CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6267 |
1.6186 |
-0.0081 |
-0.5% |
1.6041 |
| High |
1.6291 |
1.6209 |
-0.0082 |
-0.5% |
1.6295 |
| Low |
1.6162 |
1.6098 |
-0.0064 |
-0.4% |
1.5958 |
| Close |
1.6185 |
1.6126 |
-0.0059 |
-0.4% |
1.6185 |
| Range |
0.0129 |
0.0111 |
-0.0018 |
-14.0% |
0.0337 |
| ATR |
0.0159 |
0.0155 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
129,170 |
85,754 |
-43,416 |
-33.6% |
569,896 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6477 |
1.6413 |
1.6187 |
|
| R3 |
1.6366 |
1.6302 |
1.6157 |
|
| R2 |
1.6255 |
1.6255 |
1.6146 |
|
| R1 |
1.6191 |
1.6191 |
1.6136 |
1.6168 |
| PP |
1.6144 |
1.6144 |
1.6144 |
1.6133 |
| S1 |
1.6080 |
1.6080 |
1.6116 |
1.6057 |
| S2 |
1.6033 |
1.6033 |
1.6106 |
|
| S3 |
1.5922 |
1.5969 |
1.6095 |
|
| S4 |
1.5811 |
1.5858 |
1.6065 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7157 |
1.7008 |
1.6370 |
|
| R3 |
1.6820 |
1.6671 |
1.6278 |
|
| R2 |
1.6483 |
1.6483 |
1.6247 |
|
| R1 |
1.6334 |
1.6334 |
1.6216 |
1.6409 |
| PP |
1.6146 |
1.6146 |
1.6146 |
1.6183 |
| S1 |
1.5997 |
1.5997 |
1.6154 |
1.6072 |
| S2 |
1.5809 |
1.5809 |
1.6123 |
|
| S3 |
1.5472 |
1.5660 |
1.6092 |
|
| S4 |
1.5135 |
1.5323 |
1.6000 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6295 |
1.5958 |
0.0337 |
2.1% |
0.0149 |
0.9% |
50% |
False |
False |
116,390 |
| 10 |
1.6295 |
1.5683 |
0.0612 |
3.8% |
0.0158 |
1.0% |
72% |
False |
False |
115,165 |
| 20 |
1.6295 |
1.5641 |
0.0654 |
4.1% |
0.0162 |
1.0% |
74% |
False |
False |
111,980 |
| 40 |
1.6295 |
1.5336 |
0.0959 |
5.9% |
0.0158 |
1.0% |
82% |
False |
False |
107,633 |
| 60 |
1.6295 |
1.5284 |
0.1011 |
6.3% |
0.0149 |
0.9% |
83% |
False |
False |
77,560 |
| 80 |
1.6295 |
1.5126 |
0.1169 |
7.2% |
0.0144 |
0.9% |
86% |
False |
False |
58,231 |
| 100 |
1.6295 |
1.4703 |
0.1592 |
9.9% |
0.0144 |
0.9% |
89% |
False |
False |
46,606 |
| 120 |
1.6295 |
1.4313 |
0.1982 |
12.3% |
0.0130 |
0.8% |
91% |
False |
False |
38,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6681 |
|
2.618 |
1.6500 |
|
1.618 |
1.6389 |
|
1.000 |
1.6320 |
|
0.618 |
1.6278 |
|
HIGH |
1.6209 |
|
0.618 |
1.6167 |
|
0.500 |
1.6154 |
|
0.382 |
1.6140 |
|
LOW |
1.6098 |
|
0.618 |
1.6029 |
|
1.000 |
1.5987 |
|
1.618 |
1.5918 |
|
2.618 |
1.5807 |
|
4.250 |
1.5626 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6154 |
1.6188 |
| PP |
1.6144 |
1.6167 |
| S1 |
1.6135 |
1.6147 |
|