CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5864 |
1.5900 |
0.0036 |
0.2% |
1.6184 |
| High |
1.5923 |
1.6039 |
0.0116 |
0.7% |
1.6184 |
| Low |
1.5850 |
1.5880 |
0.0030 |
0.2% |
1.5936 |
| Close |
1.5883 |
1.6029 |
0.0146 |
0.9% |
1.6129 |
| Range |
0.0073 |
0.0159 |
0.0086 |
117.8% |
0.0248 |
| ATR |
0.0140 |
0.0142 |
0.0001 |
1.0% |
0.0000 |
| Volume |
351 |
143 |
-208 |
-59.3% |
800 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6460 |
1.6403 |
1.6116 |
|
| R3 |
1.6301 |
1.6244 |
1.6073 |
|
| R2 |
1.6142 |
1.6142 |
1.6058 |
|
| R1 |
1.6085 |
1.6085 |
1.6044 |
1.6114 |
| PP |
1.5983 |
1.5983 |
1.5983 |
1.5997 |
| S1 |
1.5926 |
1.5926 |
1.6014 |
1.5955 |
| S2 |
1.5824 |
1.5824 |
1.6000 |
|
| S3 |
1.5665 |
1.5767 |
1.5985 |
|
| S4 |
1.5506 |
1.5608 |
1.5942 |
|
|
| 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% |
0.0151 |
0.9% |
59% |
False |
False |
194 |
| 10 |
1.6250 |
1.5830 |
0.0420 |
2.6% |
0.0142 |
0.9% |
47% |
False |
False |
174 |
| 20 |
1.6264 |
1.5632 |
0.0632 |
3.9% |
0.0139 |
0.9% |
63% |
False |
False |
150 |
| 40 |
1.6264 |
1.5632 |
0.0632 |
3.9% |
0.0133 |
0.8% |
63% |
False |
False |
100 |
| 60 |
1.6264 |
1.5283 |
0.0981 |
6.1% |
0.0111 |
0.7% |
76% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6715 |
|
2.618 |
1.6455 |
|
1.618 |
1.6296 |
|
1.000 |
1.6198 |
|
0.618 |
1.6137 |
|
HIGH |
1.6039 |
|
0.618 |
1.5978 |
|
0.500 |
1.5960 |
|
0.382 |
1.5941 |
|
LOW |
1.5880 |
|
0.618 |
1.5782 |
|
1.000 |
1.5721 |
|
1.618 |
1.5623 |
|
2.618 |
1.5464 |
|
4.250 |
1.5204 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6006 |
1.6001 |
| PP |
1.5983 |
1.5972 |
| S1 |
1.5960 |
1.5944 |
|