CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 24-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5891 |
1.5992 |
0.0101 |
0.6% |
1.5870 |
| High |
1.6011 |
1.6008 |
-0.0003 |
0.0% |
1.6054 |
| Low |
1.5861 |
1.5916 |
0.0055 |
0.3% |
1.5828 |
| Close |
1.5995 |
1.5988 |
-0.0007 |
0.0% |
1.5995 |
| Range |
0.0150 |
0.0092 |
-0.0058 |
-38.7% |
0.0226 |
| ATR |
0.0153 |
0.0148 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
106,743 |
85,693 |
-21,050 |
-19.7% |
477,901 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6247 |
1.6209 |
1.6039 |
|
| R3 |
1.6155 |
1.6117 |
1.6013 |
|
| R2 |
1.6063 |
1.6063 |
1.6005 |
|
| R1 |
1.6025 |
1.6025 |
1.5996 |
1.5998 |
| PP |
1.5971 |
1.5971 |
1.5971 |
1.5957 |
| S1 |
1.5933 |
1.5933 |
1.5980 |
1.5906 |
| S2 |
1.5879 |
1.5879 |
1.5971 |
|
| S3 |
1.5787 |
1.5841 |
1.5963 |
|
| S4 |
1.5695 |
1.5749 |
1.5937 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6637 |
1.6542 |
1.6119 |
|
| R3 |
1.6411 |
1.6316 |
1.6057 |
|
| R2 |
1.6185 |
1.6185 |
1.6036 |
|
| R1 |
1.6090 |
1.6090 |
1.6016 |
1.6138 |
| PP |
1.5959 |
1.5959 |
1.5959 |
1.5983 |
| S1 |
1.5864 |
1.5864 |
1.5974 |
1.5912 |
| S2 |
1.5733 |
1.5733 |
1.5954 |
|
| S3 |
1.5507 |
1.5638 |
1.5933 |
|
| S4 |
1.5281 |
1.5412 |
1.5871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6054 |
1.5828 |
0.0226 |
1.4% |
0.0147 |
0.9% |
71% |
False |
False |
112,718 |
| 10 |
1.6054 |
1.5467 |
0.0587 |
3.7% |
0.0143 |
0.9% |
89% |
False |
False |
113,902 |
| 20 |
1.6054 |
1.5335 |
0.0719 |
4.5% |
0.0155 |
1.0% |
91% |
False |
False |
97,462 |
| 40 |
1.6054 |
1.5335 |
0.0719 |
4.5% |
0.0149 |
0.9% |
91% |
False |
False |
72,544 |
| 60 |
1.6264 |
1.5335 |
0.0929 |
5.8% |
0.0147 |
0.9% |
70% |
False |
False |
48,414 |
| 80 |
1.6264 |
1.5335 |
0.0929 |
5.8% |
0.0143 |
0.9% |
70% |
False |
False |
36,328 |
| 100 |
1.6264 |
1.5283 |
0.0981 |
6.1% |
0.0132 |
0.8% |
72% |
False |
False |
29,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6399 |
|
2.618 |
1.6249 |
|
1.618 |
1.6157 |
|
1.000 |
1.6100 |
|
0.618 |
1.6065 |
|
HIGH |
1.6008 |
|
0.618 |
1.5973 |
|
0.500 |
1.5962 |
|
0.382 |
1.5951 |
|
LOW |
1.5916 |
|
0.618 |
1.5859 |
|
1.000 |
1.5824 |
|
1.618 |
1.5767 |
|
2.618 |
1.5675 |
|
4.250 |
1.5525 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5979 |
1.5966 |
| PP |
1.5971 |
1.5943 |
| S1 |
1.5962 |
1.5921 |
|