CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 30-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5604 |
1.5559 |
-0.0045 |
-0.3% |
1.5995 |
| High |
1.5645 |
1.5595 |
-0.0050 |
-0.3% |
1.6082 |
| Low |
1.5526 |
1.5483 |
-0.0043 |
-0.3% |
1.5588 |
| Close |
1.5565 |
1.5569 |
0.0004 |
0.0% |
1.5607 |
| Range |
0.0119 |
0.0112 |
-0.0007 |
-5.9% |
0.0494 |
| ATR |
0.0160 |
0.0156 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
86,681 |
117,805 |
31,124 |
35.9% |
413,459 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5885 |
1.5839 |
1.5631 |
|
| R3 |
1.5773 |
1.5727 |
1.5600 |
|
| R2 |
1.5661 |
1.5661 |
1.5590 |
|
| R1 |
1.5615 |
1.5615 |
1.5579 |
1.5638 |
| PP |
1.5549 |
1.5549 |
1.5549 |
1.5561 |
| S1 |
1.5503 |
1.5503 |
1.5559 |
1.5526 |
| S2 |
1.5437 |
1.5437 |
1.5548 |
|
| S3 |
1.5325 |
1.5391 |
1.5538 |
|
| S4 |
1.5213 |
1.5279 |
1.5507 |
|
|
| 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 |
1.5960 |
1.5483 |
0.0477 |
3.1% |
0.0148 |
0.9% |
18% |
False |
True |
105,217 |
| 10 |
1.6094 |
1.5483 |
0.0611 |
3.9% |
0.0160 |
1.0% |
14% |
False |
True |
103,003 |
| 20 |
1.6295 |
1.5483 |
0.0812 |
5.2% |
0.0158 |
1.0% |
11% |
False |
True |
108,896 |
| 40 |
1.6295 |
1.5483 |
0.0812 |
5.2% |
0.0160 |
1.0% |
11% |
False |
True |
108,063 |
| 60 |
1.6295 |
1.5284 |
0.1011 |
6.5% |
0.0158 |
1.0% |
28% |
False |
False |
103,876 |
| 80 |
1.6295 |
1.5284 |
0.1011 |
6.5% |
0.0152 |
1.0% |
28% |
False |
False |
78,152 |
| 100 |
1.6295 |
1.4977 |
0.1318 |
8.5% |
0.0148 |
0.9% |
45% |
False |
False |
62,551 |
| 120 |
1.6295 |
1.4585 |
0.1710 |
11.0% |
0.0146 |
0.9% |
58% |
False |
False |
52,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6071 |
|
2.618 |
1.5888 |
|
1.618 |
1.5776 |
|
1.000 |
1.5707 |
|
0.618 |
1.5664 |
|
HIGH |
1.5595 |
|
0.618 |
1.5552 |
|
0.500 |
1.5539 |
|
0.382 |
1.5526 |
|
LOW |
1.5483 |
|
0.618 |
1.5414 |
|
1.000 |
1.5371 |
|
1.618 |
1.5302 |
|
2.618 |
1.5190 |
|
4.250 |
1.5007 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5559 |
1.5638 |
| PP |
1.5549 |
1.5615 |
| S1 |
1.5539 |
1.5592 |
|