CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 26-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5660 |
1.5719 |
0.0059 |
0.4% |
1.5977 |
| High |
1.5767 |
1.5891 |
0.0124 |
0.8% |
1.5998 |
| Low |
1.5659 |
1.5683 |
0.0024 |
0.2% |
1.5641 |
| Close |
1.5740 |
1.5827 |
0.0087 |
0.6% |
1.5662 |
| Range |
0.0108 |
0.0208 |
0.0100 |
92.6% |
0.0357 |
| ATR |
0.0156 |
0.0160 |
0.0004 |
2.4% |
0.0000 |
| Volume |
98,666 |
155,347 |
56,681 |
57.4% |
517,515 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6424 |
1.6334 |
1.5941 |
|
| R3 |
1.6216 |
1.6126 |
1.5884 |
|
| R2 |
1.6008 |
1.6008 |
1.5865 |
|
| R1 |
1.5918 |
1.5918 |
1.5846 |
1.5963 |
| PP |
1.5800 |
1.5800 |
1.5800 |
1.5823 |
| S1 |
1.5710 |
1.5710 |
1.5808 |
1.5755 |
| S2 |
1.5592 |
1.5592 |
1.5789 |
|
| S3 |
1.5384 |
1.5502 |
1.5770 |
|
| S4 |
1.5176 |
1.5294 |
1.5713 |
|
|
| 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 |
1.5891 |
1.5641 |
0.0250 |
1.6% |
0.0164 |
1.0% |
74% |
True |
False |
109,975 |
| 10 |
1.6100 |
1.5641 |
0.0459 |
2.9% |
0.0170 |
1.1% |
41% |
False |
False |
111,211 |
| 20 |
1.6100 |
1.5641 |
0.0459 |
2.9% |
0.0163 |
1.0% |
41% |
False |
False |
109,756 |
| 40 |
1.6100 |
1.5284 |
0.0816 |
5.2% |
0.0154 |
1.0% |
67% |
False |
False |
91,312 |
| 60 |
1.6100 |
1.5284 |
0.0816 |
5.2% |
0.0146 |
0.9% |
67% |
False |
False |
61,007 |
| 80 |
1.6100 |
1.4944 |
0.1156 |
7.3% |
0.0143 |
0.9% |
76% |
False |
False |
45,790 |
| 100 |
1.6100 |
1.4386 |
0.1714 |
10.8% |
0.0139 |
0.9% |
84% |
False |
False |
36,646 |
| 120 |
1.6100 |
1.4313 |
0.1787 |
11.3% |
0.0122 |
0.8% |
85% |
False |
False |
30,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6775 |
|
2.618 |
1.6436 |
|
1.618 |
1.6228 |
|
1.000 |
1.6099 |
|
0.618 |
1.6020 |
|
HIGH |
1.5891 |
|
0.618 |
1.5812 |
|
0.500 |
1.5787 |
|
0.382 |
1.5762 |
|
LOW |
1.5683 |
|
0.618 |
1.5554 |
|
1.000 |
1.5475 |
|
1.618 |
1.5346 |
|
2.618 |
1.5138 |
|
4.250 |
1.4799 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5814 |
1.5807 |
| PP |
1.5800 |
1.5787 |
| S1 |
1.5787 |
1.5768 |
|