CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6109 |
1.6130 |
0.0021 |
0.1% |
1.6184 |
| High |
1.6165 |
1.6130 |
-0.0035 |
-0.2% |
1.6184 |
| Low |
1.5972 |
1.6027 |
0.0055 |
0.3% |
1.5936 |
| Close |
1.6129 |
1.6048 |
-0.0081 |
-0.5% |
1.6129 |
| Range |
0.0193 |
0.0103 |
-0.0090 |
-46.6% |
0.0248 |
| ATR |
0.0142 |
0.0139 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
105 |
170 |
65 |
61.9% |
800 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6377 |
1.6316 |
1.6105 |
|
| R3 |
1.6274 |
1.6213 |
1.6076 |
|
| R2 |
1.6171 |
1.6171 |
1.6067 |
|
| R1 |
1.6110 |
1.6110 |
1.6057 |
1.6089 |
| PP |
1.6068 |
1.6068 |
1.6068 |
1.6058 |
| S1 |
1.6007 |
1.6007 |
1.6039 |
1.5986 |
| S2 |
1.5965 |
1.5965 |
1.6029 |
|
| S3 |
1.5862 |
1.5904 |
1.6020 |
|
| S4 |
1.5759 |
1.5801 |
1.5991 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6827 |
1.6726 |
1.6265 |
|
| R3 |
1.6579 |
1.6478 |
1.6197 |
|
| R2 |
1.6331 |
1.6331 |
1.6174 |
|
| R1 |
1.6230 |
1.6230 |
1.6152 |
1.6157 |
| PP |
1.6083 |
1.6083 |
1.6083 |
1.6046 |
| S1 |
1.5982 |
1.5982 |
1.6106 |
1.5909 |
| S2 |
1.5835 |
1.5835 |
1.6084 |
|
| S3 |
1.5587 |
1.5734 |
1.6061 |
|
| S4 |
1.5339 |
1.5486 |
1.5993 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6165 |
1.5936 |
0.0229 |
1.4% |
0.0154 |
1.0% |
49% |
False |
False |
177 |
| 10 |
1.6264 |
1.5936 |
0.0328 |
2.0% |
0.0138 |
0.9% |
34% |
False |
False |
120 |
| 20 |
1.6264 |
1.5632 |
0.0632 |
3.9% |
0.0143 |
0.9% |
66% |
False |
False |
126 |
| 40 |
1.6264 |
1.5495 |
0.0769 |
4.8% |
0.0129 |
0.8% |
72% |
False |
False |
85 |
| 60 |
1.6264 |
1.5283 |
0.0981 |
6.1% |
0.0104 |
0.7% |
78% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6568 |
|
2.618 |
1.6400 |
|
1.618 |
1.6297 |
|
1.000 |
1.6233 |
|
0.618 |
1.6194 |
|
HIGH |
1.6130 |
|
0.618 |
1.6091 |
|
0.500 |
1.6079 |
|
0.382 |
1.6066 |
|
LOW |
1.6027 |
|
0.618 |
1.5963 |
|
1.000 |
1.5924 |
|
1.618 |
1.5860 |
|
2.618 |
1.5757 |
|
4.250 |
1.5589 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6079 |
1.6069 |
| PP |
1.6068 |
1.6062 |
| S1 |
1.6058 |
1.6055 |
|