CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 01-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5559 |
1.5553 |
-0.0006 |
0.0% |
1.5995 |
| High |
1.5595 |
1.5647 |
0.0052 |
0.3% |
1.6082 |
| Low |
1.5483 |
1.5546 |
0.0063 |
0.4% |
1.5588 |
| Close |
1.5569 |
1.5616 |
0.0047 |
0.3% |
1.5607 |
| Range |
0.0112 |
0.0101 |
-0.0011 |
-9.8% |
0.0494 |
| ATR |
0.0156 |
0.0152 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
117,805 |
137,337 |
19,532 |
16.6% |
413,459 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5906 |
1.5862 |
1.5672 |
|
| R3 |
1.5805 |
1.5761 |
1.5644 |
|
| R2 |
1.5704 |
1.5704 |
1.5635 |
|
| R1 |
1.5660 |
1.5660 |
1.5625 |
1.5682 |
| PP |
1.5603 |
1.5603 |
1.5603 |
1.5614 |
| S1 |
1.5559 |
1.5559 |
1.5607 |
1.5581 |
| S2 |
1.5502 |
1.5502 |
1.5597 |
|
| S3 |
1.5401 |
1.5458 |
1.5588 |
|
| S4 |
1.5300 |
1.5357 |
1.5560 |
|
|
| 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 |
1.5836 |
1.5483 |
0.0353 |
2.3% |
0.0127 |
0.8% |
38% |
False |
False |
107,502 |
| 10 |
1.6094 |
1.5483 |
0.0611 |
3.9% |
0.0145 |
0.9% |
22% |
False |
False |
102,462 |
| 20 |
1.6295 |
1.5483 |
0.0812 |
5.2% |
0.0158 |
1.0% |
16% |
False |
False |
111,503 |
| 40 |
1.6295 |
1.5483 |
0.0812 |
5.2% |
0.0158 |
1.0% |
16% |
False |
False |
108,805 |
| 60 |
1.6295 |
1.5332 |
0.0963 |
6.2% |
0.0157 |
1.0% |
29% |
False |
False |
106,075 |
| 80 |
1.6295 |
1.5284 |
0.1011 |
6.5% |
0.0151 |
1.0% |
33% |
False |
False |
79,868 |
| 100 |
1.6295 |
1.5126 |
0.1169 |
7.5% |
0.0147 |
0.9% |
42% |
False |
False |
63,923 |
| 120 |
1.6295 |
1.4655 |
0.1640 |
10.5% |
0.0145 |
0.9% |
59% |
False |
False |
53,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6076 |
|
2.618 |
1.5911 |
|
1.618 |
1.5810 |
|
1.000 |
1.5748 |
|
0.618 |
1.5709 |
|
HIGH |
1.5647 |
|
0.618 |
1.5608 |
|
0.500 |
1.5597 |
|
0.382 |
1.5585 |
|
LOW |
1.5546 |
|
0.618 |
1.5484 |
|
1.000 |
1.5445 |
|
1.618 |
1.5383 |
|
2.618 |
1.5282 |
|
4.250 |
1.5117 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5610 |
1.5599 |
| PP |
1.5603 |
1.5582 |
| S1 |
1.5597 |
1.5565 |
|