CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 28-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5425 |
1.5411 |
-0.0014 |
-0.1% |
1.5508 |
| High |
1.5448 |
1.5505 |
0.0057 |
0.4% |
1.5567 |
| Low |
1.5361 |
1.5335 |
-0.0026 |
-0.2% |
1.5346 |
| Close |
1.5395 |
1.5361 |
-0.0034 |
-0.2% |
1.5404 |
| Range |
0.0087 |
0.0170 |
0.0083 |
95.4% |
0.0221 |
| ATR |
0.0138 |
0.0140 |
0.0002 |
1.7% |
0.0000 |
| Volume |
58,337 |
56,797 |
-1,540 |
-2.6% |
260,927 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5910 |
1.5806 |
1.5455 |
|
| R3 |
1.5740 |
1.5636 |
1.5408 |
|
| R2 |
1.5570 |
1.5570 |
1.5392 |
|
| R1 |
1.5466 |
1.5466 |
1.5377 |
1.5433 |
| PP |
1.5400 |
1.5400 |
1.5400 |
1.5384 |
| S1 |
1.5296 |
1.5296 |
1.5345 |
1.5263 |
| S2 |
1.5230 |
1.5230 |
1.5330 |
|
| S3 |
1.5060 |
1.5126 |
1.5314 |
|
| S4 |
1.4890 |
1.4956 |
1.5268 |
|
|
| 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 |
1.5560 |
1.5335 |
0.0225 |
1.5% |
0.0121 |
0.8% |
12% |
False |
True |
61,679 |
| 10 |
1.5900 |
1.5335 |
0.0565 |
3.7% |
0.0142 |
0.9% |
5% |
False |
True |
76,771 |
| 20 |
1.5900 |
1.5335 |
0.0565 |
3.7% |
0.0140 |
0.9% |
5% |
False |
True |
53,335 |
| 40 |
1.6264 |
1.5335 |
0.0929 |
6.0% |
0.0141 |
0.9% |
3% |
False |
True |
26,759 |
| 60 |
1.6264 |
1.5335 |
0.0929 |
6.0% |
0.0138 |
0.9% |
3% |
False |
True |
17,868 |
| 80 |
1.6264 |
1.5283 |
0.0981 |
6.4% |
0.0128 |
0.8% |
8% |
False |
False |
13,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6228 |
|
2.618 |
1.5950 |
|
1.618 |
1.5780 |
|
1.000 |
1.5675 |
|
0.618 |
1.5610 |
|
HIGH |
1.5505 |
|
0.618 |
1.5440 |
|
0.500 |
1.5420 |
|
0.382 |
1.5400 |
|
LOW |
1.5335 |
|
0.618 |
1.5230 |
|
1.000 |
1.5165 |
|
1.618 |
1.5060 |
|
2.618 |
1.4890 |
|
4.250 |
1.4613 |
|
|
| Fisher Pivots for day following 28-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5420 |
1.5420 |
| PP |
1.5400 |
1.5400 |
| S1 |
1.5381 |
1.5381 |
|