CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 11-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5978 |
1.6108 |
0.0130 |
0.8% |
1.6030 |
| High |
1.6122 |
1.6160 |
0.0038 |
0.2% |
1.6264 |
| Low |
1.5950 |
1.6089 |
0.0139 |
0.9% |
1.5949 |
| Close |
1.6100 |
1.6091 |
-0.0009 |
-0.1% |
1.6171 |
| Range |
0.0172 |
0.0071 |
-0.0101 |
-58.7% |
0.0315 |
| ATR |
0.0143 |
0.0138 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
337 |
158 |
-179 |
-53.1% |
286 |
|
| Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6326 |
1.6280 |
1.6130 |
|
| R3 |
1.6255 |
1.6209 |
1.6111 |
|
| R2 |
1.6184 |
1.6184 |
1.6104 |
|
| R1 |
1.6138 |
1.6138 |
1.6098 |
1.6126 |
| PP |
1.6113 |
1.6113 |
1.6113 |
1.6107 |
| S1 |
1.6067 |
1.6067 |
1.6084 |
1.6055 |
| S2 |
1.6042 |
1.6042 |
1.6078 |
|
| S3 |
1.5971 |
1.5996 |
1.6071 |
|
| S4 |
1.5900 |
1.5925 |
1.6052 |
|
|
| 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 |
1.6250 |
1.5936 |
0.0314 |
2.0% |
0.0133 |
0.8% |
49% |
False |
False |
155 |
| 10 |
1.6264 |
1.5864 |
0.0400 |
2.5% |
0.0133 |
0.8% |
57% |
False |
False |
127 |
| 20 |
1.6264 |
1.5632 |
0.0632 |
3.9% |
0.0140 |
0.9% |
73% |
False |
False |
119 |
| 40 |
1.6264 |
1.5495 |
0.0769 |
4.8% |
0.0127 |
0.8% |
78% |
False |
False |
80 |
| 60 |
1.6264 |
1.5283 |
0.0981 |
6.1% |
0.0100 |
0.6% |
82% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6462 |
|
2.618 |
1.6346 |
|
1.618 |
1.6275 |
|
1.000 |
1.6231 |
|
0.618 |
1.6204 |
|
HIGH |
1.6160 |
|
0.618 |
1.6133 |
|
0.500 |
1.6125 |
|
0.382 |
1.6116 |
|
LOW |
1.6089 |
|
0.618 |
1.6045 |
|
1.000 |
1.6018 |
|
1.618 |
1.5974 |
|
2.618 |
1.5903 |
|
4.250 |
1.5787 |
|
|
| Fisher Pivots for day following 11-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6125 |
1.6078 |
| PP |
1.6113 |
1.6064 |
| S1 |
1.6102 |
1.6051 |
|