CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6049 |
1.5879 |
-0.0170 |
-1.1% |
1.6186 |
| High |
1.6084 |
1.5946 |
-0.0138 |
-0.9% |
1.6209 |
| Low |
1.5835 |
1.5852 |
0.0017 |
0.1% |
1.5946 |
| Close |
1.5876 |
1.5895 |
0.0019 |
0.1% |
1.6142 |
| Range |
0.0249 |
0.0094 |
-0.0155 |
-62.2% |
0.0263 |
| ATR |
0.0164 |
0.0159 |
-0.0005 |
-3.0% |
0.0000 |
| Volume |
142,749 |
78,116 |
-64,633 |
-45.3% |
567,590 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6180 |
1.6131 |
1.5947 |
|
| R3 |
1.6086 |
1.6037 |
1.5921 |
|
| R2 |
1.5992 |
1.5992 |
1.5912 |
|
| R1 |
1.5943 |
1.5943 |
1.5904 |
1.5968 |
| PP |
1.5898 |
1.5898 |
1.5898 |
1.5910 |
| S1 |
1.5849 |
1.5849 |
1.5886 |
1.5874 |
| S2 |
1.5804 |
1.5804 |
1.5878 |
|
| S3 |
1.5710 |
1.5755 |
1.5869 |
|
| S4 |
1.5616 |
1.5661 |
1.5843 |
|
|
| 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% |
0.0151 |
0.9% |
17% |
False |
False |
106,119 |
| 10 |
1.6295 |
1.5835 |
0.0460 |
2.9% |
0.0162 |
1.0% |
13% |
False |
False |
114,428 |
| 20 |
1.6295 |
1.5644 |
0.0651 |
4.1% |
0.0156 |
1.0% |
39% |
False |
False |
111,235 |
| 40 |
1.6295 |
1.5604 |
0.0691 |
4.3% |
0.0160 |
1.0% |
42% |
False |
False |
109,714 |
| 60 |
1.6295 |
1.5284 |
0.1011 |
6.4% |
0.0153 |
1.0% |
60% |
False |
False |
90,622 |
| 80 |
1.6295 |
1.5284 |
0.1011 |
6.4% |
0.0147 |
0.9% |
60% |
False |
False |
68,051 |
| 100 |
1.6295 |
1.4877 |
0.1418 |
8.9% |
0.0146 |
0.9% |
72% |
False |
False |
54,469 |
| 120 |
1.6295 |
1.4386 |
0.1909 |
12.0% |
0.0138 |
0.9% |
79% |
False |
False |
45,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6346 |
|
2.618 |
1.6192 |
|
1.618 |
1.6098 |
|
1.000 |
1.6040 |
|
0.618 |
1.6004 |
|
HIGH |
1.5946 |
|
0.618 |
1.5910 |
|
0.500 |
1.5899 |
|
0.382 |
1.5888 |
|
LOW |
1.5852 |
|
0.618 |
1.5794 |
|
1.000 |
1.5758 |
|
1.618 |
1.5700 |
|
2.618 |
1.5606 |
|
4.250 |
1.5453 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5899 |
1.5993 |
| PP |
1.5898 |
1.5960 |
| S1 |
1.5896 |
1.5928 |
|