CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 01-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5938 |
1.6041 |
0.0103 |
0.6% |
1.5660 |
| High |
1.6040 |
1.6085 |
0.0045 |
0.3% |
1.6040 |
| Low |
1.5872 |
1.5985 |
0.0113 |
0.7% |
1.5659 |
| Close |
1.6013 |
1.6028 |
0.0015 |
0.1% |
1.6013 |
| Range |
0.0168 |
0.0100 |
-0.0068 |
-40.5% |
0.0381 |
| ATR |
0.0163 |
0.0159 |
-0.0005 |
-2.8% |
0.0000 |
| Volume |
107,187 |
73,699 |
-33,488 |
-31.2% |
594,669 |
|
| Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6333 |
1.6280 |
1.6083 |
|
| R3 |
1.6233 |
1.6180 |
1.6056 |
|
| R2 |
1.6133 |
1.6133 |
1.6046 |
|
| R1 |
1.6080 |
1.6080 |
1.6037 |
1.6057 |
| PP |
1.6033 |
1.6033 |
1.6033 |
1.6021 |
| S1 |
1.5980 |
1.5980 |
1.6019 |
1.5957 |
| S2 |
1.5933 |
1.5933 |
1.6010 |
|
| S3 |
1.5833 |
1.5880 |
1.6001 |
|
| S4 |
1.5733 |
1.5780 |
1.5973 |
|
|
| 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 |
1.6085 |
1.5683 |
0.0402 |
2.5% |
0.0167 |
1.0% |
86% |
True |
False |
113,940 |
| 10 |
1.6085 |
1.5641 |
0.0444 |
2.8% |
0.0171 |
1.1% |
87% |
True |
False |
110,224 |
| 20 |
1.6100 |
1.5641 |
0.0459 |
2.9% |
0.0161 |
1.0% |
84% |
False |
False |
107,229 |
| 40 |
1.6100 |
1.5284 |
0.0816 |
5.1% |
0.0158 |
1.0% |
91% |
False |
False |
101,365 |
| 60 |
1.6100 |
1.5284 |
0.0816 |
5.1% |
0.0149 |
0.9% |
91% |
False |
False |
67,904 |
| 80 |
1.6100 |
1.4977 |
0.1123 |
7.0% |
0.0145 |
0.9% |
94% |
False |
False |
50,964 |
| 100 |
1.6100 |
1.4585 |
0.1515 |
9.5% |
0.0143 |
0.9% |
95% |
False |
False |
40,789 |
| 120 |
1.6100 |
1.4313 |
0.1787 |
11.1% |
0.0124 |
0.8% |
96% |
False |
False |
33,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6510 |
|
2.618 |
1.6347 |
|
1.618 |
1.6247 |
|
1.000 |
1.6185 |
|
0.618 |
1.6147 |
|
HIGH |
1.6085 |
|
0.618 |
1.6047 |
|
0.500 |
1.6035 |
|
0.382 |
1.6023 |
|
LOW |
1.5985 |
|
0.618 |
1.5923 |
|
1.000 |
1.5885 |
|
1.618 |
1.5823 |
|
2.618 |
1.5723 |
|
4.250 |
1.5560 |
|
|
| Fisher Pivots for day following 01-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6035 |
1.5991 |
| PP |
1.6033 |
1.5954 |
| S1 |
1.6030 |
1.5918 |
|