CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 01-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5842 |
1.6010 |
0.0168 |
1.1% |
1.5992 |
| High |
1.6045 |
1.6159 |
0.0114 |
0.7% |
1.6013 |
| Low |
1.5818 |
1.6005 |
0.0187 |
1.2% |
1.5745 |
| Close |
1.6020 |
1.6135 |
0.0115 |
0.7% |
1.5863 |
| Range |
0.0227 |
0.0154 |
-0.0073 |
-32.2% |
0.0268 |
| ATR |
0.0159 |
0.0159 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
135,333 |
132,535 |
-2,798 |
-2.1% |
674,185 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6562 |
1.6502 |
1.6220 |
|
| R3 |
1.6408 |
1.6348 |
1.6177 |
|
| R2 |
1.6254 |
1.6254 |
1.6163 |
|
| R1 |
1.6194 |
1.6194 |
1.6149 |
1.6224 |
| PP |
1.6100 |
1.6100 |
1.6100 |
1.6115 |
| S1 |
1.6040 |
1.6040 |
1.6121 |
1.6070 |
| S2 |
1.5946 |
1.5946 |
1.6107 |
|
| S3 |
1.5792 |
1.5886 |
1.6093 |
|
| S4 |
1.5638 |
1.5732 |
1.6050 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6678 |
1.6538 |
1.6010 |
|
| R3 |
1.6410 |
1.6270 |
1.5937 |
|
| R2 |
1.6142 |
1.6142 |
1.5912 |
|
| R1 |
1.6002 |
1.6002 |
1.5888 |
1.5938 |
| PP |
1.5874 |
1.5874 |
1.5874 |
1.5842 |
| S1 |
1.5734 |
1.5734 |
1.5838 |
1.5670 |
| S2 |
1.5606 |
1.5606 |
1.5814 |
|
| S3 |
1.5338 |
1.5466 |
1.5789 |
|
| S4 |
1.5070 |
1.5198 |
1.5716 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6159 |
1.5763 |
0.0396 |
2.5% |
0.0162 |
1.0% |
94% |
True |
False |
130,965 |
| 10 |
1.6159 |
1.5745 |
0.0414 |
2.6% |
0.0159 |
1.0% |
94% |
True |
False |
130,564 |
| 20 |
1.6159 |
1.5397 |
0.0762 |
4.7% |
0.0159 |
1.0% |
97% |
True |
False |
122,610 |
| 40 |
1.6159 |
1.5335 |
0.0824 |
5.1% |
0.0154 |
1.0% |
97% |
True |
False |
93,775 |
| 60 |
1.6250 |
1.5335 |
0.0915 |
5.7% |
0.0151 |
0.9% |
87% |
False |
False |
62,677 |
| 80 |
1.6264 |
1.5335 |
0.0929 |
5.8% |
0.0147 |
0.9% |
86% |
False |
False |
47,030 |
| 100 |
1.6264 |
1.5335 |
0.0929 |
5.8% |
0.0140 |
0.9% |
86% |
False |
False |
37,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6814 |
|
2.618 |
1.6562 |
|
1.618 |
1.6408 |
|
1.000 |
1.6313 |
|
0.618 |
1.6254 |
|
HIGH |
1.6159 |
|
0.618 |
1.6100 |
|
0.500 |
1.6082 |
|
0.382 |
1.6064 |
|
LOW |
1.6005 |
|
0.618 |
1.5910 |
|
1.000 |
1.5851 |
|
1.618 |
1.5756 |
|
2.618 |
1.5602 |
|
4.250 |
1.5351 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6117 |
1.6086 |
| PP |
1.6100 |
1.6037 |
| S1 |
1.6082 |
1.5989 |
|