CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 26-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5976 |
1.5816 |
-0.0160 |
-1.0% |
1.5870 |
| High |
1.6013 |
1.5939 |
-0.0074 |
-0.5% |
1.6054 |
| Low |
1.5745 |
1.5763 |
0.0018 |
0.1% |
1.5828 |
| Close |
1.5787 |
1.5873 |
0.0086 |
0.5% |
1.5995 |
| Range |
0.0268 |
0.0176 |
-0.0092 |
-34.3% |
0.0226 |
| ATR |
0.0157 |
0.0158 |
0.0001 |
0.9% |
0.0000 |
| Volume |
201,533 |
135,852 |
-65,681 |
-32.6% |
477,901 |
|
| Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6386 |
1.6306 |
1.5970 |
|
| R3 |
1.6210 |
1.6130 |
1.5921 |
|
| R2 |
1.6034 |
1.6034 |
1.5905 |
|
| R1 |
1.5954 |
1.5954 |
1.5889 |
1.5994 |
| PP |
1.5858 |
1.5858 |
1.5858 |
1.5879 |
| S1 |
1.5778 |
1.5778 |
1.5857 |
1.5818 |
| S2 |
1.5682 |
1.5682 |
1.5841 |
|
| S3 |
1.5506 |
1.5602 |
1.5825 |
|
| S4 |
1.5330 |
1.5426 |
1.5776 |
|
|
| 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 |
1.6013 |
1.5745 |
0.0268 |
1.7% |
0.0172 |
1.1% |
48% |
False |
False |
134,553 |
| 10 |
1.6054 |
1.5575 |
0.0479 |
3.0% |
0.0162 |
1.0% |
62% |
False |
False |
127,069 |
| 20 |
1.6054 |
1.5342 |
0.0712 |
4.5% |
0.0164 |
1.0% |
75% |
False |
False |
108,575 |
| 40 |
1.6054 |
1.5335 |
0.0719 |
4.5% |
0.0152 |
1.0% |
75% |
False |
False |
80,955 |
| 60 |
1.6264 |
1.5335 |
0.0929 |
5.9% |
0.0149 |
0.9% |
58% |
False |
False |
54,031 |
| 80 |
1.6264 |
1.5335 |
0.0929 |
5.9% |
0.0145 |
0.9% |
58% |
False |
False |
40,545 |
| 100 |
1.6264 |
1.5283 |
0.0981 |
6.2% |
0.0136 |
0.9% |
60% |
False |
False |
32,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6687 |
|
2.618 |
1.6400 |
|
1.618 |
1.6224 |
|
1.000 |
1.6115 |
|
0.618 |
1.6048 |
|
HIGH |
1.5939 |
|
0.618 |
1.5872 |
|
0.500 |
1.5851 |
|
0.382 |
1.5830 |
|
LOW |
1.5763 |
|
0.618 |
1.5654 |
|
1.000 |
1.5587 |
|
1.618 |
1.5478 |
|
2.618 |
1.5302 |
|
4.250 |
1.5015 |
|
|
| Fisher Pivots for day following 26-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5866 |
1.5879 |
| PP |
1.5858 |
1.5877 |
| S1 |
1.5851 |
1.5875 |
|