CME British Pound Future December 2010
| Trading Metrics calculated at close of trading on 03-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5608 |
1.5595 |
-0.0013 |
-0.1% |
1.5604 |
| High |
1.5667 |
1.5789 |
0.0122 |
0.8% |
1.5789 |
| Low |
1.5511 |
1.5578 |
0.0067 |
0.4% |
1.5483 |
| Close |
1.5578 |
1.5742 |
0.0164 |
1.1% |
1.5742 |
| Range |
0.0156 |
0.0211 |
0.0055 |
35.3% |
0.0306 |
| ATR |
0.0153 |
0.0157 |
0.0004 |
2.7% |
0.0000 |
| Volume |
138,811 |
124,321 |
-14,490 |
-10.4% |
604,955 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6336 |
1.6250 |
1.5858 |
|
| R3 |
1.6125 |
1.6039 |
1.5800 |
|
| R2 |
1.5914 |
1.5914 |
1.5781 |
|
| R1 |
1.5828 |
1.5828 |
1.5761 |
1.5871 |
| PP |
1.5703 |
1.5703 |
1.5703 |
1.5725 |
| S1 |
1.5617 |
1.5617 |
1.5723 |
1.5660 |
| S2 |
1.5492 |
1.5492 |
1.5703 |
|
| S3 |
1.5281 |
1.5406 |
1.5684 |
|
| S4 |
1.5070 |
1.5195 |
1.5626 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6589 |
1.6472 |
1.5910 |
|
| R3 |
1.6283 |
1.6166 |
1.5826 |
|
| R2 |
1.5977 |
1.5977 |
1.5798 |
|
| R1 |
1.5860 |
1.5860 |
1.5770 |
1.5919 |
| PP |
1.5671 |
1.5671 |
1.5671 |
1.5701 |
| S1 |
1.5554 |
1.5554 |
1.5714 |
1.5613 |
| S2 |
1.5365 |
1.5365 |
1.5686 |
|
| S3 |
1.5059 |
1.5248 |
1.5658 |
|
| S4 |
1.4753 |
1.4942 |
1.5574 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5789 |
1.5483 |
0.0306 |
1.9% |
0.0140 |
0.9% |
85% |
True |
False |
120,991 |
| 10 |
1.6094 |
1.5483 |
0.0611 |
3.9% |
0.0155 |
1.0% |
42% |
False |
False |
110,547 |
| 20 |
1.6291 |
1.5483 |
0.0808 |
5.1% |
0.0156 |
1.0% |
32% |
False |
False |
110,568 |
| 40 |
1.6295 |
1.5483 |
0.0812 |
5.2% |
0.0159 |
1.0% |
32% |
False |
False |
109,886 |
| 60 |
1.6295 |
1.5332 |
0.0963 |
6.1% |
0.0158 |
1.0% |
43% |
False |
False |
108,610 |
| 80 |
1.6295 |
1.5284 |
0.1011 |
6.4% |
0.0151 |
1.0% |
45% |
False |
False |
83,132 |
| 100 |
1.6295 |
1.5126 |
0.1169 |
7.4% |
0.0147 |
0.9% |
53% |
False |
False |
66,552 |
| 120 |
1.6295 |
1.4655 |
0.1640 |
10.4% |
0.0146 |
0.9% |
66% |
False |
False |
55,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6686 |
|
2.618 |
1.6341 |
|
1.618 |
1.6130 |
|
1.000 |
1.6000 |
|
0.618 |
1.5919 |
|
HIGH |
1.5789 |
|
0.618 |
1.5708 |
|
0.500 |
1.5684 |
|
0.382 |
1.5659 |
|
LOW |
1.5578 |
|
0.618 |
1.5448 |
|
1.000 |
1.5367 |
|
1.618 |
1.5237 |
|
2.618 |
1.5026 |
|
4.250 |
1.4681 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5723 |
1.5711 |
| PP |
1.5703 |
1.5681 |
| S1 |
1.5684 |
1.5650 |
|