CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 10-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6062 |
1.5978 |
-0.0084 |
-0.5% |
1.6030 |
| High |
1.6165 |
1.6122 |
-0.0043 |
-0.3% |
1.6264 |
| Low |
1.5936 |
1.5950 |
0.0014 |
0.1% |
1.5949 |
| Close |
1.6021 |
1.6100 |
0.0079 |
0.5% |
1.6171 |
| Range |
0.0229 |
0.0172 |
-0.0057 |
-24.9% |
0.0315 |
| ATR |
0.0141 |
0.0143 |
0.0002 |
1.6% |
0.0000 |
| Volume |
119 |
337 |
218 |
183.2% |
286 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6573 |
1.6509 |
1.6195 |
|
| R3 |
1.6401 |
1.6337 |
1.6147 |
|
| R2 |
1.6229 |
1.6229 |
1.6132 |
|
| R1 |
1.6165 |
1.6165 |
1.6116 |
1.6197 |
| PP |
1.6057 |
1.6057 |
1.6057 |
1.6074 |
| S1 |
1.5993 |
1.5993 |
1.6084 |
1.6025 |
| S2 |
1.5885 |
1.5885 |
1.6068 |
|
| S3 |
1.5713 |
1.5821 |
1.6053 |
|
| S4 |
1.5541 |
1.5649 |
1.6005 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7073 |
1.6937 |
1.6344 |
|
| R3 |
1.6758 |
1.6622 |
1.6258 |
|
| R2 |
1.6443 |
1.6443 |
1.6229 |
|
| R1 |
1.6307 |
1.6307 |
1.6200 |
1.6375 |
| PP |
1.6128 |
1.6128 |
1.6128 |
1.6162 |
| S1 |
1.5992 |
1.5992 |
1.6142 |
1.6060 |
| S2 |
1.5813 |
1.5813 |
1.6113 |
|
| S3 |
1.5498 |
1.5677 |
1.6084 |
|
| S4 |
1.5183 |
1.5362 |
1.5998 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6264 |
1.5936 |
0.0328 |
2.0% |
0.0157 |
1.0% |
50% |
False |
False |
143 |
| 10 |
1.6264 |
1.5757 |
0.0507 |
3.1% |
0.0145 |
0.9% |
68% |
False |
False |
119 |
| 20 |
1.6264 |
1.5632 |
0.0632 |
3.9% |
0.0144 |
0.9% |
74% |
False |
False |
112 |
| 40 |
1.6264 |
1.5495 |
0.0769 |
4.8% |
0.0127 |
0.8% |
79% |
False |
False |
81 |
| 60 |
1.6264 |
1.5283 |
0.0981 |
6.1% |
0.0098 |
0.6% |
83% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6853 |
|
2.618 |
1.6572 |
|
1.618 |
1.6400 |
|
1.000 |
1.6294 |
|
0.618 |
1.6228 |
|
HIGH |
1.6122 |
|
0.618 |
1.6056 |
|
0.500 |
1.6036 |
|
0.382 |
1.6016 |
|
LOW |
1.5950 |
|
0.618 |
1.5844 |
|
1.000 |
1.5778 |
|
1.618 |
1.5672 |
|
2.618 |
1.5500 |
|
4.250 |
1.5219 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6079 |
1.6087 |
| PP |
1.6057 |
1.6073 |
| S1 |
1.6036 |
1.6060 |
|