CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 07-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5499 |
1.5448 |
-0.0051 |
-0.3% |
1.5536 |
| High |
1.5557 |
1.5573 |
0.0016 |
0.1% |
1.5638 |
| Low |
1.5439 |
1.5397 |
-0.0042 |
-0.3% |
1.5397 |
| Close |
1.5461 |
1.5541 |
0.0080 |
0.5% |
1.5541 |
| Range |
0.0118 |
0.0176 |
0.0058 |
49.2% |
0.0241 |
| ATR |
0.0154 |
0.0155 |
0.0002 |
1.0% |
0.0000 |
| Volume |
119,171 |
117,918 |
-1,253 |
-1.1% |
525,962 |
|
| Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6032 |
1.5962 |
1.5638 |
|
| R3 |
1.5856 |
1.5786 |
1.5589 |
|
| R2 |
1.5680 |
1.5680 |
1.5573 |
|
| R1 |
1.5610 |
1.5610 |
1.5557 |
1.5645 |
| PP |
1.5504 |
1.5504 |
1.5504 |
1.5521 |
| S1 |
1.5434 |
1.5434 |
1.5525 |
1.5469 |
| S2 |
1.5328 |
1.5328 |
1.5509 |
|
| S3 |
1.5152 |
1.5258 |
1.5493 |
|
| S4 |
1.4976 |
1.5082 |
1.5444 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6248 |
1.6136 |
1.5674 |
|
| R3 |
1.6007 |
1.5895 |
1.5607 |
|
| R2 |
1.5766 |
1.5766 |
1.5585 |
|
| R1 |
1.5654 |
1.5654 |
1.5563 |
1.5710 |
| PP |
1.5525 |
1.5525 |
1.5525 |
1.5554 |
| S1 |
1.5413 |
1.5413 |
1.5519 |
1.5469 |
| S2 |
1.5284 |
1.5284 |
1.5497 |
|
| S3 |
1.5043 |
1.5172 |
1.5475 |
|
| S4 |
1.4802 |
1.4931 |
1.5408 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5638 |
1.5397 |
0.0241 |
1.6% |
0.0164 |
1.1% |
60% |
False |
True |
105,192 |
| 10 |
1.5659 |
1.5335 |
0.0324 |
2.1% |
0.0166 |
1.1% |
64% |
False |
False |
81,023 |
| 20 |
1.5900 |
1.5335 |
0.0565 |
3.6% |
0.0156 |
1.0% |
36% |
False |
False |
81,928 |
| 40 |
1.6165 |
1.5335 |
0.0830 |
5.3% |
0.0148 |
1.0% |
25% |
False |
False |
44,116 |
| 60 |
1.6264 |
1.5335 |
0.0929 |
6.0% |
0.0147 |
0.9% |
22% |
False |
False |
29,448 |
| 80 |
1.6264 |
1.5335 |
0.0929 |
6.0% |
0.0138 |
0.9% |
22% |
False |
False |
22,098 |
| 100 |
1.6264 |
1.5283 |
0.0981 |
6.3% |
0.0118 |
0.8% |
26% |
False |
False |
17,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6321 |
|
2.618 |
1.6034 |
|
1.618 |
1.5858 |
|
1.000 |
1.5749 |
|
0.618 |
1.5682 |
|
HIGH |
1.5573 |
|
0.618 |
1.5506 |
|
0.500 |
1.5485 |
|
0.382 |
1.5464 |
|
LOW |
1.5397 |
|
0.618 |
1.5288 |
|
1.000 |
1.5221 |
|
1.618 |
1.5112 |
|
2.618 |
1.4936 |
|
4.250 |
1.4649 |
|
|
| Fisher Pivots for day following 07-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5522 |
1.5530 |
| PP |
1.5504 |
1.5519 |
| S1 |
1.5485 |
1.5509 |
|