CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 24-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5931 |
1.5776 |
-0.0155 |
-1.0% |
1.6130 |
| High |
1.5932 |
1.5820 |
-0.0112 |
-0.7% |
1.6130 |
| Low |
1.5748 |
1.5732 |
-0.0016 |
-0.1% |
1.5830 |
| Close |
1.5766 |
1.5748 |
-0.0018 |
-0.1% |
1.5959 |
| Range |
0.0184 |
0.0088 |
-0.0096 |
-52.2% |
0.0300 |
| ATR |
0.0147 |
0.0143 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
196 |
189 |
-7 |
-3.6% |
1,142 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6031 |
1.5977 |
1.5796 |
|
| R3 |
1.5943 |
1.5889 |
1.5772 |
|
| R2 |
1.5855 |
1.5855 |
1.5764 |
|
| R1 |
1.5801 |
1.5801 |
1.5756 |
1.5784 |
| PP |
1.5767 |
1.5767 |
1.5767 |
1.5758 |
| S1 |
1.5713 |
1.5713 |
1.5740 |
1.5696 |
| S2 |
1.5679 |
1.5679 |
1.5732 |
|
| S3 |
1.5591 |
1.5625 |
1.5724 |
|
| S4 |
1.5503 |
1.5537 |
1.5700 |
|
|
| 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 |
1.5732 |
0.0349 |
2.2% |
0.0151 |
1.0% |
5% |
False |
True |
181 |
| 10 |
1.6165 |
1.5732 |
0.0433 |
2.7% |
0.0142 |
0.9% |
4% |
False |
True |
189 |
| 20 |
1.6264 |
1.5732 |
0.0532 |
3.4% |
0.0144 |
0.9% |
3% |
False |
True |
154 |
| 40 |
1.6264 |
1.5632 |
0.0632 |
4.0% |
0.0137 |
0.9% |
18% |
False |
False |
113 |
| 60 |
1.6264 |
1.5283 |
0.0981 |
6.2% |
0.0121 |
0.8% |
47% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6194 |
|
2.618 |
1.6050 |
|
1.618 |
1.5962 |
|
1.000 |
1.5908 |
|
0.618 |
1.5874 |
|
HIGH |
1.5820 |
|
0.618 |
1.5786 |
|
0.500 |
1.5776 |
|
0.382 |
1.5766 |
|
LOW |
1.5732 |
|
0.618 |
1.5678 |
|
1.000 |
1.5644 |
|
1.618 |
1.5590 |
|
2.618 |
1.5502 |
|
4.250 |
1.5358 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5776 |
1.5897 |
| PP |
1.5767 |
1.5847 |
| S1 |
1.5757 |
1.5798 |
|