CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 06-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5584 |
1.5499 |
-0.0085 |
-0.5% |
1.5425 |
| High |
1.5620 |
1.5557 |
-0.0063 |
-0.4% |
1.5659 |
| Low |
1.5443 |
1.5439 |
-0.0004 |
0.0% |
1.5335 |
| Close |
1.5485 |
1.5461 |
-0.0024 |
-0.2% |
1.5581 |
| Range |
0.0177 |
0.0118 |
-0.0059 |
-33.3% |
0.0324 |
| ATR |
0.0157 |
0.0154 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
109,596 |
119,171 |
9,575 |
8.7% |
284,268 |
|
| Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5840 |
1.5768 |
1.5526 |
|
| R3 |
1.5722 |
1.5650 |
1.5493 |
|
| R2 |
1.5604 |
1.5604 |
1.5483 |
|
| R1 |
1.5532 |
1.5532 |
1.5472 |
1.5509 |
| PP |
1.5486 |
1.5486 |
1.5486 |
1.5474 |
| S1 |
1.5414 |
1.5414 |
1.5450 |
1.5391 |
| S2 |
1.5368 |
1.5368 |
1.5439 |
|
| S3 |
1.5250 |
1.5296 |
1.5429 |
|
| S4 |
1.5132 |
1.5178 |
1.5396 |
|
|
| 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 |
1.5416 |
0.0243 |
1.6% |
0.0177 |
1.1% |
19% |
False |
False |
90,805 |
| 10 |
1.5659 |
1.5335 |
0.0324 |
2.1% |
0.0156 |
1.0% |
39% |
False |
False |
74,935 |
| 20 |
1.5900 |
1.5335 |
0.0565 |
3.7% |
0.0153 |
1.0% |
22% |
False |
False |
78,818 |
| 40 |
1.6165 |
1.5335 |
0.0830 |
5.4% |
0.0148 |
1.0% |
15% |
False |
False |
41,176 |
| 60 |
1.6264 |
1.5335 |
0.0929 |
6.0% |
0.0146 |
0.9% |
14% |
False |
False |
27,483 |
| 80 |
1.6264 |
1.5335 |
0.0929 |
6.0% |
0.0138 |
0.9% |
14% |
False |
False |
20,625 |
| 100 |
1.6264 |
1.5283 |
0.0981 |
6.3% |
0.0117 |
0.8% |
18% |
False |
False |
16,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6059 |
|
2.618 |
1.5866 |
|
1.618 |
1.5748 |
|
1.000 |
1.5675 |
|
0.618 |
1.5630 |
|
HIGH |
1.5557 |
|
0.618 |
1.5512 |
|
0.500 |
1.5498 |
|
0.382 |
1.5484 |
|
LOW |
1.5439 |
|
0.618 |
1.5366 |
|
1.000 |
1.5321 |
|
1.618 |
1.5248 |
|
2.618 |
1.5130 |
|
4.250 |
1.4938 |
|
|
| Fisher Pivots for day following 06-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5498 |
1.5539 |
| PP |
1.5486 |
1.5513 |
| S1 |
1.5473 |
1.5487 |
|