CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 11-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5526 |
1.5568 |
0.0042 |
0.3% |
1.5536 |
| High |
1.5595 |
1.5633 |
0.0038 |
0.2% |
1.5638 |
| Low |
1.5467 |
1.5506 |
0.0039 |
0.3% |
1.5397 |
| Close |
1.5575 |
1.5593 |
0.0018 |
0.1% |
1.5541 |
| Range |
0.0128 |
0.0127 |
-0.0001 |
-0.8% |
0.0241 |
| ATR |
0.0153 |
0.0152 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
90,694 |
115,022 |
24,328 |
26.8% |
525,962 |
|
| Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5958 |
1.5903 |
1.5663 |
|
| R3 |
1.5831 |
1.5776 |
1.5628 |
|
| R2 |
1.5704 |
1.5704 |
1.5616 |
|
| R1 |
1.5649 |
1.5649 |
1.5605 |
1.5677 |
| PP |
1.5577 |
1.5577 |
1.5577 |
1.5591 |
| S1 |
1.5522 |
1.5522 |
1.5581 |
1.5550 |
| S2 |
1.5450 |
1.5450 |
1.5570 |
|
| S3 |
1.5323 |
1.5395 |
1.5558 |
|
| S4 |
1.5196 |
1.5268 |
1.5523 |
|
|
| 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 |
1.5633 |
1.5397 |
0.0236 |
1.5% |
0.0145 |
0.9% |
83% |
True |
False |
110,480 |
| 10 |
1.5659 |
1.5342 |
0.0317 |
2.0% |
0.0166 |
1.1% |
79% |
False |
False |
90,081 |
| 20 |
1.5900 |
1.5335 |
0.0565 |
3.6% |
0.0154 |
1.0% |
46% |
False |
False |
83,426 |
| 40 |
1.6130 |
1.5335 |
0.0795 |
5.1% |
0.0148 |
1.0% |
32% |
False |
False |
49,252 |
| 60 |
1.6264 |
1.5335 |
0.0929 |
6.0% |
0.0147 |
0.9% |
28% |
False |
False |
32,875 |
| 80 |
1.6264 |
1.5335 |
0.0929 |
6.0% |
0.0139 |
0.9% |
28% |
False |
False |
24,667 |
| 100 |
1.6264 |
1.5283 |
0.0981 |
6.3% |
0.0121 |
0.8% |
32% |
False |
False |
19,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6173 |
|
2.618 |
1.5965 |
|
1.618 |
1.5838 |
|
1.000 |
1.5760 |
|
0.618 |
1.5711 |
|
HIGH |
1.5633 |
|
0.618 |
1.5584 |
|
0.500 |
1.5570 |
|
0.382 |
1.5555 |
|
LOW |
1.5506 |
|
0.618 |
1.5428 |
|
1.000 |
1.5379 |
|
1.618 |
1.5301 |
|
2.618 |
1.5174 |
|
4.250 |
1.4966 |
|
|
| Fisher Pivots for day following 11-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5585 |
1.5567 |
| PP |
1.5577 |
1.5541 |
| S1 |
1.5570 |
1.5515 |
|