CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6186 |
1.6135 |
-0.0051 |
-0.3% |
1.6041 |
| High |
1.6209 |
1.6181 |
-0.0028 |
-0.2% |
1.6295 |
| Low |
1.6098 |
1.5946 |
-0.0152 |
-0.9% |
1.5958 |
| Close |
1.6126 |
1.6034 |
-0.0092 |
-0.6% |
1.6185 |
| Range |
0.0111 |
0.0235 |
0.0124 |
111.7% |
0.0337 |
| ATR |
0.0155 |
0.0161 |
0.0006 |
3.7% |
0.0000 |
| Volume |
85,754 |
116,946 |
31,192 |
36.4% |
569,896 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6759 |
1.6631 |
1.6163 |
|
| R3 |
1.6524 |
1.6396 |
1.6099 |
|
| R2 |
1.6289 |
1.6289 |
1.6077 |
|
| R1 |
1.6161 |
1.6161 |
1.6056 |
1.6108 |
| PP |
1.6054 |
1.6054 |
1.6054 |
1.6027 |
| S1 |
1.5926 |
1.5926 |
1.6012 |
1.5873 |
| S2 |
1.5819 |
1.5819 |
1.5991 |
|
| S3 |
1.5584 |
1.5691 |
1.5969 |
|
| S4 |
1.5349 |
1.5456 |
1.5905 |
|
|
| 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 |
1.5946 |
0.0349 |
2.2% |
0.0173 |
1.1% |
25% |
False |
True |
122,738 |
| 10 |
1.6295 |
1.5724 |
0.0571 |
3.6% |
0.0161 |
1.0% |
54% |
False |
False |
111,325 |
| 20 |
1.6295 |
1.5641 |
0.0654 |
4.1% |
0.0166 |
1.0% |
60% |
False |
False |
111,268 |
| 40 |
1.6295 |
1.5438 |
0.0857 |
5.3% |
0.0158 |
1.0% |
70% |
False |
False |
107,167 |
| 60 |
1.6295 |
1.5284 |
0.1011 |
6.3% |
0.0151 |
0.9% |
74% |
False |
False |
79,502 |
| 80 |
1.6295 |
1.5126 |
0.1169 |
7.3% |
0.0146 |
0.9% |
78% |
False |
False |
59,690 |
| 100 |
1.6295 |
1.4703 |
0.1592 |
9.9% |
0.0145 |
0.9% |
84% |
False |
False |
47,775 |
| 120 |
1.6295 |
1.4380 |
0.1915 |
11.9% |
0.0130 |
0.8% |
86% |
False |
False |
39,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7180 |
|
2.618 |
1.6796 |
|
1.618 |
1.6561 |
|
1.000 |
1.6416 |
|
0.618 |
1.6326 |
|
HIGH |
1.6181 |
|
0.618 |
1.6091 |
|
0.500 |
1.6064 |
|
0.382 |
1.6036 |
|
LOW |
1.5946 |
|
0.618 |
1.5801 |
|
1.000 |
1.5711 |
|
1.618 |
1.5566 |
|
2.618 |
1.5331 |
|
4.250 |
1.4947 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6064 |
1.6119 |
| PP |
1.6054 |
1.6090 |
| S1 |
1.6044 |
1.6062 |
|