CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 26-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5782 |
1.5750 |
-0.0032 |
-0.2% |
1.5995 |
| High |
1.5836 |
1.5792 |
-0.0044 |
-0.3% |
1.6082 |
| Low |
1.5738 |
1.5588 |
-0.0150 |
-1.0% |
1.5588 |
| Close |
1.5759 |
1.5607 |
-0.0152 |
-1.0% |
1.5607 |
| Range |
0.0098 |
0.0204 |
0.0106 |
108.2% |
0.0494 |
| ATR |
0.0160 |
0.0163 |
0.0003 |
2.0% |
0.0000 |
| Volume |
97,690 |
98,000 |
310 |
0.3% |
413,459 |
|
| Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6274 |
1.6145 |
1.5719 |
|
| R3 |
1.6070 |
1.5941 |
1.5663 |
|
| R2 |
1.5866 |
1.5866 |
1.5644 |
|
| R1 |
1.5737 |
1.5737 |
1.5626 |
1.5700 |
| PP |
1.5662 |
1.5662 |
1.5662 |
1.5644 |
| S1 |
1.5533 |
1.5533 |
1.5588 |
1.5496 |
| S2 |
1.5458 |
1.5458 |
1.5570 |
|
| S3 |
1.5254 |
1.5329 |
1.5551 |
|
| S4 |
1.5050 |
1.5125 |
1.5495 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7241 |
1.6918 |
1.5879 |
|
| R3 |
1.6747 |
1.6424 |
1.5743 |
|
| R2 |
1.6253 |
1.6253 |
1.5698 |
|
| R1 |
1.5930 |
1.5930 |
1.5652 |
1.5845 |
| PP |
1.5759 |
1.5759 |
1.5759 |
1.5716 |
| S1 |
1.5436 |
1.5436 |
1.5562 |
1.5351 |
| S2 |
1.5265 |
1.5265 |
1.5516 |
|
| S3 |
1.4771 |
1.4942 |
1.5471 |
|
| S4 |
1.4277 |
1.4448 |
1.5335 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6094 |
1.5588 |
0.0506 |
3.2% |
0.0171 |
1.1% |
4% |
False |
True |
100,104 |
| 10 |
1.6182 |
1.5588 |
0.0594 |
3.8% |
0.0168 |
1.1% |
3% |
False |
True |
104,483 |
| 20 |
1.6295 |
1.5588 |
0.0707 |
4.5% |
0.0160 |
1.0% |
3% |
False |
True |
107,716 |
| 40 |
1.6295 |
1.5588 |
0.0707 |
4.5% |
0.0161 |
1.0% |
3% |
False |
True |
107,978 |
| 60 |
1.6295 |
1.5284 |
0.1011 |
6.5% |
0.0158 |
1.0% |
32% |
False |
False |
100,655 |
| 80 |
1.6295 |
1.5284 |
0.1011 |
6.5% |
0.0151 |
1.0% |
32% |
False |
False |
75,598 |
| 100 |
1.6295 |
1.4944 |
0.1351 |
8.7% |
0.0148 |
0.9% |
49% |
False |
False |
60,507 |
| 120 |
1.6295 |
1.4485 |
0.1810 |
11.6% |
0.0145 |
0.9% |
62% |
False |
False |
50,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6659 |
|
2.618 |
1.6326 |
|
1.618 |
1.6122 |
|
1.000 |
1.5996 |
|
0.618 |
1.5918 |
|
HIGH |
1.5792 |
|
0.618 |
1.5714 |
|
0.500 |
1.5690 |
|
0.382 |
1.5666 |
|
LOW |
1.5588 |
|
0.618 |
1.5462 |
|
1.000 |
1.5384 |
|
1.618 |
1.5258 |
|
2.618 |
1.5054 |
|
4.250 |
1.4721 |
|
|
| Fisher Pivots for day following 26-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5690 |
1.5774 |
| PP |
1.5662 |
1.5718 |
| S1 |
1.5635 |
1.5663 |
|