CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 10-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5793 |
1.5762 |
-0.0031 |
-0.2% |
1.5762 |
| High |
1.5832 |
1.5853 |
0.0021 |
0.1% |
1.5853 |
| Low |
1.5700 |
1.5737 |
0.0037 |
0.2% |
1.5642 |
| Close |
1.5739 |
1.5790 |
0.0051 |
0.3% |
1.5790 |
| Range |
0.0132 |
0.0116 |
-0.0016 |
-12.1% |
0.0211 |
| ATR |
0.0142 |
0.0140 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
55,707 |
75,025 |
19,318 |
34.7% |
192,079 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6141 |
1.6082 |
1.5854 |
|
| R3 |
1.6025 |
1.5966 |
1.5822 |
|
| R2 |
1.5909 |
1.5909 |
1.5811 |
|
| R1 |
1.5850 |
1.5850 |
1.5801 |
1.5880 |
| PP |
1.5793 |
1.5793 |
1.5793 |
1.5808 |
| S1 |
1.5734 |
1.5734 |
1.5779 |
1.5764 |
| S2 |
1.5677 |
1.5677 |
1.5769 |
|
| S3 |
1.5561 |
1.5618 |
1.5758 |
|
| S4 |
1.5445 |
1.5502 |
1.5726 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6395 |
1.6303 |
1.5906 |
|
| R3 |
1.6184 |
1.6092 |
1.5848 |
|
| R2 |
1.5973 |
1.5973 |
1.5829 |
|
| R1 |
1.5881 |
1.5881 |
1.5809 |
1.5927 |
| PP |
1.5762 |
1.5762 |
1.5762 |
1.5785 |
| S1 |
1.5670 |
1.5670 |
1.5771 |
1.5716 |
| S2 |
1.5551 |
1.5551 |
1.5751 |
|
| S3 |
1.5340 |
1.5459 |
1.5732 |
|
| S4 |
1.5129 |
1.5248 |
1.5674 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5853 |
1.5642 |
0.0211 |
1.3% |
0.0131 |
0.8% |
70% |
True |
False |
38,415 |
| 10 |
1.5853 |
1.5477 |
0.0376 |
2.4% |
0.0133 |
0.8% |
83% |
True |
False |
19,887 |
| 20 |
1.6165 |
1.5477 |
0.0688 |
4.4% |
0.0144 |
0.9% |
45% |
False |
False |
10,046 |
| 40 |
1.6264 |
1.5477 |
0.0787 |
5.0% |
0.0142 |
0.9% |
40% |
False |
False |
5,083 |
| 60 |
1.6264 |
1.5477 |
0.0787 |
5.0% |
0.0132 |
0.8% |
40% |
False |
False |
3,402 |
| 80 |
1.6264 |
1.5283 |
0.0981 |
6.2% |
0.0111 |
0.7% |
52% |
False |
False |
2,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6346 |
|
2.618 |
1.6157 |
|
1.618 |
1.6041 |
|
1.000 |
1.5969 |
|
0.618 |
1.5925 |
|
HIGH |
1.5853 |
|
0.618 |
1.5809 |
|
0.500 |
1.5795 |
|
0.382 |
1.5781 |
|
LOW |
1.5737 |
|
0.618 |
1.5665 |
|
1.000 |
1.5621 |
|
1.618 |
1.5549 |
|
2.618 |
1.5433 |
|
4.250 |
1.5244 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5795 |
1.5779 |
| PP |
1.5793 |
1.5767 |
| S1 |
1.5792 |
1.5756 |
|