CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 09-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5737 |
1.5793 |
0.0056 |
0.4% |
1.5597 |
| High |
1.5826 |
1.5832 |
0.0006 |
0.0% |
1.5775 |
| Low |
1.5658 |
1.5700 |
0.0042 |
0.3% |
1.5477 |
| Close |
1.5794 |
1.5739 |
-0.0055 |
-0.3% |
1.5730 |
| Range |
0.0168 |
0.0132 |
-0.0036 |
-21.4% |
0.0298 |
| ATR |
0.0143 |
0.0142 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
34,893 |
55,707 |
20,814 |
59.7% |
6,794 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6153 |
1.6078 |
1.5812 |
|
| R3 |
1.6021 |
1.5946 |
1.5775 |
|
| R2 |
1.5889 |
1.5889 |
1.5763 |
|
| R1 |
1.5814 |
1.5814 |
1.5751 |
1.5786 |
| PP |
1.5757 |
1.5757 |
1.5757 |
1.5743 |
| S1 |
1.5682 |
1.5682 |
1.5727 |
1.5654 |
| S2 |
1.5625 |
1.5625 |
1.5715 |
|
| S3 |
1.5493 |
1.5550 |
1.5703 |
|
| S4 |
1.5361 |
1.5418 |
1.5666 |
|
|
| 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 |
1.5832 |
1.5573 |
0.0259 |
1.6% |
0.0148 |
0.9% |
64% |
True |
False |
23,799 |
| 10 |
1.5832 |
1.5477 |
0.0355 |
2.3% |
0.0140 |
0.9% |
74% |
True |
False |
12,417 |
| 20 |
1.6165 |
1.5477 |
0.0688 |
4.4% |
0.0141 |
0.9% |
38% |
False |
False |
6,303 |
| 40 |
1.6264 |
1.5477 |
0.0787 |
5.0% |
0.0143 |
0.9% |
33% |
False |
False |
3,208 |
| 60 |
1.6264 |
1.5477 |
0.0787 |
5.0% |
0.0132 |
0.8% |
33% |
False |
False |
2,155 |
| 80 |
1.6264 |
1.5283 |
0.0981 |
6.2% |
0.0109 |
0.7% |
46% |
False |
False |
1,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6393 |
|
2.618 |
1.6178 |
|
1.618 |
1.6046 |
|
1.000 |
1.5964 |
|
0.618 |
1.5914 |
|
HIGH |
1.5832 |
|
0.618 |
1.5782 |
|
0.500 |
1.5766 |
|
0.382 |
1.5750 |
|
LOW |
1.5700 |
|
0.618 |
1.5618 |
|
1.000 |
1.5568 |
|
1.618 |
1.5486 |
|
2.618 |
1.5354 |
|
4.250 |
1.5139 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5766 |
1.5745 |
| PP |
1.5757 |
1.5743 |
| S1 |
1.5748 |
1.5741 |
|