CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 03-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6033 |
1.6028 |
-0.0005 |
0.0% |
1.5660 |
| High |
1.6075 |
1.6179 |
0.0104 |
0.6% |
1.6040 |
| Low |
1.5958 |
1.6003 |
0.0045 |
0.3% |
1.5659 |
| Close |
1.6018 |
1.6109 |
0.0091 |
0.6% |
1.6013 |
| Range |
0.0117 |
0.0176 |
0.0059 |
50.4% |
0.0381 |
| ATR |
0.0156 |
0.0157 |
0.0001 |
0.9% |
0.0000 |
| Volume |
85,206 |
139,273 |
54,067 |
63.5% |
594,669 |
|
| Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6625 |
1.6543 |
1.6206 |
|
| R3 |
1.6449 |
1.6367 |
1.6157 |
|
| R2 |
1.6273 |
1.6273 |
1.6141 |
|
| R1 |
1.6191 |
1.6191 |
1.6125 |
1.6232 |
| PP |
1.6097 |
1.6097 |
1.6097 |
1.6118 |
| S1 |
1.6015 |
1.6015 |
1.6093 |
1.6056 |
| S2 |
1.5921 |
1.5921 |
1.6077 |
|
| S3 |
1.5745 |
1.5839 |
1.6061 |
|
| S4 |
1.5569 |
1.5663 |
1.6012 |
|
|
| 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 |
1.6179 |
1.5750 |
0.0429 |
2.7% |
0.0157 |
1.0% |
84% |
True |
False |
103,991 |
| 10 |
1.6179 |
1.5644 |
0.0535 |
3.3% |
0.0151 |
0.9% |
87% |
True |
False |
108,042 |
| 20 |
1.6179 |
1.5641 |
0.0538 |
3.3% |
0.0161 |
1.0% |
87% |
True |
False |
108,545 |
| 40 |
1.6179 |
1.5332 |
0.0847 |
5.3% |
0.0156 |
1.0% |
92% |
True |
False |
105,653 |
| 60 |
1.6179 |
1.5284 |
0.0895 |
5.6% |
0.0148 |
0.9% |
92% |
True |
False |
71,640 |
| 80 |
1.6179 |
1.5126 |
0.1053 |
6.5% |
0.0145 |
0.9% |
93% |
True |
False |
53,768 |
| 100 |
1.6179 |
1.4655 |
0.1524 |
9.5% |
0.0143 |
0.9% |
95% |
True |
False |
43,033 |
| 120 |
1.6179 |
1.4313 |
0.1866 |
11.6% |
0.0126 |
0.8% |
96% |
True |
False |
35,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6927 |
|
2.618 |
1.6640 |
|
1.618 |
1.6464 |
|
1.000 |
1.6355 |
|
0.618 |
1.6288 |
|
HIGH |
1.6179 |
|
0.618 |
1.6112 |
|
0.500 |
1.6091 |
|
0.382 |
1.6070 |
|
LOW |
1.6003 |
|
0.618 |
1.5894 |
|
1.000 |
1.5827 |
|
1.618 |
1.5718 |
|
2.618 |
1.5542 |
|
4.250 |
1.5255 |
|
|
| Fisher Pivots for day following 03-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6103 |
1.6096 |
| PP |
1.6097 |
1.6082 |
| S1 |
1.6091 |
1.6069 |
|