CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 11-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5977 |
1.6109 |
0.0132 |
0.8% |
1.6041 |
| High |
1.6134 |
1.6176 |
0.0042 |
0.3% |
1.6295 |
| Low |
1.5957 |
1.6077 |
0.0120 |
0.8% |
1.5958 |
| Close |
1.6113 |
1.6104 |
-0.0009 |
-0.1% |
1.6185 |
| Range |
0.0177 |
0.0099 |
-0.0078 |
-44.1% |
0.0337 |
| ATR |
0.0162 |
0.0158 |
-0.0005 |
-2.8% |
0.0000 |
| Volume |
139,271 |
90,449 |
-48,822 |
-35.1% |
569,896 |
|
| Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6416 |
1.6359 |
1.6158 |
|
| R3 |
1.6317 |
1.6260 |
1.6131 |
|
| R2 |
1.6218 |
1.6218 |
1.6122 |
|
| R1 |
1.6161 |
1.6161 |
1.6113 |
1.6140 |
| PP |
1.6119 |
1.6119 |
1.6119 |
1.6109 |
| S1 |
1.6062 |
1.6062 |
1.6095 |
1.6041 |
| S2 |
1.6020 |
1.6020 |
1.6086 |
|
| S3 |
1.5921 |
1.5963 |
1.6077 |
|
| S4 |
1.5822 |
1.5864 |
1.6050 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7157 |
1.7008 |
1.6370 |
|
| R3 |
1.6820 |
1.6671 |
1.6278 |
|
| R2 |
1.6483 |
1.6483 |
1.6247 |
|
| R1 |
1.6334 |
1.6334 |
1.6216 |
1.6409 |
| PP |
1.6146 |
1.6146 |
1.6146 |
1.6183 |
| S1 |
1.5997 |
1.5997 |
1.6154 |
1.6072 |
| S2 |
1.5809 |
1.5809 |
1.6123 |
|
| S3 |
1.5472 |
1.5660 |
1.6092 |
|
| S4 |
1.5135 |
1.5323 |
1.6000 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6291 |
1.5946 |
0.0345 |
2.1% |
0.0150 |
0.9% |
46% |
False |
False |
112,318 |
| 10 |
1.6295 |
1.5872 |
0.0423 |
2.6% |
0.0153 |
0.9% |
55% |
False |
False |
110,950 |
| 20 |
1.6295 |
1.5641 |
0.0654 |
4.1% |
0.0164 |
1.0% |
71% |
False |
False |
111,133 |
| 40 |
1.6295 |
1.5494 |
0.0801 |
5.0% |
0.0157 |
1.0% |
76% |
False |
False |
107,786 |
| 60 |
1.6295 |
1.5284 |
0.1011 |
6.3% |
0.0150 |
0.9% |
81% |
False |
False |
83,306 |
| 80 |
1.6295 |
1.5257 |
0.1038 |
6.4% |
0.0145 |
0.9% |
82% |
False |
False |
62,557 |
| 100 |
1.6295 |
1.4861 |
0.1434 |
8.9% |
0.0145 |
0.9% |
87% |
False |
False |
50,071 |
| 120 |
1.6295 |
1.4386 |
0.1909 |
11.9% |
0.0133 |
0.8% |
90% |
False |
False |
41,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6597 |
|
2.618 |
1.6435 |
|
1.618 |
1.6336 |
|
1.000 |
1.6275 |
|
0.618 |
1.6237 |
|
HIGH |
1.6176 |
|
0.618 |
1.6138 |
|
0.500 |
1.6127 |
|
0.382 |
1.6115 |
|
LOW |
1.6077 |
|
0.618 |
1.6016 |
|
1.000 |
1.5978 |
|
1.618 |
1.5917 |
|
2.618 |
1.5818 |
|
4.250 |
1.5656 |
|
|
| Fisher Pivots for day following 11-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6127 |
1.6091 |
| PP |
1.6119 |
1.6077 |
| S1 |
1.6112 |
1.6064 |
|