
1.6100 |
1.5641 |
0.0459 |
2.9% |
0.0166 |
1.1% |
22% |
False |
False |
108,796 |
| 20 |
1.6100 |
1.5641 |
0.0459 |
2.9% |
0.0161 |
1.0% |
22% |
False |
False |
109,532 |
| 40 |
1.6100 |
1.5284 |
0.0816 |
5.2% |
0.0152 |
1.0% |
56% |
False |
False |
87,436 |
| 60 |
1.6100 |
1.5284 |
0.0816 |
5.2% |
0.0144 |
0.9% |
56% |
False |
False |
58,423 |
| 80 |
1.6100 |
1.4944 |
0.1156 |
7.3% |
0.0142 |
0.9% |
69% |
False |
False |
43,851 |
| 100 |
1.6100 |
1.4386 |
0.1714 |
10.9% |
0.0138 |
0.9% |
79% |
False |
False |
35,092 |
| 120 |
1.6100 |
1.4313 |
0.1787 |
11.4% |
0.0120 |
0.8% |
80% |
False |
False |
29,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6226 |
|
2.618 |
1.6050 |
|
1.618 |
1.5942 |
|
1.000 |
1.5875 |
|
0.618 |
1.5834 |
|
HIGH |
1.5767 |
|
0.618 |
1.5726 |
|
0.500 |
1.5713 |
|
0.382 |
1.5700 |
|
LOW |
1.5659 |
|
0.618 |
1.5592 |
|
1.000 |
1.5551 |
|
1.618 |
1.5484 |
|
2.618 |
1.5376 |
|
4.250 |
1.5200 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5731 |
1.5746 |
| PP |
1.5722 |
1.5744 |
| S1 |
1.5713 |
1.5742 |
|