CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 28-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5840 |
1.5770 |
-0.0070 |
-0.4% |
1.5977 |
| High |
1.5860 |
1.5973 |
0.0113 |
0.7% |
1.5998 |
| Low |
1.5724 |
1.5750 |
0.0026 |
0.2% |
1.5641 |
| Close |
1.5750 |
1.5925 |
0.0175 |
1.1% |
1.5662 |
| Range |
0.0136 |
0.0223 |
0.0087 |
64.0% |
0.0357 |
| ATR |
0.0158 |
0.0163 |
0.0005 |
2.9% |
0.0000 |
| Volume |
118,876 |
114,593 |
-4,283 |
-3.6% |
517,515 |
|
| Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6552 |
1.6461 |
1.6048 |
|
| R3 |
1.6329 |
1.6238 |
1.5986 |
|
| R2 |
1.6106 |
1.6106 |
1.5966 |
|
| R1 |
1.6015 |
1.6015 |
1.5945 |
1.6061 |
| PP |
1.5883 |
1.5883 |
1.5883 |
1.5905 |
| S1 |
1.5792 |
1.5792 |
1.5905 |
1.5838 |
| S2 |
1.5660 |
1.5660 |
1.5884 |
|
| S3 |
1.5437 |
1.5569 |
1.5864 |
|
| S4 |
1.5214 |
1.5346 |
1.5802 |
|
|
| 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 |
1.5973 |
1.5644 |
0.0329 |
2.1% |
0.0155 |
1.0% |
85% |
True |
False |
111,938 |
| 10 |
1.6100 |
1.5641 |
0.0459 |
2.9% |
0.0175 |
1.1% |
62% |
False |
False |
111,317 |
| 20 |
1.6100 |
1.5641 |
0.0459 |
2.9% |
0.0162 |
1.0% |
62% |
False |
False |
108,240 |
| 40 |
1.6100 |
1.5284 |
0.0816 |
5.1% |
0.0157 |
1.0% |
79% |
False |
False |
97,124 |
| 60 |
1.6100 |
1.5284 |
0.0816 |
5.1% |
0.0149 |
0.9% |
79% |
False |
False |
64,892 |
| 80 |
1.6100 |
1.4944 |
0.1156 |
7.3% |
0.0145 |
0.9% |
85% |
False |
False |
48,705 |
| 100 |
1.6100 |
1.4485 |
0.1615 |
10.1% |
0.0142 |
0.9% |
89% |
False |
False |
38,980 |
| 120 |
1.6100 |
1.4313 |
0.1787 |
11.2% |
0.0122 |
0.8% |
90% |
False |
False |
32,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6921 |
|
2.618 |
1.6557 |
|
1.618 |
1.6334 |
|
1.000 |
1.6196 |
|
0.618 |
1.6111 |
|
HIGH |
1.5973 |
|
0.618 |
1.5888 |
|
0.500 |
1.5862 |
|
0.382 |
1.5835 |
|
LOW |
1.5750 |
|
0.618 |
1.5612 |
|
1.000 |
1.5527 |
|
1.618 |
1.5389 |
|
2.618 |
1.5166 |
|
4.250 |
1.4802 |
|
|
| Fisher Pivots for day following 28-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5904 |
1.5893 |
| PP |
1.5883 |
1.5860 |
| S1 |
1.5862 |
1.5828 |
|