CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 21-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5508 |
1.5496 |
-0.0012 |
-0.1% |
1.5790 |
| High |
1.5567 |
1.5560 |
-0.0007 |
0.0% |
1.5900 |
| Low |
1.5467 |
1.5426 |
-0.0041 |
-0.3% |
1.5444 |
| Close |
1.5495 |
1.5454 |
-0.0041 |
-0.3% |
1.5502 |
| Range |
0.0100 |
0.0134 |
0.0034 |
34.0% |
0.0456 |
| ATR |
0.0148 |
0.0147 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
67,665 |
66,536 |
-1,129 |
-1.7% |
492,395 |
|
| Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5882 |
1.5802 |
1.5528 |
|
| R3 |
1.5748 |
1.5668 |
1.5491 |
|
| R2 |
1.5614 |
1.5614 |
1.5479 |
|
| R1 |
1.5534 |
1.5534 |
1.5466 |
1.5507 |
| PP |
1.5480 |
1.5480 |
1.5480 |
1.5467 |
| S1 |
1.5400 |
1.5400 |
1.5442 |
1.5373 |
| S2 |
1.5346 |
1.5346 |
1.5429 |
|
| S3 |
1.5212 |
1.5266 |
1.5417 |
|
| S4 |
1.5078 |
1.5132 |
1.5380 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6983 |
1.6699 |
1.5753 |
|
| R3 |
1.6527 |
1.6243 |
1.5627 |
|
| R2 |
1.6071 |
1.6071 |
1.5586 |
|
| R1 |
1.5787 |
1.5787 |
1.5544 |
1.5701 |
| PP |
1.5615 |
1.5615 |
1.5615 |
1.5573 |
| S1 |
1.5331 |
1.5331 |
1.5460 |
1.5245 |
| S2 |
1.5159 |
1.5159 |
1.5418 |
|
| S3 |
1.4703 |
1.4875 |
1.5377 |
|
| S4 |
1.4247 |
1.4419 |
1.5251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5764 |
1.5426 |
0.0338 |
2.2% |
0.0154 |
1.0% |
8% |
False |
True |
84,437 |
| 10 |
1.5900 |
1.5426 |
0.0474 |
3.1% |
0.0154 |
1.0% |
6% |
False |
True |
79,222 |
| 20 |
1.5932 |
1.5426 |
0.0506 |
3.3% |
0.0146 |
0.9% |
6% |
False |
True |
41,308 |
| 40 |
1.6264 |
1.5426 |
0.0838 |
5.4% |
0.0146 |
0.9% |
3% |
False |
True |
20,734 |
| 60 |
1.6264 |
1.5426 |
0.0838 |
5.4% |
0.0139 |
0.9% |
3% |
False |
True |
13,841 |
| 80 |
1.6264 |
1.5283 |
0.0981 |
6.3% |
0.0124 |
0.8% |
17% |
False |
False |
10,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6130 |
|
2.618 |
1.5911 |
|
1.618 |
1.5777 |
|
1.000 |
1.5694 |
|
0.618 |
1.5643 |
|
HIGH |
1.5560 |
|
0.618 |
1.5509 |
|
0.500 |
1.5493 |
|
0.382 |
1.5477 |
|
LOW |
1.5426 |
|
0.618 |
1.5343 |
|
1.000 |
1.5292 |
|
1.618 |
1.5209 |
|
2.618 |
1.5075 |
|
4.250 |
1.4857 |
|
|
| Fisher Pivots for day following 21-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5493 |
1.5533 |
| PP |
1.5480 |
1.5506 |
| S1 |
1.5467 |
1.5480 |
|