CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5762 |
1.5790 |
0.0028 |
0.2% |
1.5762 |
| High |
1.5853 |
1.5887 |
0.0034 |
0.2% |
1.5853 |
| Low |
1.5737 |
1.5708 |
-0.0029 |
-0.2% |
1.5642 |
| Close |
1.5790 |
1.5858 |
0.0068 |
0.4% |
1.5790 |
| Range |
0.0116 |
0.0179 |
0.0063 |
54.3% |
0.0211 |
| ATR |
0.0140 |
0.0143 |
0.0003 |
2.0% |
0.0000 |
| Volume |
75,025 |
100,744 |
25,719 |
34.3% |
192,079 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6355 |
1.6285 |
1.5956 |
|
| R3 |
1.6176 |
1.6106 |
1.5907 |
|
| R2 |
1.5997 |
1.5997 |
1.5891 |
|
| R1 |
1.5927 |
1.5927 |
1.5874 |
1.5962 |
| PP |
1.5818 |
1.5818 |
1.5818 |
1.5835 |
| S1 |
1.5748 |
1.5748 |
1.5842 |
1.5783 |
| S2 |
1.5639 |
1.5639 |
1.5825 |
|
| S3 |
1.5460 |
1.5569 |
1.5809 |
|
| S4 |
1.5281 |
1.5390 |
1.5760 |
|
|
| 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 |
1.5887 |
1.5658 |
0.0229 |
1.4% |
0.0142 |
0.9% |
87% |
True |
False |
57,305 |
| 10 |
1.5887 |
1.5477 |
0.0410 |
2.6% |
0.0139 |
0.9% |
93% |
True |
False |
29,900 |
| 20 |
1.6130 |
1.5477 |
0.0653 |
4.1% |
0.0143 |
0.9% |
58% |
False |
False |
15,078 |
| 40 |
1.6264 |
1.5477 |
0.0787 |
5.0% |
0.0144 |
0.9% |
48% |
False |
False |
7,599 |
| 60 |
1.6264 |
1.5477 |
0.0787 |
5.0% |
0.0134 |
0.8% |
48% |
False |
False |
5,081 |
| 80 |
1.6264 |
1.5283 |
0.0981 |
6.2% |
0.0113 |
0.7% |
59% |
False |
False |
3,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6648 |
|
2.618 |
1.6356 |
|
1.618 |
1.6177 |
|
1.000 |
1.6066 |
|
0.618 |
1.5998 |
|
HIGH |
1.5887 |
|
0.618 |
1.5819 |
|
0.500 |
1.5798 |
|
0.382 |
1.5776 |
|
LOW |
1.5708 |
|
0.618 |
1.5597 |
|
1.000 |
1.5529 |
|
1.618 |
1.5418 |
|
2.618 |
1.5239 |
|
4.250 |
1.4947 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5838 |
1.5837 |
| PP |
1.5818 |
1.5815 |
| S1 |
1.5798 |
1.5794 |
|