CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 30-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5364 |
1.5492 |
0.0128 |
0.8% |
1.5508 |
| High |
1.5510 |
1.5527 |
0.0017 |
0.1% |
1.5567 |
| Low |
1.5342 |
1.5357 |
0.0015 |
0.1% |
1.5346 |
| Close |
1.5501 |
1.5407 |
-0.0094 |
-0.6% |
1.5404 |
| Range |
0.0168 |
0.0170 |
0.0002 |
1.2% |
0.0221 |
| ATR |
0.0142 |
0.0144 |
0.0002 |
1.4% |
0.0000 |
| Volume |
57,754 |
65,395 |
7,641 |
13.2% |
260,927 |
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5940 |
1.5844 |
1.5501 |
|
| R3 |
1.5770 |
1.5674 |
1.5454 |
|
| R2 |
1.5600 |
1.5600 |
1.5438 |
|
| R1 |
1.5504 |
1.5504 |
1.5423 |
1.5467 |
| PP |
1.5430 |
1.5430 |
1.5430 |
1.5412 |
| S1 |
1.5334 |
1.5334 |
1.5391 |
1.5297 |
| S2 |
1.5260 |
1.5260 |
1.5376 |
|
| S3 |
1.5090 |
1.5164 |
1.5360 |
|
| S4 |
1.4920 |
1.4994 |
1.5314 |
|
|
| 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 |
1.5527 |
1.5335 |
0.0192 |
1.2% |
0.0134 |
0.9% |
38% |
True |
False |
59,064 |
| 10 |
1.5639 |
1.5335 |
0.0304 |
2.0% |
0.0134 |
0.9% |
24% |
False |
False |
67,004 |
| 20 |
1.5900 |
1.5335 |
0.0565 |
3.7% |
0.0147 |
1.0% |
13% |
False |
False |
59,351 |
| 40 |
1.6264 |
1.5335 |
0.0929 |
6.0% |
0.0145 |
0.9% |
8% |
False |
False |
29,835 |
| 60 |
1.6264 |
1.5335 |
0.0929 |
6.0% |
0.0141 |
0.9% |
8% |
False |
False |
19,920 |
| 80 |
1.6264 |
1.5335 |
0.0929 |
6.0% |
0.0132 |
0.9% |
8% |
False |
False |
14,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6250 |
|
2.618 |
1.5972 |
|
1.618 |
1.5802 |
|
1.000 |
1.5697 |
|
0.618 |
1.5632 |
|
HIGH |
1.5527 |
|
0.618 |
1.5462 |
|
0.500 |
1.5442 |
|
0.382 |
1.5422 |
|
LOW |
1.5357 |
|
0.618 |
1.5252 |
|
1.000 |
1.5187 |
|
1.618 |
1.5082 |
|
2.618 |
1.4912 |
|
4.250 |
1.4635 |
|
|
| Fisher Pivots for day following 30-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5442 |
1.5431 |
| PP |
1.5430 |
1.5423 |
| S1 |
1.5419 |
1.5415 |
|