CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 02-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5552 |
1.5606 |
0.0054 |
0.3% |
1.5957 |
| High |
1.5632 |
1.5657 |
0.0025 |
0.2% |
1.6062 |
| Low |
1.5543 |
1.5500 |
-0.0043 |
-0.3% |
1.5583 |
| Close |
1.5606 |
1.5567 |
-0.0039 |
-0.2% |
1.5598 |
| Range |
0.0089 |
0.0157 |
0.0068 |
76.4% |
0.0479 |
| ATR |
0.0138 |
0.0139 |
0.0001 |
1.0% |
0.0000 |
| Volume |
2,136 |
1,404 |
-732 |
-34.3% |
817 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6046 |
1.5963 |
1.5653 |
|
| R3 |
1.5889 |
1.5806 |
1.5610 |
|
| R2 |
1.5732 |
1.5732 |
1.5596 |
|
| R1 |
1.5649 |
1.5649 |
1.5581 |
1.5612 |
| PP |
1.5575 |
1.5575 |
1.5575 |
1.5556 |
| S1 |
1.5492 |
1.5492 |
1.5553 |
1.5455 |
| S2 |
1.5418 |
1.5418 |
1.5538 |
|
| S3 |
1.5261 |
1.5335 |
1.5524 |
|
| S4 |
1.5104 |
1.5178 |
1.5481 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7185 |
1.6870 |
1.5861 |
|
| R3 |
1.6706 |
1.6391 |
1.5730 |
|
| R2 |
1.6227 |
1.6227 |
1.5686 |
|
| R1 |
1.5912 |
1.5912 |
1.5642 |
1.5830 |
| PP |
1.5748 |
1.5748 |
1.5748 |
1.5707 |
| S1 |
1.5433 |
1.5433 |
1.5554 |
1.5351 |
| S2 |
1.5269 |
1.5269 |
1.5510 |
|
| S3 |
1.4790 |
1.4954 |
1.5466 |
|
| S4 |
1.4311 |
1.4475 |
1.5335 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5777 |
1.5477 |
0.0300 |
1.9% |
0.0132 |
0.9% |
30% |
False |
False |
1,035 |
| 10 |
1.6081 |
1.5477 |
0.0604 |
3.9% |
0.0142 |
0.9% |
15% |
False |
False |
608 |
| 20 |
1.6264 |
1.5477 |
0.0787 |
5.1% |
0.0144 |
0.9% |
11% |
False |
False |
389 |
| 40 |
1.6264 |
1.5477 |
0.0787 |
5.1% |
0.0139 |
0.9% |
11% |
False |
False |
238 |
| 60 |
1.6264 |
1.5340 |
0.0924 |
5.9% |
0.0129 |
0.8% |
25% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6324 |
|
2.618 |
1.6068 |
|
1.618 |
1.5911 |
|
1.000 |
1.5814 |
|
0.618 |
1.5754 |
|
HIGH |
1.5657 |
|
0.618 |
1.5597 |
|
0.500 |
1.5579 |
|
0.382 |
1.5560 |
|
LOW |
1.5500 |
|
0.618 |
1.5403 |
|
1.000 |
1.5343 |
|
1.618 |
1.5246 |
|
2.618 |
1.5089 |
|
4.250 |
1.4833 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5579 |
1.5567 |
| PP |
1.5575 |
1.5567 |
| S1 |
1.5571 |
1.5567 |
|