CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 19-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5904 |
1.6044 |
0.0140 |
0.9% |
1.6120 |
| High |
1.6054 |
1.6094 |
0.0040 |
0.2% |
1.6151 |
| Low |
1.5886 |
1.5934 |
0.0048 |
0.3% |
1.5835 |
| Close |
1.6041 |
1.5971 |
-0.0070 |
-0.4% |
1.5971 |
| Range |
0.0168 |
0.0160 |
-0.0008 |
-4.8% |
0.0316 |
| ATR |
0.0159 |
0.0160 |
0.0000 |
0.0% |
0.0000 |
| Volume |
104,163 |
87,062 |
-17,101 |
-16.4% |
496,201 |
|
| Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6480 |
1.6385 |
1.6059 |
|
| R3 |
1.6320 |
1.6225 |
1.6015 |
|
| R2 |
1.6160 |
1.6160 |
1.6000 |
|
| R1 |
1.6065 |
1.6065 |
1.5986 |
1.6033 |
| PP |
1.6000 |
1.6000 |
1.6000 |
1.5983 |
| S1 |
1.5905 |
1.5905 |
1.5956 |
1.5873 |
| S2 |
1.5840 |
1.5840 |
1.5942 |
|
| S3 |
1.5680 |
1.5745 |
1.5927 |
|
| S4 |
1.5520 |
1.5585 |
1.5883 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6934 |
1.6768 |
1.6145 |
|
| R3 |
1.6618 |
1.6452 |
1.6058 |
|
| R2 |
1.6302 |
1.6302 |
1.6029 |
|
| R1 |
1.6136 |
1.6136 |
1.6000 |
1.6061 |
| PP |
1.5986 |
1.5986 |
1.5986 |
1.5948 |
| S1 |
1.5820 |
1.5820 |
1.5942 |
1.5745 |
| S2 |
1.5670 |
1.5670 |
1.5913 |
|
| S3 |
1.5354 |
1.5504 |
1.5884 |
|
| S4 |
1.5038 |
1.5188 |
1.5797 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6151 |
1.5835 |
0.0316 |
2.0% |
0.0157 |
1.0% |
43% |
False |
False |
99,240 |
| 10 |
1.6209 |
1.5835 |
0.0374 |
2.3% |
0.0161 |
1.0% |
36% |
False |
False |
106,379 |
| 20 |
1.6295 |
1.5659 |
0.0636 |
4.0% |
0.0159 |
1.0% |
49% |
False |
False |
111,417 |
| 40 |
1.6295 |
1.5641 |
0.0654 |
4.1% |
0.0160 |
1.0% |
50% |
False |
False |
109,603 |
| 60 |
1.6295 |
1.5284 |
0.1011 |
6.3% |
0.0155 |
1.0% |
68% |
False |
False |
93,790 |
| 80 |
1.6295 |
1.5284 |
0.1011 |
6.3% |
0.0149 |
0.9% |
68% |
False |
False |
70,439 |
| 100 |
1.6295 |
1.4944 |
0.1351 |
8.5% |
0.0145 |
0.9% |
76% |
False |
False |
56,380 |
| 120 |
1.6295 |
1.4386 |
0.1909 |
12.0% |
0.0141 |
0.9% |
83% |
False |
False |
46,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6774 |
|
2.618 |
1.6513 |
|
1.618 |
1.6353 |
|
1.000 |
1.6254 |
|
0.618 |
1.6193 |
|
HIGH |
1.6094 |
|
0.618 |
1.6033 |
|
0.500 |
1.6014 |
|
0.382 |
1.5995 |
|
LOW |
1.5934 |
|
0.618 |
1.5835 |
|
1.000 |
1.5774 |
|
1.618 |
1.5675 |
|
2.618 |
1.5515 |
|
4.250 |
1.5254 |
|
|
| Fisher Pivots for day following 19-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6014 |
1.5973 |
| PP |
1.6000 |
1.5972 |
| S1 |
1.5985 |
1.5972 |
|