CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 10-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5805 |
1.5770 |
-0.0035 |
-0.2% |
1.5774 |
| High |
1.5841 |
1.5864 |
0.0023 |
0.1% |
1.5864 |
| Low |
1.5711 |
1.5748 |
0.0037 |
0.2% |
1.5653 |
| Close |
1.5750 |
1.5801 |
0.0051 |
0.3% |
1.5801 |
| Range |
0.0130 |
0.0116 |
-0.0014 |
-10.8% |
0.0211 |
| ATR |
0.0152 |
0.0149 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
99,067 |
29,990 |
-69,077 |
-69.7% |
422,108 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6152 |
1.6093 |
1.5865 |
|
| R3 |
1.6036 |
1.5977 |
1.5833 |
|
| R2 |
1.5920 |
1.5920 |
1.5822 |
|
| R1 |
1.5861 |
1.5861 |
1.5812 |
1.5891 |
| PP |
1.5804 |
1.5804 |
1.5804 |
1.5819 |
| S1 |
1.5745 |
1.5745 |
1.5790 |
1.5775 |
| S2 |
1.5688 |
1.5688 |
1.5780 |
|
| S3 |
1.5572 |
1.5629 |
1.5769 |
|
| S4 |
1.5456 |
1.5513 |
1.5737 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6406 |
1.6314 |
1.5917 |
|
| R3 |
1.6195 |
1.6103 |
1.5859 |
|
| R2 |
1.5984 |
1.5984 |
1.5840 |
|
| R1 |
1.5892 |
1.5892 |
1.5820 |
1.5938 |
| PP |
1.5773 |
1.5773 |
1.5773 |
1.5796 |
| S1 |
1.5681 |
1.5681 |
1.5782 |
1.5727 |
| S2 |
1.5562 |
1.5562 |
1.5762 |
|
| S3 |
1.5351 |
1.5470 |
1.5743 |
|
| S4 |
1.5140 |
1.5259 |
1.5685 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5864 |
1.5653 |
0.0211 |
1.3% |
0.0132 |
0.8% |
70% |
True |
False |
84,421 |
| 10 |
1.5864 |
1.5483 |
0.0381 |
2.4% |
0.0136 |
0.9% |
83% |
True |
False |
102,706 |
| 20 |
1.6182 |
1.5483 |
0.0699 |
4.4% |
0.0152 |
1.0% |
45% |
False |
False |
103,594 |
| 40 |
1.6295 |
1.5483 |
0.0812 |
5.1% |
0.0158 |
1.0% |
39% |
False |
False |
107,364 |
| 60 |
1.6295 |
1.5483 |
0.0812 |
5.1% |
0.0155 |
1.0% |
39% |
False |
False |
106,389 |
| 80 |
1.6295 |
1.5284 |
0.1011 |
6.4% |
0.0150 |
1.0% |
51% |
False |
False |
88,378 |
| 100 |
1.6295 |
1.5257 |
0.1038 |
6.6% |
0.0147 |
0.9% |
52% |
False |
False |
70,765 |
| 120 |
1.6295 |
1.4861 |
0.1434 |
9.1% |
0.0146 |
0.9% |
66% |
False |
False |
58,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6357 |
|
2.618 |
1.6168 |
|
1.618 |
1.6052 |
|
1.000 |
1.5980 |
|
0.618 |
1.5936 |
|
HIGH |
1.5864 |
|
0.618 |
1.5820 |
|
0.500 |
1.5806 |
|
0.382 |
1.5792 |
|
LOW |
1.5748 |
|
0.618 |
1.5676 |
|
1.000 |
1.5632 |
|
1.618 |
1.5560 |
|
2.618 |
1.5444 |
|
4.250 |
1.5255 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5806 |
1.5789 |
| PP |
1.5804 |
1.5778 |
| S1 |
1.5803 |
1.5766 |
|