CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6108 |
1.6109 |
0.0001 |
0.0% |
1.6184 |
| High |
1.6160 |
1.6165 |
0.0005 |
0.0% |
1.6184 |
| Low |
1.6089 |
1.5972 |
-0.0117 |
-0.7% |
1.5936 |
| Close |
1.6091 |
1.6129 |
0.0038 |
0.2% |
1.6129 |
| Range |
0.0071 |
0.0193 |
0.0122 |
171.8% |
0.0248 |
| ATR |
0.0138 |
0.0142 |
0.0004 |
2.9% |
0.0000 |
| Volume |
158 |
105 |
-53 |
-33.5% |
800 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6668 |
1.6591 |
1.6235 |
|
| R3 |
1.6475 |
1.6398 |
1.6182 |
|
| R2 |
1.6282 |
1.6282 |
1.6164 |
|
| R1 |
1.6205 |
1.6205 |
1.6147 |
1.6244 |
| PP |
1.6089 |
1.6089 |
1.6089 |
1.6108 |
| S1 |
1.6012 |
1.6012 |
1.6111 |
1.6051 |
| S2 |
1.5896 |
1.5896 |
1.6094 |
|
| S3 |
1.5703 |
1.5819 |
1.6076 |
|
| S4 |
1.5510 |
1.5626 |
1.6023 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6827 |
1.6726 |
1.6265 |
|
| R3 |
1.6579 |
1.6478 |
1.6197 |
|
| R2 |
1.6331 |
1.6331 |
1.6174 |
|
| R1 |
1.6230 |
1.6230 |
1.6152 |
1.6157 |
| PP |
1.6083 |
1.6083 |
1.6083 |
1.6046 |
| S1 |
1.5982 |
1.5982 |
1.6106 |
1.5909 |
| S2 |
1.5835 |
1.5835 |
1.6084 |
|
| S3 |
1.5587 |
1.5734 |
1.6061 |
|
| S4 |
1.5339 |
1.5486 |
1.5993 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6184 |
1.5936 |
0.0248 |
1.5% |
0.0152 |
0.9% |
78% |
False |
False |
160 |
| 10 |
1.6264 |
1.5936 |
0.0328 |
2.0% |
0.0137 |
0.8% |
59% |
False |
False |
108 |
| 20 |
1.6264 |
1.5632 |
0.0632 |
3.9% |
0.0145 |
0.9% |
79% |
False |
False |
121 |
| 40 |
1.6264 |
1.5495 |
0.0769 |
4.8% |
0.0129 |
0.8% |
82% |
False |
False |
82 |
| 60 |
1.6264 |
1.5283 |
0.0981 |
6.1% |
0.0103 |
0.6% |
86% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6985 |
|
2.618 |
1.6670 |
|
1.618 |
1.6477 |
|
1.000 |
1.6358 |
|
0.618 |
1.6284 |
|
HIGH |
1.6165 |
|
0.618 |
1.6091 |
|
0.500 |
1.6069 |
|
0.382 |
1.6046 |
|
LOW |
1.5972 |
|
0.618 |
1.5853 |
|
1.000 |
1.5779 |
|
1.618 |
1.5660 |
|
2.618 |
1.5467 |
|
4.250 |
1.5152 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6109 |
1.6105 |
| PP |
1.6089 |
1.6081 |
| S1 |
1.6069 |
1.6058 |
|