CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 07-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5762 |
1.5705 |
-0.0057 |
-0.4% |
1.5597 |
| High |
1.5765 |
1.5811 |
0.0046 |
0.3% |
1.5775 |
| Low |
1.5642 |
1.5695 |
0.0053 |
0.3% |
1.5477 |
| Close |
1.5706 |
1.5756 |
0.0050 |
0.3% |
1.5730 |
| Range |
0.0123 |
0.0116 |
-0.0007 |
-5.7% |
0.0298 |
| ATR |
0.0143 |
0.0141 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
6,298 |
20,156 |
13,858 |
220.0% |
6,794 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6102 |
1.6045 |
1.5820 |
|
| R3 |
1.5986 |
1.5929 |
1.5788 |
|
| R2 |
1.5870 |
1.5870 |
1.5777 |
|
| R1 |
1.5813 |
1.5813 |
1.5767 |
1.5842 |
| PP |
1.5754 |
1.5754 |
1.5754 |
1.5768 |
| S1 |
1.5697 |
1.5697 |
1.5745 |
1.5726 |
| S2 |
1.5638 |
1.5638 |
1.5735 |
|
| S3 |
1.5522 |
1.5581 |
1.5724 |
|
| S4 |
1.5406 |
1.5465 |
1.5692 |
|
|
| 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 |
1.5811 |
1.5500 |
0.0311 |
2.0% |
0.0137 |
0.9% |
82% |
True |
False |
6,387 |
| 10 |
1.5932 |
1.5477 |
0.0455 |
2.9% |
0.0138 |
0.9% |
61% |
False |
False |
3,395 |
| 20 |
1.6165 |
1.5477 |
0.0688 |
4.4% |
0.0146 |
0.9% |
41% |
False |
False |
1,796 |
| 40 |
1.6264 |
1.5477 |
0.0787 |
5.0% |
0.0140 |
0.9% |
35% |
False |
False |
944 |
| 60 |
1.6264 |
1.5340 |
0.0924 |
5.9% |
0.0133 |
0.8% |
45% |
False |
False |
646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6304 |
|
2.618 |
1.6115 |
|
1.618 |
1.5999 |
|
1.000 |
1.5927 |
|
0.618 |
1.5883 |
|
HIGH |
1.5811 |
|
0.618 |
1.5767 |
|
0.500 |
1.5753 |
|
0.382 |
1.5739 |
|
LOW |
1.5695 |
|
0.618 |
1.5623 |
|
1.000 |
1.5579 |
|
1.618 |
1.5507 |
|
2.618 |
1.5391 |
|
4.250 |
1.5202 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5755 |
1.5735 |
| PP |
1.5754 |
1.5713 |
| S1 |
1.5753 |
1.5692 |
|