CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 29-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5411 |
1.5364 |
-0.0047 |
-0.3% |
1.5508 |
| High |
1.5505 |
1.5510 |
0.0005 |
0.0% |
1.5567 |
| Low |
1.5335 |
1.5342 |
0.0007 |
0.0% |
1.5346 |
| Close |
1.5361 |
1.5501 |
0.0140 |
0.9% |
1.5404 |
| Range |
0.0170 |
0.0168 |
-0.0002 |
-1.2% |
0.0221 |
| ATR |
0.0140 |
0.0142 |
0.0002 |
1.4% |
0.0000 |
| Volume |
56,797 |
57,754 |
957 |
1.7% |
260,927 |
|
| Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5955 |
1.5896 |
1.5593 |
|
| R3 |
1.5787 |
1.5728 |
1.5547 |
|
| R2 |
1.5619 |
1.5619 |
1.5532 |
|
| R1 |
1.5560 |
1.5560 |
1.5516 |
1.5590 |
| PP |
1.5451 |
1.5451 |
1.5451 |
1.5466 |
| S1 |
1.5392 |
1.5392 |
1.5486 |
1.5422 |
| S2 |
1.5283 |
1.5283 |
1.5470 |
|
| S3 |
1.5115 |
1.5224 |
1.5455 |
|
| S4 |
1.4947 |
1.5056 |
1.5409 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6102 |
1.5974 |
1.5526 |
|
| R3 |
1.5881 |
1.5753 |
1.5465 |
|
| R2 |
1.5660 |
1.5660 |
1.5445 |
|
| R1 |
1.5532 |
1.5532 |
1.5424 |
1.5486 |
| PP |
1.5439 |
1.5439 |
1.5439 |
1.5416 |
| S1 |
1.5311 |
1.5311 |
1.5384 |
1.5265 |
| S2 |
1.5218 |
1.5218 |
1.5363 |
|
| S3 |
1.4997 |
1.5090 |
1.5343 |
|
| S4 |
1.4776 |
1.4869 |
1.5282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5510 |
1.5335 |
0.0175 |
1.1% |
0.0128 |
0.8% |
95% |
True |
False |
59,922 |
| 10 |
1.5764 |
1.5335 |
0.0429 |
2.8% |
0.0141 |
0.9% |
39% |
False |
False |
72,180 |
| 20 |
1.5900 |
1.5335 |
0.0565 |
3.6% |
0.0143 |
0.9% |
29% |
False |
False |
56,188 |
| 40 |
1.6264 |
1.5335 |
0.0929 |
6.0% |
0.0143 |
0.9% |
18% |
False |
False |
28,202 |
| 60 |
1.6264 |
1.5335 |
0.0929 |
6.0% |
0.0140 |
0.9% |
18% |
False |
False |
18,831 |
| 80 |
1.6264 |
1.5283 |
0.0981 |
6.3% |
0.0130 |
0.8% |
22% |
False |
False |
14,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6224 |
|
2.618 |
1.5950 |
|
1.618 |
1.5782 |
|
1.000 |
1.5678 |
|
0.618 |
1.5614 |
|
HIGH |
1.5510 |
|
0.618 |
1.5446 |
|
0.500 |
1.5426 |
|
0.382 |
1.5406 |
|
LOW |
1.5342 |
|
0.618 |
1.5238 |
|
1.000 |
1.5174 |
|
1.618 |
1.5070 |
|
2.618 |
1.4902 |
|
4.250 |
1.4628 |
|
|
| Fisher Pivots for day following 29-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5476 |
1.5475 |
| PP |
1.5451 |
1.5449 |
| S1 |
1.5426 |
1.5423 |
|