CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5879 |
1.5904 |
0.0025 |
0.2% |
1.6186 |
| High |
1.5946 |
1.6054 |
0.0108 |
0.7% |
1.6209 |
| Low |
1.5852 |
1.5886 |
0.0034 |
0.2% |
1.5946 |
| Close |
1.5895 |
1.6041 |
0.0146 |
0.9% |
1.6142 |
| Range |
0.0094 |
0.0168 |
0.0074 |
78.7% |
0.0263 |
| ATR |
0.0159 |
0.0159 |
0.0001 |
0.4% |
0.0000 |
| Volume |
78,116 |
104,163 |
26,047 |
33.3% |
567,590 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6498 |
1.6437 |
1.6133 |
|
| R3 |
1.6330 |
1.6269 |
1.6087 |
|
| R2 |
1.6162 |
1.6162 |
1.6072 |
|
| R1 |
1.6101 |
1.6101 |
1.6056 |
1.6132 |
| PP |
1.5994 |
1.5994 |
1.5994 |
1.6009 |
| S1 |
1.5933 |
1.5933 |
1.6026 |
1.5964 |
| S2 |
1.5826 |
1.5826 |
1.6010 |
|
| S3 |
1.5658 |
1.5765 |
1.5995 |
|
| S4 |
1.5490 |
1.5597 |
1.5949 |
|
|
| 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% |
0.0165 |
1.0% |
59% |
False |
False |
108,861 |
| 10 |
1.6291 |
1.5835 |
0.0456 |
2.8% |
0.0157 |
1.0% |
45% |
False |
False |
110,589 |
| 20 |
1.6295 |
1.5644 |
0.0651 |
4.1% |
0.0156 |
1.0% |
61% |
False |
False |
110,675 |
| 40 |
1.6295 |
1.5633 |
0.0662 |
4.1% |
0.0161 |
1.0% |
62% |
False |
False |
109,846 |
| 60 |
1.6295 |
1.5284 |
0.1011 |
6.3% |
0.0154 |
1.0% |
75% |
False |
False |
92,351 |
| 80 |
1.6295 |
1.5284 |
0.1011 |
6.3% |
0.0148 |
0.9% |
75% |
False |
False |
69,352 |
| 100 |
1.6295 |
1.4877 |
0.1418 |
8.8% |
0.0147 |
0.9% |
82% |
False |
False |
55,510 |
| 120 |
1.6295 |
1.4386 |
0.1909 |
11.9% |
0.0139 |
0.9% |
87% |
False |
False |
46,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6768 |
|
2.618 |
1.6494 |
|
1.618 |
1.6326 |
|
1.000 |
1.6222 |
|
0.618 |
1.6158 |
|
HIGH |
1.6054 |
|
0.618 |
1.5990 |
|
0.500 |
1.5970 |
|
0.382 |
1.5950 |
|
LOW |
1.5886 |
|
0.618 |
1.5782 |
|
1.000 |
1.5718 |
|
1.618 |
1.5614 |
|
2.618 |
1.5446 |
|
4.250 |
1.5172 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6017 |
1.6014 |
| PP |
1.5994 |
1.5987 |
| S1 |
1.5970 |
1.5960 |
|