CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 06-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5588 |
1.5762 |
0.0174 |
1.1% |
1.5597 |
| High |
1.5775 |
1.5765 |
-0.0010 |
-0.1% |
1.5775 |
| Low |
1.5573 |
1.5642 |
0.0069 |
0.4% |
1.5477 |
| Close |
1.5730 |
1.5706 |
-0.0024 |
-0.2% |
1.5730 |
| Range |
0.0202 |
0.0123 |
-0.0079 |
-39.1% |
0.0298 |
| ATR |
0.0144 |
0.0143 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
1,941 |
6,298 |
4,357 |
224.5% |
6,794 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6073 |
1.6013 |
1.5774 |
|
| R3 |
1.5950 |
1.5890 |
1.5740 |
|
| R2 |
1.5827 |
1.5827 |
1.5729 |
|
| R1 |
1.5767 |
1.5767 |
1.5717 |
1.5736 |
| PP |
1.5704 |
1.5704 |
1.5704 |
1.5689 |
| S1 |
1.5644 |
1.5644 |
1.5695 |
1.5613 |
| S2 |
1.5581 |
1.5581 |
1.5683 |
|
| S3 |
1.5458 |
1.5521 |
1.5672 |
|
| S4 |
1.5335 |
1.5398 |
1.5638 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6555 |
1.6440 |
1.5894 |
|
| R3 |
1.6257 |
1.6142 |
1.5812 |
|
| R2 |
1.5959 |
1.5959 |
1.5785 |
|
| R1 |
1.5844 |
1.5844 |
1.5757 |
1.5902 |
| PP |
1.5661 |
1.5661 |
1.5661 |
1.5689 |
| S1 |
1.5546 |
1.5546 |
1.5703 |
1.5604 |
| S2 |
1.5363 |
1.5363 |
1.5675 |
|
| S3 |
1.5065 |
1.5248 |
1.5648 |
|
| S4 |
1.4767 |
1.4950 |
1.5566 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5775 |
1.5477 |
0.0298 |
1.9% |
0.0136 |
0.9% |
77% |
False |
False |
2,495 |
| 10 |
1.6062 |
1.5477 |
0.0585 |
3.7% |
0.0143 |
0.9% |
39% |
False |
False |
1,390 |
| 20 |
1.6184 |
1.5477 |
0.0707 |
4.5% |
0.0145 |
0.9% |
32% |
False |
False |
792 |
| 40 |
1.6264 |
1.5477 |
0.0787 |
5.0% |
0.0139 |
0.9% |
29% |
False |
False |
442 |
| 60 |
1.6264 |
1.5340 |
0.0924 |
5.9% |
0.0132 |
0.8% |
40% |
False |
False |
310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6288 |
|
2.618 |
1.6087 |
|
1.618 |
1.5964 |
|
1.000 |
1.5888 |
|
0.618 |
1.5841 |
|
HIGH |
1.5765 |
|
0.618 |
1.5718 |
|
0.500 |
1.5704 |
|
0.382 |
1.5689 |
|
LOW |
1.5642 |
|
0.618 |
1.5566 |
|
1.000 |
1.5519 |
|
1.618 |
1.5443 |
|
2.618 |
1.5320 |
|
4.250 |
1.5119 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5705 |
1.5683 |
| PP |
1.5704 |
1.5660 |
| S1 |
1.5704 |
1.5638 |
|