CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6130 |
1.6027 |
-0.0103 |
-0.6% |
1.6184 |
| High |
1.6130 |
1.6058 |
-0.0072 |
-0.4% |
1.6184 |
| Low |
1.6027 |
1.5830 |
-0.0197 |
-1.2% |
1.5936 |
| Close |
1.6048 |
1.5865 |
-0.0183 |
-1.1% |
1.6129 |
| Range |
0.0103 |
0.0228 |
0.0125 |
121.4% |
0.0248 |
| ATR |
0.0139 |
0.0145 |
0.0006 |
4.6% |
0.0000 |
| Volume |
170 |
204 |
34 |
20.0% |
800 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6602 |
1.6461 |
1.5990 |
|
| R3 |
1.6374 |
1.6233 |
1.5928 |
|
| R2 |
1.6146 |
1.6146 |
1.5907 |
|
| R1 |
1.6005 |
1.6005 |
1.5886 |
1.5962 |
| PP |
1.5918 |
1.5918 |
1.5918 |
1.5896 |
| S1 |
1.5777 |
1.5777 |
1.5844 |
1.5734 |
| S2 |
1.5690 |
1.5690 |
1.5823 |
|
| S3 |
1.5462 |
1.5549 |
1.5802 |
|
| S4 |
1.5234 |
1.5321 |
1.5740 |
|
|
| 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 |
1.5830 |
0.0335 |
2.1% |
0.0153 |
1.0% |
10% |
False |
True |
194 |
| 10 |
1.6264 |
1.5830 |
0.0434 |
2.7% |
0.0151 |
1.0% |
8% |
False |
True |
137 |
| 20 |
1.6264 |
1.5632 |
0.0632 |
4.0% |
0.0143 |
0.9% |
37% |
False |
False |
135 |
| 40 |
1.6264 |
1.5598 |
0.0666 |
4.2% |
0.0132 |
0.8% |
40% |
False |
False |
90 |
| 60 |
1.6264 |
1.5283 |
0.0981 |
6.2% |
0.0108 |
0.7% |
59% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7027 |
|
2.618 |
1.6655 |
|
1.618 |
1.6427 |
|
1.000 |
1.6286 |
|
0.618 |
1.6199 |
|
HIGH |
1.6058 |
|
0.618 |
1.5971 |
|
0.500 |
1.5944 |
|
0.382 |
1.5917 |
|
LOW |
1.5830 |
|
0.618 |
1.5689 |
|
1.000 |
1.5602 |
|
1.618 |
1.5461 |
|
2.618 |
1.5233 |
|
4.250 |
1.4861 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5944 |
1.5998 |
| PP |
1.5918 |
1.5953 |
| S1 |
1.5891 |
1.5909 |
|