CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 06-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5595 |
1.5774 |
0.0179 |
1.1% |
1.5604 |
| High |
1.5789 |
1.5775 |
-0.0014 |
-0.1% |
1.5789 |
| Low |
1.5578 |
1.5653 |
0.0075 |
0.5% |
1.5483 |
| Close |
1.5742 |
1.5717 |
-0.0025 |
-0.2% |
1.5742 |
| Range |
0.0211 |
0.0122 |
-0.0089 |
-42.2% |
0.0306 |
| ATR |
0.0157 |
0.0154 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
124,321 |
83,752 |
-40,569 |
-32.6% |
604,955 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6081 |
1.6021 |
1.5784 |
|
| R3 |
1.5959 |
1.5899 |
1.5751 |
|
| R2 |
1.5837 |
1.5837 |
1.5739 |
|
| R1 |
1.5777 |
1.5777 |
1.5728 |
1.5746 |
| PP |
1.5715 |
1.5715 |
1.5715 |
1.5700 |
| S1 |
1.5655 |
1.5655 |
1.5706 |
1.5624 |
| S2 |
1.5593 |
1.5593 |
1.5695 |
|
| S3 |
1.5471 |
1.5533 |
1.5683 |
|
| S4 |
1.5349 |
1.5411 |
1.5650 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6589 |
1.6472 |
1.5910 |
|
| R3 |
1.6283 |
1.6166 |
1.5826 |
|
| R2 |
1.5977 |
1.5977 |
1.5798 |
|
| R1 |
1.5860 |
1.5860 |
1.5770 |
1.5919 |
| PP |
1.5671 |
1.5671 |
1.5671 |
1.5701 |
| S1 |
1.5554 |
1.5554 |
1.5714 |
1.5613 |
| S2 |
1.5365 |
1.5365 |
1.5686 |
|
| S3 |
1.5059 |
1.5248 |
1.5658 |
|
| S4 |
1.4753 |
1.4942 |
1.5574 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5789 |
1.5483 |
0.0306 |
1.9% |
0.0140 |
0.9% |
76% |
False |
False |
120,405 |
| 10 |
1.6082 |
1.5483 |
0.0599 |
3.8% |
0.0152 |
1.0% |
39% |
False |
False |
110,216 |
| 20 |
1.6209 |
1.5483 |
0.0726 |
4.6% |
0.0156 |
1.0% |
32% |
False |
False |
108,297 |
| 40 |
1.6295 |
1.5483 |
0.0812 |
5.2% |
0.0159 |
1.0% |
29% |
False |
False |
109,319 |
| 60 |
1.6295 |
1.5336 |
0.0959 |
6.1% |
0.0158 |
1.0% |
40% |
False |
False |
108,119 |
| 80 |
1.6295 |
1.5284 |
0.1011 |
6.4% |
0.0151 |
1.0% |
43% |
False |
False |
84,176 |
| 100 |
1.6295 |
1.5126 |
0.1169 |
7.4% |
0.0147 |
0.9% |
51% |
False |
False |
67,389 |
| 120 |
1.6295 |
1.4703 |
0.1592 |
10.1% |
0.0146 |
0.9% |
64% |
False |
False |
56,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6294 |
|
2.618 |
1.6094 |
|
1.618 |
1.5972 |
|
1.000 |
1.5897 |
|
0.618 |
1.5850 |
|
HIGH |
1.5775 |
|
0.618 |
1.5728 |
|
0.500 |
1.5714 |
|
0.382 |
1.5700 |
|
LOW |
1.5653 |
|
0.618 |
1.5578 |
|
1.000 |
1.5531 |
|
1.618 |
1.5456 |
|
2.618 |
1.5334 |
|
4.250 |
1.5135 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5716 |
1.5695 |
| PP |
1.5715 |
1.5672 |
| S1 |
1.5714 |
1.5650 |
|