CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 23-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5460 |
1.5378 |
-0.0082 |
-0.5% |
1.5790 |
| High |
1.5486 |
1.5438 |
-0.0048 |
-0.3% |
1.5900 |
| Low |
1.5346 |
1.5363 |
0.0017 |
0.1% |
1.5444 |
| Close |
1.5359 |
1.5404 |
0.0045 |
0.3% |
1.5502 |
| Range |
0.0140 |
0.0075 |
-0.0065 |
-46.4% |
0.0456 |
| ATR |
0.0147 |
0.0142 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
69,685 |
57,041 |
-12,644 |
-18.1% |
492,395 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5627 |
1.5590 |
1.5445 |
|
| R3 |
1.5552 |
1.5515 |
1.5425 |
|
| R2 |
1.5477 |
1.5477 |
1.5418 |
|
| R1 |
1.5440 |
1.5440 |
1.5411 |
1.5459 |
| PP |
1.5402 |
1.5402 |
1.5402 |
1.5411 |
| S1 |
1.5365 |
1.5365 |
1.5397 |
1.5384 |
| S2 |
1.5327 |
1.5327 |
1.5390 |
|
| S3 |
1.5252 |
1.5290 |
1.5383 |
|
| S4 |
1.5177 |
1.5215 |
1.5363 |
|
|
| 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 |
1.5639 |
1.5346 |
0.0293 |
1.9% |
0.0129 |
0.8% |
20% |
False |
False |
70,600 |
| 10 |
1.5900 |
1.5346 |
0.0554 |
3.6% |
0.0146 |
0.9% |
10% |
False |
False |
82,834 |
| 20 |
1.5900 |
1.5346 |
0.0554 |
3.6% |
0.0143 |
0.9% |
10% |
False |
False |
47,626 |
| 40 |
1.6264 |
1.5346 |
0.0918 |
6.0% |
0.0143 |
0.9% |
6% |
False |
False |
23,890 |
| 60 |
1.6264 |
1.5346 |
0.0918 |
6.0% |
0.0139 |
0.9% |
6% |
False |
False |
15,950 |
| 80 |
1.6264 |
1.5283 |
0.0981 |
6.4% |
0.0127 |
0.8% |
12% |
False |
False |
11,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5757 |
|
2.618 |
1.5634 |
|
1.618 |
1.5559 |
|
1.000 |
1.5513 |
|
0.618 |
1.5484 |
|
HIGH |
1.5438 |
|
0.618 |
1.5409 |
|
0.500 |
1.5401 |
|
0.382 |
1.5392 |
|
LOW |
1.5363 |
|
0.618 |
1.5317 |
|
1.000 |
1.5288 |
|
1.618 |
1.5242 |
|
2.618 |
1.5167 |
|
4.250 |
1.5044 |
|
|
| Fisher Pivots for day following 23-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5403 |
1.5453 |
| PP |
1.5402 |
1.5437 |
| S1 |
1.5401 |
1.5420 |
|