CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 05-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6097 |
1.6267 |
0.0170 |
1.1% |
1.6041 |
| High |
1.6295 |
1.6291 |
-0.0004 |
0.0% |
1.6295 |
| Low |
1.6081 |
1.6162 |
0.0081 |
0.5% |
1.5958 |
| Close |
1.6276 |
1.6185 |
-0.0091 |
-0.6% |
1.6185 |
| Range |
0.0214 |
0.0129 |
-0.0085 |
-39.7% |
0.0337 |
| ATR |
0.0161 |
0.0159 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
142,548 |
129,170 |
-13,378 |
-9.4% |
569,896 |
|
| Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6600 |
1.6521 |
1.6256 |
|
| R3 |
1.6471 |
1.6392 |
1.6220 |
|
| R2 |
1.6342 |
1.6342 |
1.6209 |
|
| R1 |
1.6263 |
1.6263 |
1.6197 |
1.6238 |
| PP |
1.6213 |
1.6213 |
1.6213 |
1.6200 |
| S1 |
1.6134 |
1.6134 |
1.6173 |
1.6109 |
| S2 |
1.6084 |
1.6084 |
1.6161 |
|
| S3 |
1.5955 |
1.6005 |
1.6150 |
|
| S4 |
1.5826 |
1.5876 |
1.6114 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7157 |
1.7008 |
1.6370 |
|
| R3 |
1.6820 |
1.6671 |
1.6278 |
|
| R2 |
1.6483 |
1.6483 |
1.6247 |
|
| R1 |
1.6334 |
1.6334 |
1.6216 |
1.6409 |
| PP |
1.6146 |
1.6146 |
1.6146 |
1.6183 |
| S1 |
1.5997 |
1.5997 |
1.6154 |
1.6072 |
| S2 |
1.5809 |
1.5809 |
1.6123 |
|
| S3 |
1.5472 |
1.5660 |
1.6092 |
|
| S4 |
1.5135 |
1.5323 |
1.6000 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6295 |
1.5958 |
0.0337 |
2.1% |
0.0147 |
0.9% |
67% |
False |
False |
113,979 |
| 10 |
1.6295 |
1.5659 |
0.0636 |
3.9% |
0.0158 |
1.0% |
83% |
False |
False |
116,456 |
| 20 |
1.6295 |
1.5641 |
0.0654 |
4.0% |
0.0161 |
1.0% |
83% |
False |
False |
110,341 |
| 40 |
1.6295 |
1.5336 |
0.0959 |
5.9% |
0.0159 |
1.0% |
89% |
False |
False |
108,030 |
| 60 |
1.6295 |
1.5284 |
0.1011 |
6.2% |
0.0150 |
0.9% |
89% |
False |
False |
76,136 |
| 80 |
1.6295 |
1.5126 |
0.1169 |
7.2% |
0.0144 |
0.9% |
91% |
False |
False |
57,161 |
| 100 |
1.6295 |
1.4703 |
0.1592 |
9.8% |
0.0144 |
0.9% |
93% |
False |
False |
45,749 |
| 120 |
1.6295 |
1.4313 |
0.1982 |
12.2% |
0.0129 |
0.8% |
94% |
False |
False |
38,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6839 |
|
2.618 |
1.6629 |
|
1.618 |
1.6500 |
|
1.000 |
1.6420 |
|
0.618 |
1.6371 |
|
HIGH |
1.6291 |
|
0.618 |
1.6242 |
|
0.500 |
1.6227 |
|
0.382 |
1.6211 |
|
LOW |
1.6162 |
|
0.618 |
1.6082 |
|
1.000 |
1.6033 |
|
1.618 |
1.5953 |
|
2.618 |
1.5824 |
|
4.250 |
1.5614 |
|
|
| Fisher Pivots for day following 05-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6227 |
1.6173 |
| PP |
1.6213 |
1.6161 |
| S1 |
1.6199 |
1.6149 |
|