CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6116 |
1.6120 |
0.0004 |
0.0% |
1.6186 |
| High |
1.6182 |
1.6151 |
-0.0031 |
-0.2% |
1.6209 |
| Low |
1.5983 |
1.6038 |
0.0055 |
0.3% |
1.5946 |
| Close |
1.6142 |
1.6061 |
-0.0081 |
-0.5% |
1.6142 |
| Range |
0.0199 |
0.0113 |
-0.0086 |
-43.2% |
0.0263 |
| ATR |
0.0161 |
0.0157 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
135,170 |
84,111 |
-51,059 |
-37.8% |
567,590 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6422 |
1.6355 |
1.6123 |
|
| R3 |
1.6309 |
1.6242 |
1.6092 |
|
| R2 |
1.6196 |
1.6196 |
1.6082 |
|
| R1 |
1.6129 |
1.6129 |
1.6071 |
1.6106 |
| PP |
1.6083 |
1.6083 |
1.6083 |
1.6072 |
| S1 |
1.6016 |
1.6016 |
1.6051 |
1.5993 |
| S2 |
1.5970 |
1.5970 |
1.6040 |
|
| S3 |
1.5857 |
1.5903 |
1.6030 |
|
| S4 |
1.5744 |
1.5790 |
1.5999 |
|
|
| 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 |
1.6182 |
1.5946 |
0.0236 |
1.5% |
0.0165 |
1.0% |
49% |
False |
False |
113,189 |
| 10 |
1.6295 |
1.5946 |
0.0349 |
2.2% |
0.0157 |
1.0% |
33% |
False |
False |
114,789 |
| 20 |
1.6295 |
1.5641 |
0.0654 |
4.1% |
0.0164 |
1.0% |
64% |
False |
False |
112,506 |
| 40 |
1.6295 |
1.5494 |
0.0801 |
5.0% |
0.0158 |
1.0% |
71% |
False |
False |
109,351 |
| 60 |
1.6295 |
1.5284 |
0.1011 |
6.3% |
0.0151 |
0.9% |
77% |
False |
False |
86,953 |
| 80 |
1.6295 |
1.5284 |
0.1011 |
6.3% |
0.0146 |
0.9% |
77% |
False |
False |
65,294 |
| 100 |
1.6295 |
1.4877 |
0.1418 |
8.8% |
0.0145 |
0.9% |
83% |
False |
False |
52,261 |
| 120 |
1.6295 |
1.4386 |
0.1909 |
11.9% |
0.0135 |
0.8% |
88% |
False |
False |
43,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6631 |
|
2.618 |
1.6447 |
|
1.618 |
1.6334 |
|
1.000 |
1.6264 |
|
0.618 |
1.6221 |
|
HIGH |
1.6151 |
|
0.618 |
1.6108 |
|
0.500 |
1.6095 |
|
0.382 |
1.6081 |
|
LOW |
1.6038 |
|
0.618 |
1.5968 |
|
1.000 |
1.5925 |
|
1.618 |
1.5855 |
|
2.618 |
1.5742 |
|
4.250 |
1.5558 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6095 |
1.6083 |
| PP |
1.6083 |
1.6075 |
| S1 |
1.6072 |
1.6068 |
|