CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 29-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5750 |
1.5604 |
-0.0146 |
-0.9% |
1.5995 |
| High |
1.5792 |
1.5645 |
-0.0147 |
-0.9% |
1.6082 |
| Low |
1.5588 |
1.5526 |
-0.0062 |
-0.4% |
1.5588 |
| Close |
1.5607 |
1.5565 |
-0.0042 |
-0.3% |
1.5607 |
| Range |
0.0204 |
0.0119 |
-0.0085 |
-41.7% |
0.0494 |
| ATR |
0.0163 |
0.0160 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
98,000 |
86,681 |
-11,319 |
-11.6% |
413,459 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5936 |
1.5869 |
1.5630 |
|
| R3 |
1.5817 |
1.5750 |
1.5598 |
|
| R2 |
1.5698 |
1.5698 |
1.5587 |
|
| R1 |
1.5631 |
1.5631 |
1.5576 |
1.5605 |
| PP |
1.5579 |
1.5579 |
1.5579 |
1.5566 |
| S1 |
1.5512 |
1.5512 |
1.5554 |
1.5486 |
| S2 |
1.5460 |
1.5460 |
1.5543 |
|
| S3 |
1.5341 |
1.5393 |
1.5532 |
|
| S4 |
1.5222 |
1.5274 |
1.5500 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7241 |
1.6918 |
1.5879 |
|
| R3 |
1.6747 |
1.6424 |
1.5743 |
|
| R2 |
1.6253 |
1.6253 |
1.5698 |
|
| R1 |
1.5930 |
1.5930 |
1.5652 |
1.5845 |
| PP |
1.5759 |
1.5759 |
1.5759 |
1.5716 |
| S1 |
1.5436 |
1.5436 |
1.5562 |
1.5351 |
| S2 |
1.5265 |
1.5265 |
1.5516 |
|
| S3 |
1.4771 |
1.4942 |
1.5471 |
|
| S4 |
1.4277 |
1.4448 |
1.5335 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6082 |
1.5526 |
0.0556 |
3.6% |
0.0163 |
1.0% |
7% |
False |
True |
100,028 |
| 10 |
1.6151 |
1.5526 |
0.0625 |
4.0% |
0.0160 |
1.0% |
6% |
False |
True |
99,634 |
| 20 |
1.6295 |
1.5526 |
0.0769 |
4.9% |
0.0158 |
1.0% |
5% |
False |
True |
106,691 |
| 40 |
1.6295 |
1.5526 |
0.0769 |
4.9% |
0.0160 |
1.0% |
5% |
False |
True |
107,443 |
| 60 |
1.6295 |
1.5284 |
0.1011 |
6.5% |
0.0159 |
1.0% |
28% |
False |
False |
102,002 |
| 80 |
1.6295 |
1.5284 |
0.1011 |
6.5% |
0.0151 |
1.0% |
28% |
False |
False |
76,681 |
| 100 |
1.6295 |
1.4944 |
0.1351 |
8.7% |
0.0148 |
0.9% |
46% |
False |
False |
61,373 |
| 120 |
1.6295 |
1.4485 |
0.1810 |
11.6% |
0.0146 |
0.9% |
60% |
False |
False |
51,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6151 |
|
2.618 |
1.5957 |
|
1.618 |
1.5838 |
|
1.000 |
1.5764 |
|
0.618 |
1.5719 |
|
HIGH |
1.5645 |
|
0.618 |
1.5600 |
|
0.500 |
1.5586 |
|
0.382 |
1.5571 |
|
LOW |
1.5526 |
|
0.618 |
1.5452 |
|
1.000 |
1.5407 |
|
1.618 |
1.5333 |
|
2.618 |
1.5214 |
|
4.250 |
1.5020 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5586 |
1.5681 |
| PP |
1.5579 |
1.5642 |
| S1 |
1.5572 |
1.5604 |
|