CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 23-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5995 |
1.5956 |
-0.0039 |
-0.2% |
1.6120 |
| High |
1.6082 |
1.5960 |
-0.0122 |
-0.8% |
1.6151 |
| Low |
1.5895 |
1.5755 |
-0.0140 |
-0.9% |
1.5835 |
| Close |
1.5944 |
1.5778 |
-0.0166 |
-1.0% |
1.5971 |
| Range |
0.0187 |
0.0205 |
0.0018 |
9.6% |
0.0316 |
| ATR |
0.0161 |
0.0165 |
0.0003 |
1.9% |
0.0000 |
| Volume |
91,860 |
125,909 |
34,049 |
37.1% |
496,201 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6446 |
1.6317 |
1.5891 |
|
| R3 |
1.6241 |
1.6112 |
1.5834 |
|
| R2 |
1.6036 |
1.6036 |
1.5816 |
|
| R1 |
1.5907 |
1.5907 |
1.5797 |
1.5869 |
| PP |
1.5831 |
1.5831 |
1.5831 |
1.5812 |
| S1 |
1.5702 |
1.5702 |
1.5759 |
1.5664 |
| S2 |
1.5626 |
1.5626 |
1.5740 |
|
| S3 |
1.5421 |
1.5497 |
1.5722 |
|
| S4 |
1.5216 |
1.5292 |
1.5665 |
|
|
| 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 |
1.6094 |
1.5755 |
0.0339 |
2.1% |
0.0163 |
1.0% |
7% |
False |
True |
97,422 |
| 10 |
1.6182 |
1.5755 |
0.0427 |
2.7% |
0.0165 |
1.0% |
5% |
False |
True |
107,886 |
| 20 |
1.6295 |
1.5724 |
0.0571 |
3.6% |
0.0163 |
1.0% |
9% |
False |
False |
109,605 |
| 40 |
1.6295 |
1.5641 |
0.0654 |
4.1% |
0.0163 |
1.0% |
21% |
False |
False |
109,680 |
| 60 |
1.6295 |
1.5284 |
0.1011 |
6.4% |
0.0157 |
1.0% |
49% |
False |
False |
97,410 |
| 80 |
1.6295 |
1.5284 |
0.1011 |
6.4% |
0.0150 |
1.0% |
49% |
False |
False |
73,157 |
| 100 |
1.6295 |
1.4944 |
0.1351 |
8.6% |
0.0147 |
0.9% |
62% |
False |
False |
58,553 |
| 120 |
1.6295 |
1.4386 |
0.1909 |
12.1% |
0.0143 |
0.9% |
73% |
False |
False |
48,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6831 |
|
2.618 |
1.6497 |
|
1.618 |
1.6292 |
|
1.000 |
1.6165 |
|
0.618 |
1.6087 |
|
HIGH |
1.5960 |
|
0.618 |
1.5882 |
|
0.500 |
1.5858 |
|
0.382 |
1.5833 |
|
LOW |
1.5755 |
|
0.618 |
1.5628 |
|
1.000 |
1.5550 |
|
1.618 |
1.5423 |
|
2.618 |
1.5218 |
|
4.250 |
1.4884 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5858 |
1.5925 |
| PP |
1.5831 |
1.5876 |
| S1 |
1.5805 |
1.5827 |
|