CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 02-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5553 |
1.5608 |
0.0055 |
0.4% |
1.5995 |
| High |
1.5647 |
1.5667 |
0.0020 |
0.1% |
1.6082 |
| Low |
1.5546 |
1.5511 |
-0.0035 |
-0.2% |
1.5588 |
| Close |
1.5616 |
1.5578 |
-0.0038 |
-0.2% |
1.5607 |
| Range |
0.0101 |
0.0156 |
0.0055 |
54.5% |
0.0494 |
| ATR |
0.0152 |
0.0153 |
0.0000 |
0.2% |
0.0000 |
| Volume |
137,337 |
138,811 |
1,474 |
1.1% |
413,459 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6053 |
1.5972 |
1.5664 |
|
| R3 |
1.5897 |
1.5816 |
1.5621 |
|
| R2 |
1.5741 |
1.5741 |
1.5607 |
|
| R1 |
1.5660 |
1.5660 |
1.5592 |
1.5623 |
| PP |
1.5585 |
1.5585 |
1.5585 |
1.5567 |
| S1 |
1.5504 |
1.5504 |
1.5564 |
1.5467 |
| S2 |
1.5429 |
1.5429 |
1.5549 |
|
| S3 |
1.5273 |
1.5348 |
1.5535 |
|
| S4 |
1.5117 |
1.5192 |
1.5492 |
|
|
| 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 |
1.5792 |
1.5483 |
0.0309 |
2.0% |
0.0138 |
0.9% |
31% |
False |
False |
115,726 |
| 10 |
1.6094 |
1.5483 |
0.0611 |
3.9% |
0.0151 |
1.0% |
16% |
False |
False |
108,531 |
| 20 |
1.6295 |
1.5483 |
0.0812 |
5.2% |
0.0157 |
1.0% |
12% |
False |
False |
111,480 |
| 40 |
1.6295 |
1.5483 |
0.0812 |
5.2% |
0.0159 |
1.0% |
12% |
False |
False |
110,012 |
| 60 |
1.6295 |
1.5332 |
0.0963 |
6.2% |
0.0156 |
1.0% |
26% |
False |
False |
107,595 |
| 80 |
1.6295 |
1.5284 |
0.1011 |
6.5% |
0.0150 |
1.0% |
29% |
False |
False |
81,600 |
| 100 |
1.6295 |
1.5126 |
0.1169 |
7.5% |
0.0147 |
0.9% |
39% |
False |
False |
65,310 |
| 120 |
1.6295 |
1.4655 |
0.1640 |
10.5% |
0.0145 |
0.9% |
56% |
False |
False |
54,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6330 |
|
2.618 |
1.6075 |
|
1.618 |
1.5919 |
|
1.000 |
1.5823 |
|
0.618 |
1.5763 |
|
HIGH |
1.5667 |
|
0.618 |
1.5607 |
|
0.500 |
1.5589 |
|
0.382 |
1.5571 |
|
LOW |
1.5511 |
|
0.618 |
1.5415 |
|
1.000 |
1.5355 |
|
1.618 |
1.5259 |
|
2.618 |
1.5103 |
|
4.250 |
1.4848 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5589 |
1.5577 |
| PP |
1.5585 |
1.5576 |
| S1 |
1.5582 |
1.5575 |
|