CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 14-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5790 |
1.5846 |
0.0056 |
0.4% |
1.5762 |
| High |
1.5887 |
1.5900 |
0.0013 |
0.1% |
1.5853 |
| Low |
1.5708 |
1.5727 |
0.0019 |
0.1% |
1.5642 |
| Close |
1.5858 |
1.5767 |
-0.0091 |
-0.6% |
1.5790 |
| Range |
0.0179 |
0.0173 |
-0.0006 |
-3.4% |
0.0211 |
| ATR |
0.0143 |
0.0145 |
0.0002 |
1.5% |
0.0000 |
| Volume |
100,744 |
103,665 |
2,921 |
2.9% |
192,079 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6317 |
1.6215 |
1.5862 |
|
| R3 |
1.6144 |
1.6042 |
1.5815 |
|
| R2 |
1.5971 |
1.5971 |
1.5799 |
|
| R1 |
1.5869 |
1.5869 |
1.5783 |
1.5834 |
| PP |
1.5798 |
1.5798 |
1.5798 |
1.5780 |
| S1 |
1.5696 |
1.5696 |
1.5751 |
1.5661 |
| S2 |
1.5625 |
1.5625 |
1.5735 |
|
| S3 |
1.5452 |
1.5523 |
1.5719 |
|
| S4 |
1.5279 |
1.5350 |
1.5672 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6395 |
1.6303 |
1.5906 |
|
| R3 |
1.6184 |
1.6092 |
1.5848 |
|
| R2 |
1.5973 |
1.5973 |
1.5829 |
|
| R1 |
1.5881 |
1.5881 |
1.5809 |
1.5927 |
| PP |
1.5762 |
1.5762 |
1.5762 |
1.5785 |
| S1 |
1.5670 |
1.5670 |
1.5771 |
1.5716 |
| S2 |
1.5551 |
1.5551 |
1.5751 |
|
| S3 |
1.5340 |
1.5459 |
1.5732 |
|
| S4 |
1.5129 |
1.5248 |
1.5674 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5900 |
1.5658 |
0.0242 |
1.5% |
0.0154 |
1.0% |
45% |
True |
False |
74,006 |
| 10 |
1.5900 |
1.5500 |
0.0400 |
2.5% |
0.0146 |
0.9% |
67% |
True |
False |
40,196 |
| 20 |
1.6081 |
1.5477 |
0.0604 |
3.8% |
0.0146 |
0.9% |
48% |
False |
False |
20,253 |
| 40 |
1.6264 |
1.5477 |
0.0787 |
5.0% |
0.0145 |
0.9% |
37% |
False |
False |
10,190 |
| 60 |
1.6264 |
1.5477 |
0.0787 |
5.0% |
0.0135 |
0.9% |
37% |
False |
False |
6,808 |
| 80 |
1.6264 |
1.5283 |
0.0981 |
6.2% |
0.0115 |
0.7% |
49% |
False |
False |
5,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6635 |
|
2.618 |
1.6353 |
|
1.618 |
1.6180 |
|
1.000 |
1.6073 |
|
0.618 |
1.6007 |
|
HIGH |
1.5900 |
|
0.618 |
1.5834 |
|
0.500 |
1.5814 |
|
0.382 |
1.5793 |
|
LOW |
1.5727 |
|
0.618 |
1.5620 |
|
1.000 |
1.5554 |
|
1.618 |
1.5447 |
|
2.618 |
1.5274 |
|
4.250 |
1.4992 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5814 |
1.5804 |
| PP |
1.5798 |
1.5792 |
| S1 |
1.5783 |
1.5779 |
|