CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 22-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6044 |
1.5995 |
-0.0049 |
-0.3% |
1.6120 |
| High |
1.6094 |
1.6082 |
-0.0012 |
-0.1% |
1.6151 |
| Low |
1.5934 |
1.5895 |
-0.0039 |
-0.2% |
1.5835 |
| Close |
1.5971 |
1.5944 |
-0.0027 |
-0.2% |
1.5971 |
| Range |
0.0160 |
0.0187 |
0.0027 |
16.9% |
0.0316 |
| ATR |
0.0160 |
0.0161 |
0.0002 |
1.2% |
0.0000 |
| Volume |
87,062 |
91,860 |
4,798 |
5.5% |
496,201 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6535 |
1.6426 |
1.6047 |
|
| R3 |
1.6348 |
1.6239 |
1.5995 |
|
| R2 |
1.6161 |
1.6161 |
1.5978 |
|
| R1 |
1.6052 |
1.6052 |
1.5961 |
1.6013 |
| PP |
1.5974 |
1.5974 |
1.5974 |
1.5954 |
| S1 |
1.5865 |
1.5865 |
1.5927 |
1.5826 |
| S2 |
1.5787 |
1.5787 |
1.5910 |
|
| S3 |
1.5600 |
1.5678 |
1.5893 |
|
| S4 |
1.5413 |
1.5491 |
1.5841 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6934 |
1.6768 |
1.6145 |
|
| R3 |
1.6618 |
1.6452 |
1.6058 |
|
| R2 |
1.6302 |
1.6302 |
1.6029 |
|
| R1 |
1.6136 |
1.6136 |
1.6000 |
1.6061 |
| PP |
1.5986 |
1.5986 |
1.5986 |
1.5948 |
| S1 |
1.5820 |
1.5820 |
1.5942 |
1.5745 |
| S2 |
1.5670 |
1.5670 |
1.5913 |
|
| S3 |
1.5354 |
1.5504 |
1.5884 |
|
| S4 |
1.5038 |
1.5188 |
1.5797 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6094 |
1.5835 |
0.0259 |
1.6% |
0.0172 |
1.1% |
42% |
False |
False |
100,790 |
| 10 |
1.6182 |
1.5835 |
0.0347 |
2.2% |
0.0168 |
1.1% |
31% |
False |
False |
106,989 |
| 20 |
1.6295 |
1.5683 |
0.0612 |
3.8% |
0.0163 |
1.0% |
43% |
False |
False |
111,077 |
| 40 |
1.6295 |
1.5641 |
0.0654 |
4.1% |
0.0162 |
1.0% |
46% |
False |
False |
110,305 |
| 60 |
1.6295 |
1.5284 |
0.1011 |
6.3% |
0.0156 |
1.0% |
65% |
False |
False |
95,316 |
| 80 |
1.6295 |
1.5284 |
0.1011 |
6.3% |
0.0149 |
0.9% |
65% |
False |
False |
71,586 |
| 100 |
1.6295 |
1.4944 |
0.1351 |
8.5% |
0.0147 |
0.9% |
74% |
False |
False |
57,296 |
| 120 |
1.6295 |
1.4386 |
0.1909 |
12.0% |
0.0142 |
0.9% |
82% |
False |
False |
47,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6877 |
|
2.618 |
1.6572 |
|
1.618 |
1.6385 |
|
1.000 |
1.6269 |
|
0.618 |
1.6198 |
|
HIGH |
1.6082 |
|
0.618 |
1.6011 |
|
0.500 |
1.5989 |
|
0.382 |
1.5966 |
|
LOW |
1.5895 |
|
0.618 |
1.5779 |
|
1.000 |
1.5708 |
|
1.618 |
1.5592 |
|
2.618 |
1.5405 |
|
4.250 |
1.5100 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5989 |
1.5990 |
| PP |
1.5974 |
1.5975 |
| S1 |
1.5959 |
1.5959 |
|