CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 02-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6041 |
1.6033 |
-0.0008 |
0.0% |
1.5660 |
| High |
1.6085 |
1.6075 |
-0.0010 |
-0.1% |
1.6040 |
| Low |
1.5985 |
1.5958 |
-0.0027 |
-0.2% |
1.5659 |
| Close |
1.6028 |
1.6018 |
-0.0010 |
-0.1% |
1.6013 |
| Range |
0.0100 |
0.0117 |
0.0017 |
17.0% |
0.0381 |
| ATR |
0.0159 |
0.0156 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
73,699 |
85,206 |
11,507 |
15.6% |
594,669 |
|
| Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6368 |
1.6310 |
1.6082 |
|
| R3 |
1.6251 |
1.6193 |
1.6050 |
|
| R2 |
1.6134 |
1.6134 |
1.6039 |
|
| R1 |
1.6076 |
1.6076 |
1.6029 |
1.6047 |
| PP |
1.6017 |
1.6017 |
1.6017 |
1.6002 |
| S1 |
1.5959 |
1.5959 |
1.6007 |
1.5930 |
| S2 |
1.5900 |
1.5900 |
1.5997 |
|
| S3 |
1.5783 |
1.5842 |
1.5986 |
|
| S4 |
1.5666 |
1.5725 |
1.5954 |
|
|
| 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 |
1.5724 |
0.0361 |
2.3% |
0.0149 |
0.9% |
81% |
False |
False |
99,912 |
| 10 |
1.6085 |
1.5641 |
0.0444 |
2.8% |
0.0157 |
1.0% |
85% |
False |
False |
104,943 |
| 20 |
1.6100 |
1.5641 |
0.0459 |
2.9% |
0.0158 |
1.0% |
82% |
False |
False |
106,107 |
| 40 |
1.6100 |
1.5332 |
0.0768 |
4.8% |
0.0156 |
1.0% |
89% |
False |
False |
103,361 |
| 60 |
1.6100 |
1.5284 |
0.0816 |
5.1% |
0.0148 |
0.9% |
90% |
False |
False |
69,323 |
| 80 |
1.6100 |
1.5126 |
0.0974 |
6.1% |
0.0144 |
0.9% |
92% |
False |
False |
52,028 |
| 100 |
1.6100 |
1.4655 |
0.1445 |
9.0% |
0.0142 |
0.9% |
94% |
False |
False |
41,641 |
| 120 |
1.6100 |
1.4313 |
0.1787 |
11.2% |
0.0124 |
0.8% |
95% |
False |
False |
34,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6572 |
|
2.618 |
1.6381 |
|
1.618 |
1.6264 |
|
1.000 |
1.6192 |
|
0.618 |
1.6147 |
|
HIGH |
1.6075 |
|
0.618 |
1.6030 |
|
0.500 |
1.6017 |
|
0.382 |
1.6003 |
|
LOW |
1.5958 |
|
0.618 |
1.5886 |
|
1.000 |
1.5841 |
|
1.618 |
1.5769 |
|
2.618 |
1.5652 |
|
4.250 |
1.5461 |
|
|
| Fisher Pivots for day following 02-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6018 |
1.6005 |
| PP |
1.6017 |
1.5992 |
| S1 |
1.6017 |
1.5979 |
|