CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 19-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5900 |
1.6008 |
0.0108 |
0.7% |
1.6130 |
| High |
1.6039 |
1.6081 |
0.0042 |
0.3% |
1.6130 |
| Low |
1.5880 |
1.5927 |
0.0047 |
0.3% |
1.5830 |
| Close |
1.6029 |
1.5959 |
-0.0070 |
-0.4% |
1.5959 |
| Range |
0.0159 |
0.0154 |
-0.0005 |
-3.1% |
0.0300 |
| ATR |
0.0142 |
0.0142 |
0.0001 |
0.6% |
0.0000 |
| Volume |
143 |
274 |
131 |
91.6% |
1,142 |
|
| Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6451 |
1.6359 |
1.6044 |
|
| R3 |
1.6297 |
1.6205 |
1.6001 |
|
| R2 |
1.6143 |
1.6143 |
1.5987 |
|
| R1 |
1.6051 |
1.6051 |
1.5973 |
1.6020 |
| PP |
1.5989 |
1.5989 |
1.5989 |
1.5974 |
| S1 |
1.5897 |
1.5897 |
1.5945 |
1.5866 |
| S2 |
1.5835 |
1.5835 |
1.5931 |
|
| S3 |
1.5681 |
1.5743 |
1.5917 |
|
| S4 |
1.5527 |
1.5589 |
1.5874 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6873 |
1.6716 |
1.6124 |
|
| R3 |
1.6573 |
1.6416 |
1.6042 |
|
| R2 |
1.6273 |
1.6273 |
1.6014 |
|
| R1 |
1.6116 |
1.6116 |
1.5987 |
1.6045 |
| PP |
1.5973 |
1.5973 |
1.5973 |
1.5937 |
| S1 |
1.5816 |
1.5816 |
1.5932 |
1.5745 |
| S2 |
1.5673 |
1.5673 |
1.5904 |
|
| S3 |
1.5373 |
1.5516 |
1.5877 |
|
| S4 |
1.5073 |
1.5216 |
1.5794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6130 |
1.5830 |
0.0300 |
1.9% |
0.0143 |
0.9% |
43% |
False |
False |
228 |
| 10 |
1.6184 |
1.5830 |
0.0354 |
2.2% |
0.0148 |
0.9% |
36% |
False |
False |
194 |
| 20 |
1.6264 |
1.5656 |
0.0608 |
3.8% |
0.0143 |
0.9% |
50% |
False |
False |
162 |
| 40 |
1.6264 |
1.5632 |
0.0632 |
4.0% |
0.0132 |
0.8% |
52% |
False |
False |
106 |
| 60 |
1.6264 |
1.5283 |
0.0981 |
6.1% |
0.0114 |
0.7% |
69% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6736 |
|
2.618 |
1.6484 |
|
1.618 |
1.6330 |
|
1.000 |
1.6235 |
|
0.618 |
1.6176 |
|
HIGH |
1.6081 |
|
0.618 |
1.6022 |
|
0.500 |
1.6004 |
|
0.382 |
1.5986 |
|
LOW |
1.5927 |
|
0.618 |
1.5832 |
|
1.000 |
1.5773 |
|
1.618 |
1.5678 |
|
2.618 |
1.5524 |
|
4.250 |
1.5273 |
|
|
| Fisher Pivots for day following 19-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6004 |
1.5966 |
| PP |
1.5989 |
1.5963 |
| S1 |
1.5974 |
1.5961 |
|