CME British Pound Future March 2011
Trading Metrics calculated at close of trading on 03-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1.5606 |
1.5588 |
-0.0018 |
-0.1% |
1.5597 |
High |
1.5657 |
1.5775 |
0.0118 |
0.8% |
1.5775 |
Low |
1.5500 |
1.5573 |
0.0073 |
0.5% |
1.5477 |
Close |
1.5567 |
1.5730 |
0.0163 |
1.0% |
1.5730 |
Range |
0.0157 |
0.0202 |
0.0045 |
28.7% |
0.0298 |
ATR |
0.0139 |
0.0144 |
0.0005 |
3.5% |
0.0000 |
Volume |
1,404 |
1,941 |
537 |
38.2% |
6,794 |
|
Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6299 |
1.6216 |
1.5841 |
|
R3 |
1.6097 |
1.6014 |
1.5786 |
|
R2 |
1.5895 |
1.5895 |
1.5767 |
|
R1 |
1.5812 |
1.5812 |
1.5749 |
1.5854 |
PP |
1.5693 |
1.5693 |
1.5693 |
1.5713 |
S1 |
1.5610 |
1.5610 |
1.5711 |
1.5652 |
S2 |
1.5491 |
1.5491 |
1.5693 |
|
S3 |
1.5289 |
1.5408 |
1.5674 |
|
S4 |
1.5087 |
1.5206 |
1.5619 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6555 |
1.6440 |
1.5894 |
|
R3 |
1.6257 |
1.6142 |
1.5812 |
|
R2 |
1.5959 |
1.5959 |
1.5785 |
|
R1 |
1.5844 |
1.5844 |
1.5757 |
1.5902 |
PP |
1.5661 |
1.5661 |
1.5661 |
1.5689 |
S1 |
1.5546 |
1.5546 |
1.5703 |
1.5604 |
S2 |
1.5363 |
1.5363 |
1.5675 |
|
S3 |
1.5065 |
1.5248 |
1.5648 |
|
S4 |
1.4767 |
1.4950 |
1.5566 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5775 |
1.5477 |
0.0298 |
1.9% |
0.0134 |
0.9% |
85% |
True |
False |
1,358 |
10 |
1.6081 |
1.5477 |
0.0604 |
3.8% |
0.0146 |
0.9% |
42% |
False |
False |
788 |
20 |
1.6250 |
1.5477 |
0.0773 |
4.9% |
0.0144 |
0.9% |
33% |
False |
False |
481 |
40 |
1.6264 |
1.5477 |
0.0787 |
5.0% |
0.0139 |
0.9% |
32% |
False |
False |
286 |
60 |
1.6264 |
1.5340 |
0.0924 |
5.9% |
0.0131 |
0.8% |
42% |
False |
False |
205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6634 |
2.618 |
1.6304 |
1.618 |
1.6102 |
1.000 |
1.5977 |
0.618 |
1.5900 |
HIGH |
1.5775 |
0.618 |
1.5698 |
0.500 |
1.5674 |
0.382 |
1.5650 |
LOW |
1.5573 |
0.618 |
1.5448 |
1.000 |
1.5371 |
1.618 |
1.5246 |
2.618 |
1.5044 |
4.250 |
1.4715 |
|
|
Fisher Pivots for day following 03-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1.5711 |
1.5699 |
PP |
1.5693 |
1.5668 |
S1 |
1.5674 |
1.5638 |
|