CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6027 |
1.5864 |
-0.0163 |
-1.0% |
1.6184 |
| High |
1.6058 |
1.5923 |
-0.0135 |
-0.8% |
1.6184 |
| Low |
1.5830 |
1.5850 |
0.0020 |
0.1% |
1.5936 |
| Close |
1.5865 |
1.5883 |
0.0018 |
0.1% |
1.6129 |
| Range |
0.0228 |
0.0073 |
-0.0155 |
-68.0% |
0.0248 |
| ATR |
0.0145 |
0.0140 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
204 |
351 |
147 |
72.1% |
800 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6104 |
1.6067 |
1.5923 |
|
| R3 |
1.6031 |
1.5994 |
1.5903 |
|
| R2 |
1.5958 |
1.5958 |
1.5896 |
|
| R1 |
1.5921 |
1.5921 |
1.5890 |
1.5940 |
| PP |
1.5885 |
1.5885 |
1.5885 |
1.5895 |
| S1 |
1.5848 |
1.5848 |
1.5876 |
1.5867 |
| S2 |
1.5812 |
1.5812 |
1.5870 |
|
| S3 |
1.5739 |
1.5775 |
1.5863 |
|
| S4 |
1.5666 |
1.5702 |
1.5843 |
|
|
| 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 |
1.6165 |
1.5830 |
0.0335 |
2.1% |
0.0134 |
0.8% |
16% |
False |
False |
197 |
| 10 |
1.6264 |
1.5830 |
0.0434 |
2.7% |
0.0145 |
0.9% |
12% |
False |
False |
170 |
| 20 |
1.6264 |
1.5632 |
0.0632 |
4.0% |
0.0137 |
0.9% |
40% |
False |
False |
151 |
| 40 |
1.6264 |
1.5598 |
0.0666 |
4.2% |
0.0132 |
0.8% |
43% |
False |
False |
97 |
| 60 |
1.6264 |
1.5283 |
0.0981 |
6.2% |
0.0109 |
0.7% |
61% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6233 |
|
2.618 |
1.6114 |
|
1.618 |
1.6041 |
|
1.000 |
1.5996 |
|
0.618 |
1.5968 |
|
HIGH |
1.5923 |
|
0.618 |
1.5895 |
|
0.500 |
1.5887 |
|
0.382 |
1.5878 |
|
LOW |
1.5850 |
|
0.618 |
1.5805 |
|
1.000 |
1.5777 |
|
1.618 |
1.5732 |
|
2.618 |
1.5659 |
|
4.250 |
1.5540 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5887 |
1.5980 |
| PP |
1.5885 |
1.5948 |
| S1 |
1.5884 |
1.5915 |
|