CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 20-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5627 |
1.5508 |
-0.0119 |
-0.8% |
1.5790 |
| High |
1.5639 |
1.5567 |
-0.0072 |
-0.5% |
1.5900 |
| Low |
1.5444 |
1.5467 |
0.0023 |
0.1% |
1.5444 |
| Close |
1.5502 |
1.5495 |
-0.0007 |
0.0% |
1.5502 |
| Range |
0.0195 |
0.0100 |
-0.0095 |
-48.7% |
0.0456 |
| ATR |
0.0152 |
0.0148 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
92,073 |
67,665 |
-24,408 |
-26.5% |
492,395 |
|
| Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5810 |
1.5752 |
1.5550 |
|
| R3 |
1.5710 |
1.5652 |
1.5523 |
|
| R2 |
1.5610 |
1.5610 |
1.5513 |
|
| R1 |
1.5552 |
1.5552 |
1.5504 |
1.5531 |
| PP |
1.5510 |
1.5510 |
1.5510 |
1.5499 |
| S1 |
1.5452 |
1.5452 |
1.5486 |
1.5431 |
| S2 |
1.5410 |
1.5410 |
1.5477 |
|
| S3 |
1.5310 |
1.5352 |
1.5468 |
|
| S4 |
1.5210 |
1.5252 |
1.5440 |
|
|
| 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% |
0.0162 |
1.0% |
11% |
False |
False |
91,863 |
| 10 |
1.5900 |
1.5444 |
0.0456 |
2.9% |
0.0152 |
1.0% |
11% |
False |
False |
74,584 |
| 20 |
1.6062 |
1.5444 |
0.0618 |
4.0% |
0.0148 |
1.0% |
8% |
False |
False |
37,987 |
| 40 |
1.6264 |
1.5444 |
0.0820 |
5.3% |
0.0145 |
0.9% |
6% |
False |
False |
19,075 |
| 60 |
1.6264 |
1.5444 |
0.0820 |
5.3% |
0.0137 |
0.9% |
6% |
False |
False |
12,733 |
| 80 |
1.6264 |
1.5283 |
0.0981 |
6.3% |
0.0122 |
0.8% |
22% |
False |
False |
9,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5992 |
|
2.618 |
1.5829 |
|
1.618 |
1.5729 |
|
1.000 |
1.5667 |
|
0.618 |
1.5629 |
|
HIGH |
1.5567 |
|
0.618 |
1.5529 |
|
0.500 |
1.5517 |
|
0.382 |
1.5505 |
|
LOW |
1.5467 |
|
0.618 |
1.5405 |
|
1.000 |
1.5367 |
|
1.618 |
1.5305 |
|
2.618 |
1.5205 |
|
4.250 |
1.5042 |
|
|
| Fisher Pivots for day following 20-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5517 |
1.5542 |
| PP |
1.5510 |
1.5526 |
| S1 |
1.5502 |
1.5511 |
|