CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 04-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6028 |
1.6097 |
0.0069 |
0.4% |
1.5660 |
| High |
1.6179 |
1.6295 |
0.0116 |
0.7% |
1.6040 |
| Low |
1.6003 |
1.6081 |
0.0078 |
0.5% |
1.5659 |
| Close |
1.6109 |
1.6276 |
0.0167 |
1.0% |
1.6013 |
| Range |
0.0176 |
0.0214 |
0.0038 |
21.6% |
0.0381 |
| ATR |
0.0157 |
0.0161 |
0.0004 |
2.6% |
0.0000 |
| Volume |
139,273 |
142,548 |
3,275 |
2.4% |
594,669 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6859 |
1.6782 |
1.6394 |
|
| R3 |
1.6645 |
1.6568 |
1.6335 |
|
| R2 |
1.6431 |
1.6431 |
1.6315 |
|
| R1 |
1.6354 |
1.6354 |
1.6296 |
1.6393 |
| PP |
1.6217 |
1.6217 |
1.6217 |
1.6237 |
| S1 |
1.6140 |
1.6140 |
1.6256 |
1.6179 |
| S2 |
1.6003 |
1.6003 |
1.6237 |
|
| S3 |
1.5789 |
1.5926 |
1.6217 |
|
| S4 |
1.5575 |
1.5712 |
1.6158 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7047 |
1.6911 |
1.6223 |
|
| R3 |
1.6666 |
1.6530 |
1.6118 |
|
| R2 |
1.6285 |
1.6285 |
1.6083 |
|
| R1 |
1.6149 |
1.6149 |
1.6048 |
1.6217 |
| PP |
1.5904 |
1.5904 |
1.5904 |
1.5938 |
| S1 |
1.5768 |
1.5768 |
1.5978 |
1.5836 |
| S2 |
1.5523 |
1.5523 |
1.5943 |
|
| S3 |
1.5142 |
1.5387 |
1.5908 |
|
| S4 |
1.4761 |
1.5006 |
1.5803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6295 |
1.5872 |
0.0423 |
2.6% |
0.0155 |
1.0% |
96% |
True |
False |
109,582 |
| 10 |
1.6295 |
1.5644 |
0.0651 |
4.0% |
0.0155 |
1.0% |
97% |
True |
False |
110,760 |
| 20 |
1.6295 |
1.5641 |
0.0654 |
4.0% |
0.0162 |
1.0% |
97% |
True |
False |
109,204 |
| 40 |
1.6295 |
1.5332 |
0.0963 |
5.9% |
0.0159 |
1.0% |
98% |
True |
False |
107,631 |
| 60 |
1.6295 |
1.5284 |
0.1011 |
6.2% |
0.0149 |
0.9% |
98% |
True |
False |
73,986 |
| 80 |
1.6295 |
1.5126 |
0.1169 |
7.2% |
0.0145 |
0.9% |
98% |
True |
False |
55,548 |
| 100 |
1.6295 |
1.4655 |
0.1640 |
10.1% |
0.0144 |
0.9% |
99% |
True |
False |
44,458 |
| 120 |
1.6295 |
1.4313 |
0.1982 |
12.2% |
0.0128 |
0.8% |
99% |
True |
False |
37,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7205 |
|
2.618 |
1.6855 |
|
1.618 |
1.6641 |
|
1.000 |
1.6509 |
|
0.618 |
1.6427 |
|
HIGH |
1.6295 |
|
0.618 |
1.6213 |
|
0.500 |
1.6188 |
|
0.382 |
1.6163 |
|
LOW |
1.6081 |
|
0.618 |
1.5949 |
|
1.000 |
1.5867 |
|
1.618 |
1.5735 |
|
2.618 |
1.5521 |
|
4.250 |
1.5172 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6247 |
1.6226 |
| PP |
1.6217 |
1.6176 |
| S1 |
1.6188 |
1.6127 |
|