CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5719 |
1.5840 |
0.0121 |
0.8% |
1.5977 |
| High |
1.5891 |
1.5860 |
-0.0031 |
-0.2% |
1.5998 |
| Low |
1.5683 |
1.5724 |
0.0041 |
0.3% |
1.5641 |
| Close |
1.5827 |
1.5750 |
-0.0077 |
-0.5% |
1.5662 |
| Range |
0.0208 |
0.0136 |
-0.0072 |
-34.6% |
0.0357 |
| ATR |
0.0160 |
0.0158 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
155,347 |
118,876 |
-36,471 |
-23.5% |
517,515 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6186 |
1.6104 |
1.5825 |
|
| R3 |
1.6050 |
1.5968 |
1.5787 |
|
| R2 |
1.5914 |
1.5914 |
1.5775 |
|
| R1 |
1.5832 |
1.5832 |
1.5762 |
1.5805 |
| PP |
1.5778 |
1.5778 |
1.5778 |
1.5765 |
| S1 |
1.5696 |
1.5696 |
1.5738 |
1.5669 |
| S2 |
1.5642 |
1.5642 |
1.5725 |
|
| S3 |
1.5506 |
1.5560 |
1.5713 |
|
| S4 |
1.5370 |
1.5424 |
1.5675 |
|
|
| 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 |
1.5644 |
0.0247 |
1.6% |
0.0145 |
0.9% |
43% |
False |
False |
112,093 |
| 10 |
1.6100 |
1.5641 |
0.0459 |
2.9% |
0.0170 |
1.1% |
24% |
False |
False |
111,549 |
| 20 |
1.6100 |
1.5641 |
0.0459 |
2.9% |
0.0164 |
1.0% |
24% |
False |
False |
111,466 |
| 40 |
1.6100 |
1.5284 |
0.0816 |
5.2% |
0.0154 |
1.0% |
57% |
False |
False |
94,274 |
| 60 |
1.6100 |
1.5284 |
0.0816 |
5.2% |
0.0146 |
0.9% |
57% |
False |
False |
62,986 |
| 80 |
1.6100 |
1.4944 |
0.1156 |
7.3% |
0.0144 |
0.9% |
70% |
False |
False |
47,275 |
| 100 |
1.6100 |
1.4485 |
0.1615 |
10.3% |
0.0140 |
0.9% |
78% |
False |
False |
37,834 |
| 120 |
1.6100 |
1.4313 |
0.1787 |
11.3% |
0.0122 |
0.8% |
80% |
False |
False |
31,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6438 |
|
2.618 |
1.6216 |
|
1.618 |
1.6080 |
|
1.000 |
1.5996 |
|
0.618 |
1.5944 |
|
HIGH |
1.5860 |
|
0.618 |
1.5808 |
|
0.500 |
1.5792 |
|
0.382 |
1.5776 |
|
LOW |
1.5724 |
|
0.618 |
1.5640 |
|
1.000 |
1.5588 |
|
1.618 |
1.5504 |
|
2.618 |
1.5368 |
|
4.250 |
1.5146 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5792 |
1.5775 |
| PP |
1.5778 |
1.5767 |
| S1 |
1.5764 |
1.5758 |
|