CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 08-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5705 |
1.5737 |
0.0032 |
0.2% |
1.5597 |
| High |
1.5811 |
1.5826 |
0.0015 |
0.1% |
1.5775 |
| Low |
1.5695 |
1.5658 |
-0.0037 |
-0.2% |
1.5477 |
| Close |
1.5756 |
1.5794 |
0.0038 |
0.2% |
1.5730 |
| Range |
0.0116 |
0.0168 |
0.0052 |
44.8% |
0.0298 |
| ATR |
0.0141 |
0.0143 |
0.0002 |
1.4% |
0.0000 |
| Volume |
20,156 |
34,893 |
14,737 |
73.1% |
6,794 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6263 |
1.6197 |
1.5886 |
|
| R3 |
1.6095 |
1.6029 |
1.5840 |
|
| R2 |
1.5927 |
1.5927 |
1.5825 |
|
| R1 |
1.5861 |
1.5861 |
1.5809 |
1.5894 |
| PP |
1.5759 |
1.5759 |
1.5759 |
1.5776 |
| S1 |
1.5693 |
1.5693 |
1.5779 |
1.5726 |
| S2 |
1.5591 |
1.5591 |
1.5763 |
|
| S3 |
1.5423 |
1.5525 |
1.5748 |
|
| S4 |
1.5255 |
1.5357 |
1.5702 |
|
|
| 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 |
1.5826 |
1.5500 |
0.0326 |
2.1% |
0.0153 |
1.0% |
90% |
True |
False |
12,938 |
| 10 |
1.5826 |
1.5477 |
0.0349 |
2.2% |
0.0136 |
0.9% |
91% |
True |
False |
6,865 |
| 20 |
1.6165 |
1.5477 |
0.0688 |
4.4% |
0.0143 |
0.9% |
46% |
False |
False |
3,535 |
| 40 |
1.6264 |
1.5477 |
0.0787 |
5.0% |
0.0142 |
0.9% |
40% |
False |
False |
1,816 |
| 60 |
1.6264 |
1.5435 |
0.0829 |
5.2% |
0.0132 |
0.8% |
43% |
False |
False |
1,227 |
| 80 |
1.6264 |
1.5283 |
0.0981 |
6.2% |
0.0108 |
0.7% |
52% |
False |
False |
923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6540 |
|
2.618 |
1.6266 |
|
1.618 |
1.6098 |
|
1.000 |
1.5994 |
|
0.618 |
1.5930 |
|
HIGH |
1.5826 |
|
0.618 |
1.5762 |
|
0.500 |
1.5742 |
|
0.382 |
1.5722 |
|
LOW |
1.5658 |
|
0.618 |
1.5554 |
|
1.000 |
1.5490 |
|
1.618 |
1.5386 |
|
2.618 |
1.5218 |
|
4.250 |
1.4944 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5777 |
1.5774 |
| PP |
1.5759 |
1.5754 |
| S1 |
1.5742 |
1.5734 |
|