CME British Pound Future December 2010
Trading Metrics calculated at close of trading on 08-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1.5877 |
1.5862 |
-0.0015 |
-0.1% |
1.5803 |
High |
1.6013 |
1.5959 |
-0.0054 |
-0.3% |
1.6013 |
Low |
1.5818 |
1.5817 |
-0.0001 |
0.0% |
1.5739 |
Close |
1.5871 |
1.5942 |
0.0071 |
0.4% |
1.5942 |
Range |
0.0195 |
0.0142 |
-0.0053 |
-27.2% |
0.0274 |
ATR |
0.0152 |
0.0151 |
-0.0001 |
-0.5% |
0.0000 |
Volume |
129,363 |
106,425 |
-22,938 |
-17.7% |
526,969 |
|
Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6332 |
1.6279 |
1.6020 |
|
R3 |
1.6190 |
1.6137 |
1.5981 |
|
R2 |
1.6048 |
1.6048 |
1.5968 |
|
R1 |
1.5995 |
1.5995 |
1.5955 |
1.6022 |
PP |
1.5906 |
1.5906 |
1.5906 |
1.5919 |
S1 |
1.5853 |
1.5853 |
1.5929 |
1.5880 |
S2 |
1.5764 |
1.5764 |
1.5916 |
|
S3 |
1.5622 |
1.5711 |
1.5903 |
|
S4 |
1.5480 |
1.5569 |
1.5864 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6720 |
1.6605 |
1.6093 |
|
R3 |
1.6446 |
1.6331 |
1.6017 |
|
R2 |
1.6172 |
1.6172 |
1.5992 |
|
R1 |
1.6057 |
1.6057 |
1.5967 |
1.6115 |
PP |
1.5898 |
1.5898 |
1.5898 |
1.5927 |
S1 |
1.5783 |
1.5783 |
1.5917 |
1.5841 |
S2 |
1.5624 |
1.5624 |
1.5892 |
|
S3 |
1.5350 |
1.5509 |
1.5867 |
|
S4 |
1.5076 |
1.5235 |
1.5791 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6013 |
1.5739 |
0.0274 |
1.7% |
0.0151 |
0.9% |
74% |
False |
False |
105,393 |
10 |
1.6013 |
1.5662 |
0.0351 |
2.2% |
0.0155 |
1.0% |
80% |
False |
False |
111,349 |
20 |
1.6013 |
1.5336 |
0.0677 |
4.2% |
0.0156 |
1.0% |
90% |
False |
False |
105,719 |
40 |
1.6013 |
1.5284 |
0.0729 |
4.6% |
0.0144 |
0.9% |
90% |
False |
False |
59,033 |
60 |
1.6013 |
1.5126 |
0.0887 |
5.6% |
0.0139 |
0.9% |
92% |
False |
False |
39,435 |
80 |
1.6013 |
1.4703 |
0.1310 |
8.2% |
0.0139 |
0.9% |
95% |
False |
False |
29,601 |
100 |
1.6013 |
1.4313 |
0.1700 |
10.7% |
0.0122 |
0.8% |
96% |
False |
False |
23,684 |
120 |
1.6013 |
1.4313 |
0.1700 |
10.7% |
0.0110 |
0.7% |
96% |
False |
False |
19,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6563 |
2.618 |
1.6331 |
1.618 |
1.6189 |
1.000 |
1.6101 |
0.618 |
1.6047 |
HIGH |
1.5959 |
0.618 |
1.5905 |
0.500 |
1.5888 |
0.382 |
1.5871 |
LOW |
1.5817 |
0.618 |
1.5729 |
1.000 |
1.5675 |
1.618 |
1.5587 |
2.618 |
1.5445 |
4.250 |
1.5214 |
|
|
Fisher Pivots for day following 08-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1.5924 |
1.5933 |
PP |
1.5906 |
1.5924 |
S1 |
1.5888 |
1.5915 |
|