CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 01-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5549 |
1.5552 |
0.0003 |
0.0% |
1.5957 |
| High |
1.5584 |
1.5632 |
0.0048 |
0.3% |
1.6062 |
| Low |
1.5477 |
1.5543 |
0.0066 |
0.4% |
1.5583 |
| Close |
1.5560 |
1.5606 |
0.0046 |
0.3% |
1.5598 |
| Range |
0.0107 |
0.0089 |
-0.0018 |
-16.8% |
0.0479 |
| ATR |
0.0142 |
0.0138 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
699 |
2,136 |
1,437 |
205.6% |
817 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5861 |
1.5822 |
1.5655 |
|
| R3 |
1.5772 |
1.5733 |
1.5630 |
|
| R2 |
1.5683 |
1.5683 |
1.5622 |
|
| R1 |
1.5644 |
1.5644 |
1.5614 |
1.5664 |
| PP |
1.5594 |
1.5594 |
1.5594 |
1.5603 |
| S1 |
1.5555 |
1.5555 |
1.5598 |
1.5575 |
| S2 |
1.5505 |
1.5505 |
1.5590 |
|
| S3 |
1.5416 |
1.5466 |
1.5582 |
|
| S4 |
1.5327 |
1.5377 |
1.5557 |
|
|
| 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 |
1.5820 |
1.5477 |
0.0343 |
2.2% |
0.0119 |
0.8% |
38% |
False |
False |
792 |
| 10 |
1.6081 |
1.5477 |
0.0604 |
3.9% |
0.0133 |
0.9% |
21% |
False |
False |
503 |
| 20 |
1.6264 |
1.5477 |
0.0787 |
5.0% |
0.0142 |
0.9% |
16% |
False |
False |
320 |
| 40 |
1.6264 |
1.5477 |
0.0787 |
5.0% |
0.0137 |
0.9% |
16% |
False |
False |
205 |
| 60 |
1.6264 |
1.5340 |
0.0924 |
5.9% |
0.0126 |
0.8% |
29% |
False |
False |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6010 |
|
2.618 |
1.5865 |
|
1.618 |
1.5776 |
|
1.000 |
1.5721 |
|
0.618 |
1.5687 |
|
HIGH |
1.5632 |
|
0.618 |
1.5598 |
|
0.500 |
1.5588 |
|
0.382 |
1.5577 |
|
LOW |
1.5543 |
|
0.618 |
1.5488 |
|
1.000 |
1.5454 |
|
1.618 |
1.5399 |
|
2.618 |
1.5310 |
|
4.250 |
1.5165 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5600 |
1.5589 |
| PP |
1.5594 |
1.5572 |
| S1 |
1.5588 |
1.5556 |
|