CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 26-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5776 |
1.5774 |
-0.0002 |
0.0% |
1.5957 |
| High |
1.5820 |
1.5777 |
-0.0043 |
-0.3% |
1.6062 |
| Low |
1.5732 |
1.5583 |
-0.0149 |
-0.9% |
1.5583 |
| Close |
1.5748 |
1.5598 |
-0.0150 |
-1.0% |
1.5598 |
| Range |
0.0088 |
0.0194 |
0.0106 |
120.5% |
0.0479 |
| ATR |
0.0143 |
0.0147 |
0.0004 |
2.5% |
0.0000 |
| Volume |
189 |
325 |
136 |
72.0% |
817 |
|
| Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6235 |
1.6110 |
1.5705 |
|
| R3 |
1.6041 |
1.5916 |
1.5651 |
|
| R2 |
1.5847 |
1.5847 |
1.5634 |
|
| R1 |
1.5722 |
1.5722 |
1.5616 |
1.5688 |
| PP |
1.5653 |
1.5653 |
1.5653 |
1.5635 |
| S1 |
1.5528 |
1.5528 |
1.5580 |
1.5494 |
| S2 |
1.5459 |
1.5459 |
1.5562 |
|
| S3 |
1.5265 |
1.5334 |
1.5545 |
|
| S4 |
1.5071 |
1.5140 |
1.5491 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7185 |
1.6870 |
1.5861 |
|
| R3 |
1.6706 |
1.6391 |
1.5730 |
|
| R2 |
1.6227 |
1.6227 |
1.5686 |
|
| R1 |
1.5912 |
1.5912 |
1.5642 |
1.5830 |
| PP |
1.5748 |
1.5748 |
1.5748 |
1.5707 |
| S1 |
1.5433 |
1.5433 |
1.5554 |
1.5351 |
| S2 |
1.5269 |
1.5269 |
1.5510 |
|
| S3 |
1.4790 |
1.4954 |
1.5466 |
|
| S4 |
1.4311 |
1.4475 |
1.5335 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6081 |
1.5583 |
0.0498 |
3.2% |
0.0158 |
1.0% |
3% |
False |
True |
218 |
| 10 |
1.6165 |
1.5583 |
0.0582 |
3.7% |
0.0155 |
1.0% |
3% |
False |
True |
206 |
| 20 |
1.6264 |
1.5583 |
0.0681 |
4.4% |
0.0144 |
0.9% |
2% |
False |
True |
167 |
| 40 |
1.6264 |
1.5583 |
0.0681 |
4.4% |
0.0137 |
0.9% |
2% |
False |
True |
120 |
| 60 |
1.6264 |
1.5283 |
0.0981 |
6.3% |
0.0123 |
0.8% |
32% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6602 |
|
2.618 |
1.6285 |
|
1.618 |
1.6091 |
|
1.000 |
1.5971 |
|
0.618 |
1.5897 |
|
HIGH |
1.5777 |
|
0.618 |
1.5703 |
|
0.500 |
1.5680 |
|
0.382 |
1.5657 |
|
LOW |
1.5583 |
|
0.618 |
1.5463 |
|
1.000 |
1.5389 |
|
1.618 |
1.5269 |
|
2.618 |
1.5075 |
|
4.250 |
1.4759 |
|
|
| Fisher Pivots for day following 26-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5680 |
1.5758 |
| PP |
1.5653 |
1.5704 |
| S1 |
1.5625 |
1.5651 |
|