CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 29-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5774 |
1.5597 |
-0.0177 |
-1.1% |
1.5957 |
| High |
1.5777 |
1.5634 |
-0.0143 |
-0.9% |
1.6062 |
| Low |
1.5583 |
1.5519 |
-0.0064 |
-0.4% |
1.5583 |
| Close |
1.5598 |
1.5556 |
-0.0042 |
-0.3% |
1.5598 |
| Range |
0.0194 |
0.0115 |
-0.0079 |
-40.7% |
0.0479 |
| ATR |
0.0147 |
0.0144 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
325 |
614 |
289 |
88.9% |
817 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5915 |
1.5850 |
1.5619 |
|
| R3 |
1.5800 |
1.5735 |
1.5588 |
|
| R2 |
1.5685 |
1.5685 |
1.5577 |
|
| R1 |
1.5620 |
1.5620 |
1.5567 |
1.5595 |
| PP |
1.5570 |
1.5570 |
1.5570 |
1.5557 |
| S1 |
1.5505 |
1.5505 |
1.5545 |
1.5480 |
| S2 |
1.5455 |
1.5455 |
1.5535 |
|
| S3 |
1.5340 |
1.5390 |
1.5524 |
|
| S4 |
1.5225 |
1.5275 |
1.5493 |
|
|
| 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 |
1.6062 |
1.5519 |
0.0543 |
3.5% |
0.0150 |
1.0% |
7% |
False |
True |
286 |
| 10 |
1.6130 |
1.5519 |
0.0611 |
3.9% |
0.0147 |
0.9% |
6% |
False |
True |
257 |
| 20 |
1.6264 |
1.5519 |
0.0745 |
4.8% |
0.0142 |
0.9% |
5% |
False |
True |
182 |
| 40 |
1.6264 |
1.5519 |
0.0745 |
4.8% |
0.0138 |
0.9% |
5% |
False |
True |
135 |
| 60 |
1.6264 |
1.5283 |
0.0981 |
6.3% |
0.0125 |
0.8% |
28% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6123 |
|
2.618 |
1.5935 |
|
1.618 |
1.5820 |
|
1.000 |
1.5749 |
|
0.618 |
1.5705 |
|
HIGH |
1.5634 |
|
0.618 |
1.5590 |
|
0.500 |
1.5577 |
|
0.382 |
1.5563 |
|
LOW |
1.5519 |
|
0.618 |
1.5448 |
|
1.000 |
1.5404 |
|
1.618 |
1.5333 |
|
2.618 |
1.5218 |
|
4.250 |
1.5030 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5577 |
1.5670 |
| PP |
1.5570 |
1.5632 |
| S1 |
1.5563 |
1.5594 |
|