CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 31-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5492 |
1.5419 |
-0.0073 |
-0.5% |
1.5425 |
| High |
1.5527 |
1.5659 |
0.0132 |
0.9% |
1.5659 |
| Low |
1.5357 |
1.5416 |
0.0059 |
0.4% |
1.5335 |
| Close |
1.5407 |
1.5581 |
0.0174 |
1.1% |
1.5581 |
| Range |
0.0170 |
0.0243 |
0.0073 |
42.9% |
0.0324 |
| ATR |
0.0144 |
0.0152 |
0.0008 |
5.3% |
0.0000 |
| Volume |
65,395 |
45,985 |
-19,410 |
-29.7% |
284,268 |
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6281 |
1.6174 |
1.5715 |
|
| R3 |
1.6038 |
1.5931 |
1.5648 |
|
| R2 |
1.5795 |
1.5795 |
1.5626 |
|
| R1 |
1.5688 |
1.5688 |
1.5603 |
1.5742 |
| PP |
1.5552 |
1.5552 |
1.5552 |
1.5579 |
| S1 |
1.5445 |
1.5445 |
1.5559 |
1.5499 |
| S2 |
1.5309 |
1.5309 |
1.5536 |
|
| S3 |
1.5066 |
1.5202 |
1.5514 |
|
| S4 |
1.4823 |
1.4959 |
1.5447 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6497 |
1.6363 |
1.5759 |
|
| R3 |
1.6173 |
1.6039 |
1.5670 |
|
| R2 |
1.5849 |
1.5849 |
1.5640 |
|
| R1 |
1.5715 |
1.5715 |
1.5611 |
1.5782 |
| PP |
1.5525 |
1.5525 |
1.5525 |
1.5559 |
| S1 |
1.5391 |
1.5391 |
1.5551 |
1.5458 |
| S2 |
1.5201 |
1.5201 |
1.5522 |
|
| S3 |
1.4877 |
1.5067 |
1.5492 |
|
| S4 |
1.4553 |
1.4743 |
1.5403 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5659 |
1.5335 |
0.0324 |
2.1% |
0.0168 |
1.1% |
76% |
True |
False |
56,853 |
| 10 |
1.5659 |
1.5335 |
0.0324 |
2.1% |
0.0148 |
1.0% |
76% |
True |
False |
63,726 |
| 20 |
1.5900 |
1.5335 |
0.0565 |
3.6% |
0.0152 |
1.0% |
44% |
False |
False |
61,580 |
| 40 |
1.6264 |
1.5335 |
0.0929 |
6.0% |
0.0148 |
0.9% |
26% |
False |
False |
30,985 |
| 60 |
1.6264 |
1.5335 |
0.0929 |
6.0% |
0.0143 |
0.9% |
26% |
False |
False |
20,685 |
| 80 |
1.6264 |
1.5335 |
0.0929 |
6.0% |
0.0135 |
0.9% |
26% |
False |
False |
15,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6692 |
|
2.618 |
1.6295 |
|
1.618 |
1.6052 |
|
1.000 |
1.5902 |
|
0.618 |
1.5809 |
|
HIGH |
1.5659 |
|
0.618 |
1.5566 |
|
0.500 |
1.5538 |
|
0.382 |
1.5509 |
|
LOW |
1.5416 |
|
0.618 |
1.5266 |
|
1.000 |
1.5173 |
|
1.618 |
1.5023 |
|
2.618 |
1.4780 |
|
4.250 |
1.4383 |
|
|
| Fisher Pivots for day following 31-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5567 |
1.5554 |
| PP |
1.5552 |
1.5527 |
| S1 |
1.5538 |
1.5501 |
|