CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 22-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5496 |
1.5460 |
-0.0036 |
-0.2% |
1.5790 |
| High |
1.5560 |
1.5486 |
-0.0074 |
-0.5% |
1.5900 |
| Low |
1.5426 |
1.5346 |
-0.0080 |
-0.5% |
1.5444 |
| Close |
1.5454 |
1.5359 |
-0.0095 |
-0.6% |
1.5502 |
| Range |
0.0134 |
0.0140 |
0.0006 |
4.5% |
0.0456 |
| ATR |
0.0147 |
0.0147 |
-0.0001 |
-0.3% |
0.0000 |
| Volume |
66,536 |
69,685 |
3,149 |
4.7% |
492,395 |
|
| Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5817 |
1.5728 |
1.5436 |
|
| R3 |
1.5677 |
1.5588 |
1.5398 |
|
| R2 |
1.5537 |
1.5537 |
1.5385 |
|
| R1 |
1.5448 |
1.5448 |
1.5372 |
1.5423 |
| PP |
1.5397 |
1.5397 |
1.5397 |
1.5384 |
| S1 |
1.5308 |
1.5308 |
1.5346 |
1.5283 |
| S2 |
1.5257 |
1.5257 |
1.5333 |
|
| S3 |
1.5117 |
1.5168 |
1.5321 |
|
| S4 |
1.4977 |
1.5028 |
1.5282 |
|
|
| 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 |
1.5639 |
1.5346 |
0.0293 |
1.9% |
0.0134 |
0.9% |
4% |
False |
True |
74,944 |
| 10 |
1.5900 |
1.5346 |
0.0554 |
3.6% |
0.0151 |
1.0% |
2% |
False |
True |
82,701 |
| 20 |
1.5900 |
1.5346 |
0.0554 |
3.6% |
0.0144 |
0.9% |
2% |
False |
True |
44,783 |
| 40 |
1.6264 |
1.5346 |
0.0918 |
6.0% |
0.0145 |
0.9% |
1% |
False |
True |
22,467 |
| 60 |
1.6264 |
1.5346 |
0.0918 |
6.0% |
0.0139 |
0.9% |
1% |
False |
True |
15,001 |
| 80 |
1.6264 |
1.5283 |
0.0981 |
6.4% |
0.0126 |
0.8% |
8% |
False |
False |
11,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6081 |
|
2.618 |
1.5853 |
|
1.618 |
1.5713 |
|
1.000 |
1.5626 |
|
0.618 |
1.5573 |
|
HIGH |
1.5486 |
|
0.618 |
1.5433 |
|
0.500 |
1.5416 |
|
0.382 |
1.5399 |
|
LOW |
1.5346 |
|
0.618 |
1.5259 |
|
1.000 |
1.5206 |
|
1.618 |
1.5119 |
|
2.618 |
1.4979 |
|
4.250 |
1.4751 |
|
|
| Fisher Pivots for day following 22-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5416 |
1.5457 |
| PP |
1.5397 |
1.5424 |
| S1 |
1.5378 |
1.5392 |
|