CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6120 |
1.6049 |
-0.0071 |
-0.4% |
1.6186 |
| High |
1.6151 |
1.6084 |
-0.0067 |
-0.4% |
1.6209 |
| Low |
1.6038 |
1.5835 |
-0.0203 |
-1.3% |
1.5946 |
| Close |
1.6061 |
1.5876 |
-0.0185 |
-1.2% |
1.6142 |
| Range |
0.0113 |
0.0249 |
0.0136 |
120.4% |
0.0263 |
| ATR |
0.0157 |
0.0164 |
0.0007 |
4.2% |
0.0000 |
| Volume |
84,111 |
142,749 |
58,638 |
69.7% |
567,590 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6679 |
1.6526 |
1.6013 |
|
| R3 |
1.6430 |
1.6277 |
1.5944 |
|
| R2 |
1.6181 |
1.6181 |
1.5922 |
|
| R1 |
1.6028 |
1.6028 |
1.5899 |
1.5980 |
| PP |
1.5932 |
1.5932 |
1.5932 |
1.5908 |
| S1 |
1.5779 |
1.5779 |
1.5853 |
1.5731 |
| S2 |
1.5683 |
1.5683 |
1.5830 |
|
| S3 |
1.5434 |
1.5530 |
1.5808 |
|
| S4 |
1.5185 |
1.5281 |
1.5739 |
|
|
| 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 |
1.5835 |
0.0347 |
2.2% |
0.0167 |
1.1% |
12% |
False |
True |
118,350 |
| 10 |
1.6295 |
1.5835 |
0.0460 |
2.9% |
0.0170 |
1.1% |
9% |
False |
True |
120,544 |
| 20 |
1.6295 |
1.5641 |
0.0654 |
4.1% |
0.0163 |
1.0% |
36% |
False |
False |
112,744 |
| 40 |
1.6295 |
1.5591 |
0.0704 |
4.4% |
0.0160 |
1.0% |
40% |
False |
False |
110,624 |
| 60 |
1.6295 |
1.5284 |
0.1011 |
6.4% |
0.0153 |
1.0% |
59% |
False |
False |
89,328 |
| 80 |
1.6295 |
1.5284 |
0.1011 |
6.4% |
0.0147 |
0.9% |
59% |
False |
False |
67,077 |
| 100 |
1.6295 |
1.4877 |
0.1418 |
8.9% |
0.0146 |
0.9% |
70% |
False |
False |
53,688 |
| 120 |
1.6295 |
1.4386 |
0.1909 |
12.0% |
0.0137 |
0.9% |
78% |
False |
False |
44,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7142 |
|
2.618 |
1.6736 |
|
1.618 |
1.6487 |
|
1.000 |
1.6333 |
|
0.618 |
1.6238 |
|
HIGH |
1.6084 |
|
0.618 |
1.5989 |
|
0.500 |
1.5960 |
|
0.382 |
1.5930 |
|
LOW |
1.5835 |
|
0.618 |
1.5681 |
|
1.000 |
1.5586 |
|
1.618 |
1.5432 |
|
2.618 |
1.5183 |
|
4.250 |
1.4777 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5960 |
1.6009 |
| PP |
1.5932 |
1.5964 |
| S1 |
1.5904 |
1.5920 |
|