CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 10-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6135 |
1.5977 |
-0.0158 |
-1.0% |
1.6041 |
| High |
1.6181 |
1.6134 |
-0.0047 |
-0.3% |
1.6295 |
| Low |
1.5946 |
1.5957 |
0.0011 |
0.1% |
1.5958 |
| Close |
1.6034 |
1.6113 |
0.0079 |
0.5% |
1.6185 |
| Range |
0.0235 |
0.0177 |
-0.0058 |
-24.7% |
0.0337 |
| ATR |
0.0161 |
0.0162 |
0.0001 |
0.7% |
0.0000 |
| Volume |
116,946 |
139,271 |
22,325 |
19.1% |
569,896 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6599 |
1.6533 |
1.6210 |
|
| R3 |
1.6422 |
1.6356 |
1.6162 |
|
| R2 |
1.6245 |
1.6245 |
1.6145 |
|
| R1 |
1.6179 |
1.6179 |
1.6129 |
1.6212 |
| PP |
1.6068 |
1.6068 |
1.6068 |
1.6085 |
| S1 |
1.6002 |
1.6002 |
1.6097 |
1.6035 |
| S2 |
1.5891 |
1.5891 |
1.6081 |
|
| S3 |
1.5714 |
1.5825 |
1.6064 |
|
| S4 |
1.5537 |
1.5648 |
1.6016 |
|
|
| 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% |
48% |
False |
False |
122,737 |
| 10 |
1.6295 |
1.5750 |
0.0545 |
3.4% |
0.0165 |
1.0% |
67% |
False |
False |
113,364 |
| 20 |
1.6295 |
1.5641 |
0.0654 |
4.1% |
0.0168 |
1.0% |
72% |
False |
False |
112,456 |
| 40 |
1.6295 |
1.5494 |
0.0801 |
5.0% |
0.0157 |
1.0% |
77% |
False |
False |
107,882 |
| 60 |
1.6295 |
1.5284 |
0.1011 |
6.3% |
0.0151 |
0.9% |
82% |
False |
False |
81,813 |
| 80 |
1.6295 |
1.5158 |
0.1137 |
7.1% |
0.0146 |
0.9% |
84% |
False |
False |
61,430 |
| 100 |
1.6295 |
1.4833 |
0.1462 |
9.1% |
0.0145 |
0.9% |
88% |
False |
False |
49,167 |
| 120 |
1.6295 |
1.4380 |
0.1915 |
11.9% |
0.0132 |
0.8% |
90% |
False |
False |
40,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6886 |
|
2.618 |
1.6597 |
|
1.618 |
1.6420 |
|
1.000 |
1.6311 |
|
0.618 |
1.6243 |
|
HIGH |
1.6134 |
|
0.618 |
1.6066 |
|
0.500 |
1.6046 |
|
0.382 |
1.6025 |
|
LOW |
1.5957 |
|
0.618 |
1.5848 |
|
1.000 |
1.5780 |
|
1.618 |
1.5671 |
|
2.618 |
1.5494 |
|
4.250 |
1.5205 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6091 |
1.6101 |
| PP |
1.6068 |
1.6089 |
| S1 |
1.6046 |
1.6078 |
|