CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6184 |
1.6062 |
-0.0122 |
-0.8% |
1.6030 |
| High |
1.6184 |
1.6165 |
-0.0019 |
-0.1% |
1.6264 |
| Low |
1.6090 |
1.5936 |
-0.0154 |
-1.0% |
1.5949 |
| Close |
1.6113 |
1.6021 |
-0.0092 |
-0.6% |
1.6171 |
| Range |
0.0094 |
0.0229 |
0.0135 |
143.6% |
0.0315 |
| ATR |
0.0134 |
0.0141 |
0.0007 |
5.1% |
0.0000 |
| Volume |
81 |
119 |
38 |
46.9% |
286 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6728 |
1.6603 |
1.6147 |
|
| R3 |
1.6499 |
1.6374 |
1.6084 |
|
| R2 |
1.6270 |
1.6270 |
1.6063 |
|
| R1 |
1.6145 |
1.6145 |
1.6042 |
1.6093 |
| PP |
1.6041 |
1.6041 |
1.6041 |
1.6015 |
| S1 |
1.5916 |
1.5916 |
1.6000 |
1.5864 |
| S2 |
1.5812 |
1.5812 |
1.5979 |
|
| S3 |
1.5583 |
1.5687 |
1.5958 |
|
| S4 |
1.5354 |
1.5458 |
1.5895 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7073 |
1.6937 |
1.6344 |
|
| R3 |
1.6758 |
1.6622 |
1.6258 |
|
| R2 |
1.6443 |
1.6443 |
1.6229 |
|
| R1 |
1.6307 |
1.6307 |
1.6200 |
1.6375 |
| PP |
1.6128 |
1.6128 |
1.6128 |
1.6162 |
| S1 |
1.5992 |
1.5992 |
1.6142 |
1.6060 |
| S2 |
1.5813 |
1.5813 |
1.6113 |
|
| S3 |
1.5498 |
1.5677 |
1.6084 |
|
| S4 |
1.5183 |
1.5362 |
1.5998 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6264 |
1.5936 |
0.0328 |
2.0% |
0.0149 |
0.9% |
26% |
False |
True |
79 |
| 10 |
1.6264 |
1.5714 |
0.0550 |
3.4% |
0.0141 |
0.9% |
56% |
False |
False |
99 |
| 20 |
1.6264 |
1.5632 |
0.0632 |
3.9% |
0.0140 |
0.9% |
62% |
False |
False |
97 |
| 40 |
1.6264 |
1.5435 |
0.0829 |
5.2% |
0.0127 |
0.8% |
71% |
False |
False |
73 |
| 60 |
1.6264 |
1.5283 |
0.0981 |
6.1% |
0.0096 |
0.6% |
75% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7138 |
|
2.618 |
1.6765 |
|
1.618 |
1.6536 |
|
1.000 |
1.6394 |
|
0.618 |
1.6307 |
|
HIGH |
1.6165 |
|
0.618 |
1.6078 |
|
0.500 |
1.6051 |
|
0.382 |
1.6023 |
|
LOW |
1.5936 |
|
0.618 |
1.5794 |
|
1.000 |
1.5707 |
|
1.618 |
1.5565 |
|
2.618 |
1.5336 |
|
4.250 |
1.4963 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6051 |
1.6093 |
| PP |
1.6041 |
1.6069 |
| S1 |
1.6031 |
1.6045 |
|