CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5770 |
1.5798 |
0.0028 |
0.2% |
1.5774 |
| High |
1.5864 |
1.5801 |
-0.0063 |
-0.4% |
1.5864 |
| Low |
1.5748 |
1.5720 |
-0.0028 |
-0.2% |
1.5653 |
| Close |
1.5801 |
1.5787 |
-0.0014 |
-0.1% |
1.5801 |
| Range |
0.0116 |
0.0081 |
-0.0035 |
-30.2% |
0.0211 |
| ATR |
0.0149 |
0.0144 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
29,990 |
2,150 |
-27,840 |
-92.8% |
422,108 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6012 |
1.5981 |
1.5832 |
|
| R3 |
1.5931 |
1.5900 |
1.5809 |
|
| R2 |
1.5850 |
1.5850 |
1.5802 |
|
| R1 |
1.5819 |
1.5819 |
1.5794 |
1.5794 |
| PP |
1.5769 |
1.5769 |
1.5769 |
1.5757 |
| S1 |
1.5738 |
1.5738 |
1.5780 |
1.5713 |
| S2 |
1.5688 |
1.5688 |
1.5772 |
|
| S3 |
1.5607 |
1.5657 |
1.5765 |
|
| S4 |
1.5526 |
1.5576 |
1.5742 |
|
|
| 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 |
1.5668 |
0.0196 |
1.2% |
0.0123 |
0.8% |
61% |
False |
False |
68,101 |
| 10 |
1.5864 |
1.5483 |
0.0381 |
2.4% |
0.0132 |
0.8% |
80% |
False |
False |
94,253 |
| 20 |
1.6151 |
1.5483 |
0.0668 |
4.2% |
0.0146 |
0.9% |
46% |
False |
False |
96,943 |
| 40 |
1.6295 |
1.5483 |
0.0812 |
5.1% |
0.0156 |
1.0% |
37% |
False |
False |
104,713 |
| 60 |
1.6295 |
1.5483 |
0.0812 |
5.1% |
0.0154 |
1.0% |
37% |
False |
False |
105,070 |
| 80 |
1.6295 |
1.5284 |
0.1011 |
6.4% |
0.0150 |
0.9% |
50% |
False |
False |
88,402 |
| 100 |
1.6295 |
1.5284 |
0.1011 |
6.4% |
0.0146 |
0.9% |
50% |
False |
False |
70,786 |
| 120 |
1.6295 |
1.4861 |
0.1434 |
9.1% |
0.0146 |
0.9% |
65% |
False |
False |
59,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6145 |
|
2.618 |
1.6013 |
|
1.618 |
1.5932 |
|
1.000 |
1.5882 |
|
0.618 |
1.5851 |
|
HIGH |
1.5801 |
|
0.618 |
1.5770 |
|
0.500 |
1.5761 |
|
0.382 |
1.5751 |
|
LOW |
1.5720 |
|
0.618 |
1.5670 |
|
1.000 |
1.5639 |
|
1.618 |
1.5589 |
|
2.618 |
1.5508 |
|
4.250 |
1.5376 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5778 |
1.5788 |
| PP |
1.5769 |
1.5787 |
| S1 |
1.5761 |
1.5787 |
|