CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 08-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5715 |
1.5762 |
0.0047 |
0.3% |
1.5604 |
| High |
1.5823 |
1.5837 |
0.0014 |
0.1% |
1.5789 |
| Low |
1.5702 |
1.5668 |
-0.0034 |
-0.2% |
1.5483 |
| Close |
1.5767 |
1.5805 |
0.0038 |
0.2% |
1.5742 |
| Range |
0.0121 |
0.0169 |
0.0048 |
39.7% |
0.0306 |
| ATR |
0.0152 |
0.0153 |
0.0001 |
0.8% |
0.0000 |
| Volume |
99,212 |
110,087 |
10,875 |
11.0% |
604,955 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6277 |
1.6210 |
1.5898 |
|
| R3 |
1.6108 |
1.6041 |
1.5851 |
|
| R2 |
1.5939 |
1.5939 |
1.5836 |
|
| R1 |
1.5872 |
1.5872 |
1.5820 |
1.5906 |
| PP |
1.5770 |
1.5770 |
1.5770 |
1.5787 |
| S1 |
1.5703 |
1.5703 |
1.5790 |
1.5737 |
| S2 |
1.5601 |
1.5601 |
1.5774 |
|
| S3 |
1.5432 |
1.5534 |
1.5759 |
|
| S4 |
1.5263 |
1.5365 |
1.5712 |
|
|
| 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 |
1.5837 |
1.5511 |
0.0326 |
2.1% |
0.0156 |
1.0% |
90% |
True |
False |
111,236 |
| 10 |
1.5837 |
1.5483 |
0.0354 |
2.2% |
0.0141 |
0.9% |
91% |
True |
False |
109,369 |
| 20 |
1.6182 |
1.5483 |
0.0699 |
4.4% |
0.0153 |
1.0% |
46% |
False |
False |
108,627 |
| 40 |
1.6295 |
1.5483 |
0.0812 |
5.1% |
0.0159 |
1.0% |
40% |
False |
False |
109,948 |
| 60 |
1.6295 |
1.5438 |
0.0857 |
5.4% |
0.0156 |
1.0% |
43% |
False |
False |
107,654 |
| 80 |
1.6295 |
1.5284 |
0.1011 |
6.4% |
0.0151 |
1.0% |
52% |
False |
False |
86,783 |
| 100 |
1.6295 |
1.5126 |
0.1169 |
7.4% |
0.0147 |
0.9% |
58% |
False |
False |
69,477 |
| 120 |
1.6295 |
1.4703 |
0.1592 |
10.1% |
0.0146 |
0.9% |
69% |
False |
False |
57,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6555 |
|
2.618 |
1.6279 |
|
1.618 |
1.6110 |
|
1.000 |
1.6006 |
|
0.618 |
1.5941 |
|
HIGH |
1.5837 |
|
0.618 |
1.5772 |
|
0.500 |
1.5753 |
|
0.382 |
1.5733 |
|
LOW |
1.5668 |
|
0.618 |
1.5564 |
|
1.000 |
1.5499 |
|
1.618 |
1.5395 |
|
2.618 |
1.5226 |
|
4.250 |
1.4950 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5788 |
1.5785 |
| PP |
1.5770 |
1.5765 |
| S1 |
1.5753 |
1.5745 |
|