CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5959 |
1.5985 |
0.0026 |
0.2% |
1.5526 |
| High |
1.6032 |
1.6005 |
-0.0027 |
-0.2% |
1.5882 |
| Low |
1.5938 |
1.5831 |
-0.0107 |
-0.7% |
1.5467 |
| Close |
1.5981 |
1.5905 |
-0.0076 |
-0.5% |
1.5875 |
| Range |
0.0094 |
0.0174 |
0.0080 |
85.1% |
0.0415 |
| ATR |
0.0151 |
0.0153 |
0.0002 |
1.1% |
0.0000 |
| Volume |
113,906 |
142,947 |
29,041 |
25.5% |
575,433 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6436 |
1.6344 |
1.6001 |
|
| R3 |
1.6262 |
1.6170 |
1.5953 |
|
| R2 |
1.6088 |
1.6088 |
1.5937 |
|
| R1 |
1.5996 |
1.5996 |
1.5921 |
1.5955 |
| PP |
1.5914 |
1.5914 |
1.5914 |
1.5893 |
| S1 |
1.5822 |
1.5822 |
1.5889 |
1.5781 |
| S2 |
1.5740 |
1.5740 |
1.5873 |
|
| S3 |
1.5566 |
1.5648 |
1.5857 |
|
| S4 |
1.5392 |
1.5474 |
1.5809 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6986 |
1.6846 |
1.6103 |
|
| R3 |
1.6571 |
1.6431 |
1.5989 |
|
| R2 |
1.6156 |
1.6156 |
1.5951 |
|
| R1 |
1.6016 |
1.6016 |
1.5913 |
1.6086 |
| PP |
1.5741 |
1.5741 |
1.5741 |
1.5777 |
| S1 |
1.5601 |
1.5601 |
1.5837 |
1.5671 |
| S2 |
1.5326 |
1.5326 |
1.5799 |
|
| S3 |
1.4911 |
1.5186 |
1.5761 |
|
| S4 |
1.4496 |
1.4771 |
1.5647 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6054 |
1.5713 |
0.0341 |
2.1% |
0.0148 |
0.9% |
56% |
False |
False |
121,354 |
| 10 |
1.6054 |
1.5397 |
0.0657 |
4.1% |
0.0149 |
0.9% |
77% |
False |
False |
118,368 |
| 20 |
1.6054 |
1.5335 |
0.0719 |
4.5% |
0.0153 |
1.0% |
79% |
False |
False |
94,177 |
| 40 |
1.6054 |
1.5335 |
0.0719 |
4.5% |
0.0149 |
0.9% |
79% |
False |
False |
67,743 |
| 60 |
1.6264 |
1.5335 |
0.0929 |
5.8% |
0.0149 |
0.9% |
61% |
False |
False |
45,215 |
| 80 |
1.6264 |
1.5335 |
0.0929 |
5.8% |
0.0142 |
0.9% |
61% |
False |
False |
33,925 |
| 100 |
1.6264 |
1.5283 |
0.0981 |
6.2% |
0.0130 |
0.8% |
63% |
False |
False |
27,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6745 |
|
2.618 |
1.6461 |
|
1.618 |
1.6287 |
|
1.000 |
1.6179 |
|
0.618 |
1.6113 |
|
HIGH |
1.6005 |
|
0.618 |
1.5939 |
|
0.500 |
1.5918 |
|
0.382 |
1.5897 |
|
LOW |
1.5831 |
|
0.618 |
1.5723 |
|
1.000 |
1.5657 |
|
1.618 |
1.5549 |
|
2.618 |
1.5375 |
|
4.250 |
1.5092 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5918 |
1.5941 |
| PP |
1.5914 |
1.5929 |
| S1 |
1.5909 |
1.5917 |
|