CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 29-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5770 |
1.5938 |
0.0168 |
1.1% |
1.5660 |
| High |
1.5973 |
1.6040 |
0.0067 |
0.4% |
1.6040 |
| Low |
1.5750 |
1.5872 |
0.0122 |
0.8% |
1.5659 |
| Close |
1.5925 |
1.6013 |
0.0088 |
0.6% |
1.6013 |
| Range |
0.0223 |
0.0168 |
-0.0055 |
-24.7% |
0.0381 |
| ATR |
0.0163 |
0.0163 |
0.0000 |
0.2% |
0.0000 |
| Volume |
114,593 |
107,187 |
-7,406 |
-6.5% |
594,669 |
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6479 |
1.6414 |
1.6105 |
|
| R3 |
1.6311 |
1.6246 |
1.6059 |
|
| R2 |
1.6143 |
1.6143 |
1.6044 |
|
| R1 |
1.6078 |
1.6078 |
1.6028 |
1.6111 |
| PP |
1.5975 |
1.5975 |
1.5975 |
1.5991 |
| S1 |
1.5910 |
1.5910 |
1.5998 |
1.5943 |
| S2 |
1.5807 |
1.5807 |
1.5982 |
|
| S3 |
1.5639 |
1.5742 |
1.5967 |
|
| S4 |
1.5471 |
1.5574 |
1.5921 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7047 |
1.6911 |
1.6223 |
|
| R3 |
1.6666 |
1.6530 |
1.6118 |
|
| R2 |
1.6285 |
1.6285 |
1.6083 |
|
| R1 |
1.6149 |
1.6149 |
1.6048 |
1.6217 |
| PP |
1.5904 |
1.5904 |
1.5904 |
1.5938 |
| S1 |
1.5768 |
1.5768 |
1.5978 |
1.5836 |
| S2 |
1.5523 |
1.5523 |
1.5943 |
|
| S3 |
1.5142 |
1.5387 |
1.5908 |
|
| S4 |
1.4761 |
1.5006 |
1.5803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6040 |
1.5659 |
0.0381 |
2.4% |
0.0169 |
1.1% |
93% |
True |
False |
118,933 |
| 10 |
1.6040 |
1.5641 |
0.0399 |
2.5% |
0.0178 |
1.1% |
93% |
True |
False |
111,218 |
| 20 |
1.6100 |
1.5641 |
0.0459 |
2.9% |
0.0162 |
1.0% |
81% |
False |
False |
108,195 |
| 40 |
1.6100 |
1.5284 |
0.0816 |
5.1% |
0.0159 |
1.0% |
89% |
False |
False |
99,658 |
| 60 |
1.6100 |
1.5284 |
0.0816 |
5.1% |
0.0149 |
0.9% |
89% |
False |
False |
66,677 |
| 80 |
1.6100 |
1.4944 |
0.1156 |
7.2% |
0.0145 |
0.9% |
92% |
False |
False |
50,044 |
| 100 |
1.6100 |
1.4485 |
0.1615 |
10.1% |
0.0144 |
0.9% |
95% |
False |
False |
40,052 |
| 120 |
1.6100 |
1.4313 |
0.1787 |
11.2% |
0.0124 |
0.8% |
95% |
False |
False |
33,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6754 |
|
2.618 |
1.6480 |
|
1.618 |
1.6312 |
|
1.000 |
1.6208 |
|
0.618 |
1.6144 |
|
HIGH |
1.6040 |
|
0.618 |
1.5976 |
|
0.500 |
1.5956 |
|
0.382 |
1.5936 |
|
LOW |
1.5872 |
|
0.618 |
1.5768 |
|
1.000 |
1.5704 |
|
1.618 |
1.5600 |
|
2.618 |
1.5432 |
|
4.250 |
1.5158 |
|
|
| Fisher Pivots for day following 29-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5994 |
1.5969 |
| PP |
1.5975 |
1.5926 |
| S1 |
1.5956 |
1.5882 |
|