CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 09-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5762 |
1.5805 |
0.0043 |
0.3% |
1.5604 |
| High |
1.5837 |
1.5841 |
0.0004 |
0.0% |
1.5789 |
| Low |
1.5668 |
1.5711 |
0.0043 |
0.3% |
1.5483 |
| Close |
1.5805 |
1.5750 |
-0.0055 |
-0.3% |
1.5742 |
| Range |
0.0169 |
0.0130 |
-0.0039 |
-23.1% |
0.0306 |
| ATR |
0.0153 |
0.0152 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
110,087 |
99,067 |
-11,020 |
-10.0% |
604,955 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6157 |
1.6084 |
1.5822 |
|
| R3 |
1.6027 |
1.5954 |
1.5786 |
|
| R2 |
1.5897 |
1.5897 |
1.5774 |
|
| R1 |
1.5824 |
1.5824 |
1.5762 |
1.5796 |
| PP |
1.5767 |
1.5767 |
1.5767 |
1.5753 |
| S1 |
1.5694 |
1.5694 |
1.5738 |
1.5666 |
| S2 |
1.5637 |
1.5637 |
1.5726 |
|
| S3 |
1.5507 |
1.5564 |
1.5714 |
|
| S4 |
1.5377 |
1.5434 |
1.5679 |
|
|
| 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 |
1.5841 |
1.5578 |
0.0263 |
1.7% |
0.0151 |
1.0% |
65% |
True |
False |
103,287 |
| 10 |
1.5841 |
1.5483 |
0.0358 |
2.3% |
0.0145 |
0.9% |
75% |
True |
False |
109,507 |
| 20 |
1.6182 |
1.5483 |
0.0699 |
4.4% |
0.0151 |
1.0% |
38% |
False |
False |
106,617 |
| 40 |
1.6295 |
1.5483 |
0.0812 |
5.2% |
0.0159 |
1.0% |
33% |
False |
False |
109,537 |
| 60 |
1.6295 |
1.5483 |
0.0812 |
5.2% |
0.0155 |
1.0% |
33% |
False |
False |
107,461 |
| 80 |
1.6295 |
1.5284 |
0.1011 |
6.4% |
0.0151 |
1.0% |
46% |
False |
False |
88,014 |
| 100 |
1.6295 |
1.5158 |
0.1137 |
7.2% |
0.0147 |
0.9% |
52% |
False |
False |
70,468 |
| 120 |
1.6295 |
1.4833 |
0.1462 |
9.3% |
0.0146 |
0.9% |
63% |
False |
False |
58,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6394 |
|
2.618 |
1.6181 |
|
1.618 |
1.6051 |
|
1.000 |
1.5971 |
|
0.618 |
1.5921 |
|
HIGH |
1.5841 |
|
0.618 |
1.5791 |
|
0.500 |
1.5776 |
|
0.382 |
1.5761 |
|
LOW |
1.5711 |
|
0.618 |
1.5631 |
|
1.000 |
1.5581 |
|
1.618 |
1.5501 |
|
2.618 |
1.5371 |
|
4.250 |
1.5159 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5776 |
1.5755 |
| PP |
1.5767 |
1.5753 |
| S1 |
1.5759 |
1.5752 |
|