CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 16-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5757 |
1.5540 |
-0.0217 |
-1.4% |
1.5762 |
| High |
1.5764 |
1.5628 |
-0.0136 |
-0.9% |
1.5853 |
| Low |
1.5520 |
1.5529 |
0.0009 |
0.1% |
1.5642 |
| Close |
1.5529 |
1.5596 |
0.0067 |
0.4% |
1.5790 |
| Range |
0.0244 |
0.0099 |
-0.0145 |
-59.4% |
0.0211 |
| ATR |
0.0152 |
0.0149 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
117,148 |
78,765 |
-38,383 |
-32.8% |
192,079 |
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5881 |
1.5838 |
1.5650 |
|
| R3 |
1.5782 |
1.5739 |
1.5623 |
|
| R2 |
1.5683 |
1.5683 |
1.5614 |
|
| R1 |
1.5640 |
1.5640 |
1.5605 |
1.5662 |
| PP |
1.5584 |
1.5584 |
1.5584 |
1.5595 |
| S1 |
1.5541 |
1.5541 |
1.5587 |
1.5563 |
| S2 |
1.5485 |
1.5485 |
1.5578 |
|
| S3 |
1.5386 |
1.5442 |
1.5569 |
|
| S4 |
1.5287 |
1.5343 |
1.5542 |
|
|
| 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% |
0.0162 |
1.0% |
20% |
False |
False |
95,069 |
| 10 |
1.5900 |
1.5520 |
0.0380 |
2.4% |
0.0155 |
1.0% |
20% |
False |
False |
59,434 |
| 20 |
1.6081 |
1.5477 |
0.0604 |
3.9% |
0.0149 |
1.0% |
20% |
False |
False |
30,021 |
| 40 |
1.6264 |
1.5477 |
0.0787 |
5.0% |
0.0143 |
0.9% |
15% |
False |
False |
15,086 |
| 60 |
1.6264 |
1.5477 |
0.0787 |
5.0% |
0.0137 |
0.9% |
15% |
False |
False |
10,072 |
| 80 |
1.6264 |
1.5283 |
0.0981 |
6.3% |
0.0119 |
0.8% |
32% |
False |
False |
7,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6049 |
|
2.618 |
1.5887 |
|
1.618 |
1.5788 |
|
1.000 |
1.5727 |
|
0.618 |
1.5689 |
|
HIGH |
1.5628 |
|
0.618 |
1.5590 |
|
0.500 |
1.5579 |
|
0.382 |
1.5567 |
|
LOW |
1.5529 |
|
0.618 |
1.5468 |
|
1.000 |
1.5430 |
|
1.618 |
1.5369 |
|
2.618 |
1.5270 |
|
4.250 |
1.5108 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5590 |
1.5710 |
| PP |
1.5584 |
1.5672 |
| S1 |
1.5579 |
1.5634 |
|