CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 07-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5774 |
1.5715 |
-0.0059 |
-0.4% |
1.5604 |
| High |
1.5775 |
1.5823 |
0.0048 |
0.3% |
1.5789 |
| Low |
1.5653 |
1.5702 |
0.0049 |
0.3% |
1.5483 |
| Close |
1.5717 |
1.5767 |
0.0050 |
0.3% |
1.5742 |
| Range |
0.0122 |
0.0121 |
-0.0001 |
-0.8% |
0.0306 |
| ATR |
0.0154 |
0.0152 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
83,752 |
99,212 |
15,460 |
18.5% |
604,955 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6127 |
1.6068 |
1.5834 |
|
| R3 |
1.6006 |
1.5947 |
1.5800 |
|
| R2 |
1.5885 |
1.5885 |
1.5789 |
|
| R1 |
1.5826 |
1.5826 |
1.5778 |
1.5856 |
| PP |
1.5764 |
1.5764 |
1.5764 |
1.5779 |
| S1 |
1.5705 |
1.5705 |
1.5756 |
1.5735 |
| S2 |
1.5643 |
1.5643 |
1.5745 |
|
| S3 |
1.5522 |
1.5584 |
1.5734 |
|
| S4 |
1.5401 |
1.5463 |
1.5700 |
|
|
| 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 |
1.5823 |
1.5511 |
0.0312 |
2.0% |
0.0142 |
0.9% |
82% |
True |
False |
116,686 |
| 10 |
1.5960 |
1.5483 |
0.0477 |
3.0% |
0.0145 |
0.9% |
60% |
False |
False |
110,951 |
| 20 |
1.6182 |
1.5483 |
0.0699 |
4.4% |
0.0157 |
1.0% |
41% |
False |
False |
108,970 |
| 40 |
1.6295 |
1.5483 |
0.0812 |
5.1% |
0.0159 |
1.0% |
35% |
False |
False |
110,475 |
| 60 |
1.6295 |
1.5336 |
0.0959 |
6.1% |
0.0158 |
1.0% |
45% |
False |
False |
108,079 |
| 80 |
1.6295 |
1.5284 |
0.1011 |
6.4% |
0.0151 |
1.0% |
48% |
False |
False |
85,412 |
| 100 |
1.6295 |
1.5126 |
0.1169 |
7.4% |
0.0147 |
0.9% |
55% |
False |
False |
68,379 |
| 120 |
1.6295 |
1.4703 |
0.1592 |
10.1% |
0.0146 |
0.9% |
67% |
False |
False |
57,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6337 |
|
2.618 |
1.6140 |
|
1.618 |
1.6019 |
|
1.000 |
1.5944 |
|
0.618 |
1.5898 |
|
HIGH |
1.5823 |
|
0.618 |
1.5777 |
|
0.500 |
1.5763 |
|
0.382 |
1.5748 |
|
LOW |
1.5702 |
|
0.618 |
1.5627 |
|
1.000 |
1.5581 |
|
1.618 |
1.5506 |
|
2.618 |
1.5385 |
|
4.250 |
1.5188 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5766 |
1.5745 |
| PP |
1.5764 |
1.5723 |
| S1 |
1.5763 |
1.5701 |
|