CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 24-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5956 |
1.5782 |
-0.0174 |
-1.1% |
1.6120 |
| High |
1.5960 |
1.5836 |
-0.0124 |
-0.8% |
1.6151 |
| Low |
1.5755 |
1.5738 |
-0.0017 |
-0.1% |
1.5835 |
| Close |
1.5778 |
1.5759 |
-0.0019 |
-0.1% |
1.5971 |
| Range |
0.0205 |
0.0098 |
-0.0107 |
-52.2% |
0.0316 |
| ATR |
0.0165 |
0.0160 |
-0.0005 |
-2.9% |
0.0000 |
| Volume |
125,909 |
97,690 |
-28,219 |
-22.4% |
496,201 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6072 |
1.6013 |
1.5813 |
|
| R3 |
1.5974 |
1.5915 |
1.5786 |
|
| R2 |
1.5876 |
1.5876 |
1.5777 |
|
| R1 |
1.5817 |
1.5817 |
1.5768 |
1.5798 |
| PP |
1.5778 |
1.5778 |
1.5778 |
1.5768 |
| S1 |
1.5719 |
1.5719 |
1.5750 |
1.5700 |
| S2 |
1.5680 |
1.5680 |
1.5741 |
|
| S3 |
1.5582 |
1.5621 |
1.5732 |
|
| S4 |
1.5484 |
1.5523 |
1.5705 |
|
|
| 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 |
1.5738 |
0.0356 |
2.3% |
0.0164 |
1.0% |
6% |
False |
True |
101,336 |
| 10 |
1.6182 |
1.5738 |
0.0444 |
2.8% |
0.0157 |
1.0% |
5% |
False |
True |
103,727 |
| 20 |
1.6295 |
1.5738 |
0.0557 |
3.5% |
0.0161 |
1.0% |
4% |
False |
True |
108,546 |
| 40 |
1.6295 |
1.5641 |
0.0654 |
4.2% |
0.0163 |
1.0% |
18% |
False |
False |
110,006 |
| 60 |
1.6295 |
1.5284 |
0.1011 |
6.4% |
0.0156 |
1.0% |
47% |
False |
False |
99,031 |
| 80 |
1.6295 |
1.5284 |
0.1011 |
6.4% |
0.0150 |
1.0% |
47% |
False |
False |
74,376 |
| 100 |
1.6295 |
1.4944 |
0.1351 |
8.6% |
0.0147 |
0.9% |
60% |
False |
False |
59,529 |
| 120 |
1.6295 |
1.4485 |
0.1810 |
11.5% |
0.0144 |
0.9% |
70% |
False |
False |
49,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6253 |
|
2.618 |
1.6093 |
|
1.618 |
1.5995 |
|
1.000 |
1.5934 |
|
0.618 |
1.5897 |
|
HIGH |
1.5836 |
|
0.618 |
1.5799 |
|
0.500 |
1.5787 |
|
0.382 |
1.5775 |
|
LOW |
1.5738 |
|
0.618 |
1.5677 |
|
1.000 |
1.5640 |
|
1.618 |
1.5579 |
|
2.618 |
1.5481 |
|
4.250 |
1.5322 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5787 |
1.5910 |
| PP |
1.5778 |
1.5860 |
| S1 |
1.5768 |
1.5809 |
|