CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 22-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6008 |
1.5957 |
-0.0051 |
-0.3% |
1.6130 |
| High |
1.6081 |
1.6062 |
-0.0019 |
-0.1% |
1.6130 |
| Low |
1.5927 |
1.5891 |
-0.0036 |
-0.2% |
1.5830 |
| Close |
1.5959 |
1.5932 |
-0.0027 |
-0.2% |
1.5959 |
| Range |
0.0154 |
0.0171 |
0.0017 |
11.0% |
0.0300 |
| ATR |
0.0142 |
0.0145 |
0.0002 |
1.4% |
0.0000 |
| Volume |
274 |
107 |
-167 |
-60.9% |
1,142 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6475 |
1.6374 |
1.6026 |
|
| R3 |
1.6304 |
1.6203 |
1.5979 |
|
| R2 |
1.6133 |
1.6133 |
1.5963 |
|
| R1 |
1.6032 |
1.6032 |
1.5948 |
1.5997 |
| PP |
1.5962 |
1.5962 |
1.5962 |
1.5944 |
| S1 |
1.5861 |
1.5861 |
1.5916 |
1.5826 |
| S2 |
1.5791 |
1.5791 |
1.5901 |
|
| S3 |
1.5620 |
1.5690 |
1.5885 |
|
| S4 |
1.5449 |
1.5519 |
1.5838 |
|
|
| 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 |
1.6081 |
1.5830 |
0.0251 |
1.6% |
0.0157 |
1.0% |
41% |
False |
False |
215 |
| 10 |
1.6165 |
1.5830 |
0.0335 |
2.1% |
0.0155 |
1.0% |
30% |
False |
False |
196 |
| 20 |
1.6264 |
1.5667 |
0.0597 |
3.7% |
0.0147 |
0.9% |
44% |
False |
False |
160 |
| 40 |
1.6264 |
1.5632 |
0.0632 |
4.0% |
0.0135 |
0.8% |
47% |
False |
False |
107 |
| 60 |
1.6264 |
1.5283 |
0.0981 |
6.2% |
0.0117 |
0.7% |
66% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6789 |
|
2.618 |
1.6510 |
|
1.618 |
1.6339 |
|
1.000 |
1.6233 |
|
0.618 |
1.6168 |
|
HIGH |
1.6062 |
|
0.618 |
1.5997 |
|
0.500 |
1.5977 |
|
0.382 |
1.5956 |
|
LOW |
1.5891 |
|
0.618 |
1.5785 |
|
1.000 |
1.5720 |
|
1.618 |
1.5614 |
|
2.618 |
1.5443 |
|
4.250 |
1.5164 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5977 |
1.5981 |
| PP |
1.5962 |
1.5964 |
| S1 |
1.5947 |
1.5948 |
|