CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 23-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5957 |
1.5931 |
-0.0026 |
-0.2% |
1.6130 |
| High |
1.6062 |
1.5932 |
-0.0130 |
-0.8% |
1.6130 |
| Low |
1.5891 |
1.5748 |
-0.0143 |
-0.9% |
1.5830 |
| Close |
1.5932 |
1.5766 |
-0.0166 |
-1.0% |
1.5959 |
| Range |
0.0171 |
0.0184 |
0.0013 |
7.6% |
0.0300 |
| ATR |
0.0145 |
0.0147 |
0.0003 |
2.0% |
0.0000 |
| Volume |
107 |
196 |
89 |
83.2% |
1,142 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6367 |
1.6251 |
1.5867 |
|
| R3 |
1.6183 |
1.6067 |
1.5817 |
|
| R2 |
1.5999 |
1.5999 |
1.5800 |
|
| R1 |
1.5883 |
1.5883 |
1.5783 |
1.5849 |
| PP |
1.5815 |
1.5815 |
1.5815 |
1.5799 |
| S1 |
1.5699 |
1.5699 |
1.5749 |
1.5665 |
| S2 |
1.5631 |
1.5631 |
1.5732 |
|
| S3 |
1.5447 |
1.5515 |
1.5715 |
|
| S4 |
1.5263 |
1.5331 |
1.5665 |
|
|
| 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 |
1.5748 |
0.0333 |
2.1% |
0.0148 |
0.9% |
5% |
False |
True |
214 |
| 10 |
1.6165 |
1.5748 |
0.0417 |
2.6% |
0.0151 |
1.0% |
4% |
False |
True |
204 |
| 20 |
1.6264 |
1.5714 |
0.0550 |
3.5% |
0.0146 |
0.9% |
9% |
False |
False |
152 |
| 40 |
1.6264 |
1.5632 |
0.0632 |
4.0% |
0.0136 |
0.9% |
21% |
False |
False |
110 |
| 60 |
1.6264 |
1.5283 |
0.0981 |
6.2% |
0.0120 |
0.8% |
49% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6714 |
|
2.618 |
1.6414 |
|
1.618 |
1.6230 |
|
1.000 |
1.6116 |
|
0.618 |
1.6046 |
|
HIGH |
1.5932 |
|
0.618 |
1.5862 |
|
0.500 |
1.5840 |
|
0.382 |
1.5818 |
|
LOW |
1.5748 |
|
0.618 |
1.5634 |
|
1.000 |
1.5564 |
|
1.618 |
1.5450 |
|
2.618 |
1.5266 |
|
4.250 |
1.4966 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5840 |
1.5915 |
| PP |
1.5815 |
1.5865 |
| S1 |
1.5791 |
1.5816 |
|