CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6109 |
1.6116 |
0.0007 |
0.0% |
1.6186 |
| High |
1.6176 |
1.6182 |
0.0006 |
0.0% |
1.6209 |
| Low |
1.6077 |
1.5983 |
-0.0094 |
-0.6% |
1.5946 |
| Close |
1.6104 |
1.6142 |
0.0038 |
0.2% |
1.6142 |
| Range |
0.0099 |
0.0199 |
0.0100 |
101.0% |
0.0263 |
| ATR |
0.0158 |
0.0161 |
0.0003 |
1.9% |
0.0000 |
| Volume |
90,449 |
135,170 |
44,721 |
49.4% |
567,590 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6699 |
1.6620 |
1.6251 |
|
| R3 |
1.6500 |
1.6421 |
1.6197 |
|
| R2 |
1.6301 |
1.6301 |
1.6178 |
|
| R1 |
1.6222 |
1.6222 |
1.6160 |
1.6262 |
| PP |
1.6102 |
1.6102 |
1.6102 |
1.6122 |
| S1 |
1.6023 |
1.6023 |
1.6124 |
1.6063 |
| S2 |
1.5903 |
1.5903 |
1.6106 |
|
| S3 |
1.5704 |
1.5824 |
1.6087 |
|
| S4 |
1.5505 |
1.5625 |
1.6033 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6888 |
1.6778 |
1.6287 |
|
| R3 |
1.6625 |
1.6515 |
1.6214 |
|
| R2 |
1.6362 |
1.6362 |
1.6190 |
|
| R1 |
1.6252 |
1.6252 |
1.6166 |
1.6176 |
| PP |
1.6099 |
1.6099 |
1.6099 |
1.6061 |
| S1 |
1.5989 |
1.5989 |
1.6118 |
1.5913 |
| S2 |
1.5836 |
1.5836 |
1.6094 |
|
| S3 |
1.5573 |
1.5726 |
1.6070 |
|
| S4 |
1.5310 |
1.5463 |
1.5997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6209 |
1.5946 |
0.0263 |
1.6% |
0.0164 |
1.0% |
75% |
False |
False |
113,518 |
| 10 |
1.6295 |
1.5946 |
0.0349 |
2.2% |
0.0156 |
1.0% |
56% |
False |
False |
113,748 |
| 20 |
1.6295 |
1.5641 |
0.0654 |
4.1% |
0.0167 |
1.0% |
77% |
False |
False |
112,483 |
| 40 |
1.6295 |
1.5494 |
0.0801 |
5.0% |
0.0158 |
1.0% |
81% |
False |
False |
109,133 |
| 60 |
1.6295 |
1.5284 |
0.1011 |
6.3% |
0.0151 |
0.9% |
85% |
False |
False |
85,555 |
| 80 |
1.6295 |
1.5284 |
0.1011 |
6.3% |
0.0145 |
0.9% |
85% |
False |
False |
64,246 |
| 100 |
1.6295 |
1.4861 |
0.1434 |
8.9% |
0.0146 |
0.9% |
89% |
False |
False |
51,422 |
| 120 |
1.6295 |
1.4386 |
0.1909 |
11.8% |
0.0134 |
0.8% |
92% |
False |
False |
42,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7028 |
|
2.618 |
1.6703 |
|
1.618 |
1.6504 |
|
1.000 |
1.6381 |
|
0.618 |
1.6305 |
|
HIGH |
1.6182 |
|
0.618 |
1.6106 |
|
0.500 |
1.6083 |
|
0.382 |
1.6059 |
|
LOW |
1.5983 |
|
0.618 |
1.5860 |
|
1.000 |
1.5784 |
|
1.618 |
1.5661 |
|
2.618 |
1.5462 |
|
4.250 |
1.5137 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6122 |
1.6118 |
| PP |
1.6102 |
1.6094 |
| S1 |
1.6083 |
1.6070 |
|