CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5846 |
1.5757 |
-0.0089 |
-0.6% |
1.5762 |
| High |
1.5900 |
1.5764 |
-0.0136 |
-0.9% |
1.5853 |
| Low |
1.5727 |
1.5520 |
-0.0207 |
-1.3% |
1.5642 |
| Close |
1.5767 |
1.5529 |
-0.0238 |
-1.5% |
1.5790 |
| Range |
0.0173 |
0.0244 |
0.0071 |
41.0% |
0.0211 |
| ATR |
0.0145 |
0.0152 |
0.0007 |
5.0% |
0.0000 |
| Volume |
103,665 |
117,148 |
13,483 |
13.0% |
192,079 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6336 |
1.6177 |
1.5663 |
|
| R3 |
1.6092 |
1.5933 |
1.5596 |
|
| R2 |
1.5848 |
1.5848 |
1.5574 |
|
| R1 |
1.5689 |
1.5689 |
1.5551 |
1.5647 |
| PP |
1.5604 |
1.5604 |
1.5604 |
1.5583 |
| S1 |
1.5445 |
1.5445 |
1.5507 |
1.5403 |
| S2 |
1.5360 |
1.5360 |
1.5484 |
|
| S3 |
1.5116 |
1.5201 |
1.5462 |
|
| S4 |
1.4872 |
1.4957 |
1.5395 |
|
|
| 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 |
1.5520 |
0.0380 |
2.4% |
0.0169 |
1.1% |
2% |
False |
True |
90,457 |
| 10 |
1.5900 |
1.5500 |
0.0400 |
2.6% |
0.0161 |
1.0% |
7% |
False |
False |
51,698 |
| 20 |
1.6081 |
1.5477 |
0.0604 |
3.9% |
0.0147 |
0.9% |
9% |
False |
False |
26,100 |
| 40 |
1.6264 |
1.5477 |
0.0787 |
5.1% |
0.0145 |
0.9% |
7% |
False |
False |
13,118 |
| 60 |
1.6264 |
1.5477 |
0.0787 |
5.1% |
0.0137 |
0.9% |
7% |
False |
False |
8,760 |
| 80 |
1.6264 |
1.5283 |
0.0981 |
6.3% |
0.0118 |
0.8% |
25% |
False |
False |
6,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6801 |
|
2.618 |
1.6403 |
|
1.618 |
1.6159 |
|
1.000 |
1.6008 |
|
0.618 |
1.5915 |
|
HIGH |
1.5764 |
|
0.618 |
1.5671 |
|
0.500 |
1.5642 |
|
0.382 |
1.5613 |
|
LOW |
1.5520 |
|
0.618 |
1.5369 |
|
1.000 |
1.5276 |
|
1.618 |
1.5125 |
|
2.618 |
1.4881 |
|
4.250 |
1.4483 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5642 |
1.5710 |
| PP |
1.5604 |
1.5650 |
| S1 |
1.5567 |
1.5589 |
|