CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 17-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5540 |
1.5627 |
0.0087 |
0.6% |
1.5790 |
| High |
1.5628 |
1.5639 |
0.0011 |
0.1% |
1.5900 |
| Low |
1.5529 |
1.5444 |
-0.0085 |
-0.5% |
1.5444 |
| Close |
1.5596 |
1.5502 |
-0.0094 |
-0.6% |
1.5502 |
| Range |
0.0099 |
0.0195 |
0.0096 |
97.0% |
0.0456 |
| ATR |
0.0149 |
0.0152 |
0.0003 |
2.2% |
0.0000 |
| Volume |
78,765 |
92,073 |
13,308 |
16.9% |
492,395 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6113 |
1.6003 |
1.5609 |
|
| R3 |
1.5918 |
1.5808 |
1.5556 |
|
| R2 |
1.5723 |
1.5723 |
1.5538 |
|
| R1 |
1.5613 |
1.5613 |
1.5520 |
1.5571 |
| PP |
1.5528 |
1.5528 |
1.5528 |
1.5507 |
| S1 |
1.5418 |
1.5418 |
1.5484 |
1.5376 |
| S2 |
1.5333 |
1.5333 |
1.5466 |
|
| S3 |
1.5138 |
1.5223 |
1.5448 |
|
| S4 |
1.4943 |
1.5028 |
1.5395 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6983 |
1.6699 |
1.5753 |
|
| R3 |
1.6527 |
1.6243 |
1.5627 |
|
| R2 |
1.6071 |
1.6071 |
1.5586 |
|
| R1 |
1.5787 |
1.5787 |
1.5544 |
1.5701 |
| PP |
1.5615 |
1.5615 |
1.5615 |
1.5573 |
| S1 |
1.5331 |
1.5331 |
1.5460 |
1.5245 |
| S2 |
1.5159 |
1.5159 |
1.5418 |
|
| S3 |
1.4703 |
1.4875 |
1.5377 |
|
| S4 |
1.4247 |
1.4419 |
1.5251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5900 |
1.5444 |
0.0456 |
2.9% |
0.0178 |
1.1% |
13% |
False |
True |
98,479 |
| 10 |
1.5900 |
1.5444 |
0.0456 |
2.9% |
0.0155 |
1.0% |
13% |
False |
True |
68,447 |
| 20 |
1.6081 |
1.5444 |
0.0637 |
4.1% |
0.0150 |
1.0% |
9% |
False |
True |
34,617 |
| 40 |
1.6264 |
1.5444 |
0.0820 |
5.3% |
0.0145 |
0.9% |
7% |
False |
True |
17,384 |
| 60 |
1.6264 |
1.5444 |
0.0820 |
5.3% |
0.0139 |
0.9% |
7% |
False |
True |
11,606 |
| 80 |
1.6264 |
1.5283 |
0.0981 |
6.3% |
0.0121 |
0.8% |
22% |
False |
False |
8,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6468 |
|
2.618 |
1.6150 |
|
1.618 |
1.5955 |
|
1.000 |
1.5834 |
|
0.618 |
1.5760 |
|
HIGH |
1.5639 |
|
0.618 |
1.5565 |
|
0.500 |
1.5542 |
|
0.382 |
1.5518 |
|
LOW |
1.5444 |
|
0.618 |
1.5323 |
|
1.000 |
1.5249 |
|
1.618 |
1.5128 |
|
2.618 |
1.4933 |
|
4.250 |
1.4615 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5542 |
1.5604 |
| PP |
1.5528 |
1.5570 |
| S1 |
1.5515 |
1.5536 |
|