CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 27-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5378 |
1.5425 |
0.0047 |
0.3% |
1.5508 |
| High |
1.5438 |
1.5448 |
0.0010 |
0.1% |
1.5567 |
| Low |
1.5363 |
1.5361 |
-0.0002 |
0.0% |
1.5346 |
| Close |
1.5404 |
1.5395 |
-0.0009 |
-0.1% |
1.5404 |
| Range |
0.0075 |
0.0087 |
0.0012 |
16.0% |
0.0221 |
| ATR |
0.0142 |
0.0138 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
57,041 |
58,337 |
1,296 |
2.3% |
260,927 |
|
| Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5662 |
1.5616 |
1.5443 |
|
| R3 |
1.5575 |
1.5529 |
1.5419 |
|
| R2 |
1.5488 |
1.5488 |
1.5411 |
|
| R1 |
1.5442 |
1.5442 |
1.5403 |
1.5422 |
| PP |
1.5401 |
1.5401 |
1.5401 |
1.5391 |
| S1 |
1.5355 |
1.5355 |
1.5387 |
1.5335 |
| S2 |
1.5314 |
1.5314 |
1.5379 |
|
| S3 |
1.5227 |
1.5268 |
1.5371 |
|
| S4 |
1.5140 |
1.5181 |
1.5347 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6102 |
1.5974 |
1.5526 |
|
| R3 |
1.5881 |
1.5753 |
1.5465 |
|
| R2 |
1.5660 |
1.5660 |
1.5445 |
|
| R1 |
1.5532 |
1.5532 |
1.5424 |
1.5486 |
| PP |
1.5439 |
1.5439 |
1.5439 |
1.5416 |
| S1 |
1.5311 |
1.5311 |
1.5384 |
1.5265 |
| S2 |
1.5218 |
1.5218 |
1.5363 |
|
| S3 |
1.4997 |
1.5090 |
1.5343 |
|
| S4 |
1.4776 |
1.4869 |
1.5282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5567 |
1.5346 |
0.0221 |
1.4% |
0.0107 |
0.7% |
22% |
False |
False |
63,852 |
| 10 |
1.5900 |
1.5346 |
0.0554 |
3.6% |
0.0143 |
0.9% |
9% |
False |
False |
81,165 |
| 20 |
1.5900 |
1.5346 |
0.0554 |
3.6% |
0.0138 |
0.9% |
9% |
False |
False |
50,526 |
| 40 |
1.6264 |
1.5346 |
0.0918 |
6.0% |
0.0141 |
0.9% |
5% |
False |
False |
25,346 |
| 60 |
1.6264 |
1.5346 |
0.0918 |
6.0% |
0.0137 |
0.9% |
5% |
False |
False |
16,922 |
| 80 |
1.6264 |
1.5283 |
0.0981 |
6.4% |
0.0126 |
0.8% |
11% |
False |
False |
12,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5818 |
|
2.618 |
1.5676 |
|
1.618 |
1.5589 |
|
1.000 |
1.5535 |
|
0.618 |
1.5502 |
|
HIGH |
1.5448 |
|
0.618 |
1.5415 |
|
0.500 |
1.5405 |
|
0.382 |
1.5394 |
|
LOW |
1.5361 |
|
0.618 |
1.5307 |
|
1.000 |
1.5274 |
|
1.618 |
1.5220 |
|
2.618 |
1.5133 |
|
4.250 |
1.4991 |
|
|
| Fisher Pivots for day following 27-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5405 |
1.5416 |
| PP |
1.5401 |
1.5409 |
| S1 |
1.5398 |
1.5402 |
|