CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 18-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6089 |
1.6171 |
0.0082 |
0.5% |
1.6004 |
| High |
1.6185 |
1.6261 |
0.0076 |
0.5% |
1.6261 |
| Low |
1.6072 |
1.6146 |
0.0074 |
0.5% |
1.5978 |
| Close |
1.6170 |
1.6243 |
0.0073 |
0.5% |
1.6243 |
| Range |
0.0113 |
0.0115 |
0.0002 |
1.8% |
0.0283 |
| ATR |
0.0144 |
0.0142 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
104,408 |
125,021 |
20,613 |
19.7% |
703,261 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6562 |
1.6517 |
1.6306 |
|
| R3 |
1.6447 |
1.6402 |
1.6275 |
|
| R2 |
1.6332 |
1.6332 |
1.6264 |
|
| R1 |
1.6287 |
1.6287 |
1.6254 |
1.6310 |
| PP |
1.6217 |
1.6217 |
1.6217 |
1.6228 |
| S1 |
1.6172 |
1.6172 |
1.6232 |
1.6195 |
| S2 |
1.6102 |
1.6102 |
1.6222 |
|
| S3 |
1.5987 |
1.6057 |
1.6211 |
|
| S4 |
1.5872 |
1.5942 |
1.6180 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7010 |
1.6909 |
1.6399 |
|
| R3 |
1.6727 |
1.6626 |
1.6321 |
|
| R2 |
1.6444 |
1.6444 |
1.6295 |
|
| R1 |
1.6343 |
1.6343 |
1.6269 |
1.6394 |
| PP |
1.6161 |
1.6161 |
1.6161 |
1.6186 |
| S1 |
1.6060 |
1.6060 |
1.6217 |
1.6111 |
| S2 |
1.5878 |
1.5878 |
1.6191 |
|
| S3 |
1.5595 |
1.5777 |
1.6165 |
|
| S4 |
1.5312 |
1.5494 |
1.6087 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6261 |
1.5978 |
0.0283 |
1.7% |
0.0138 |
0.9% |
94% |
True |
False |
140,652 |
| 10 |
1.6261 |
1.5959 |
0.0302 |
1.9% |
0.0130 |
0.8% |
94% |
True |
False |
130,030 |
| 20 |
1.6274 |
1.5745 |
0.0529 |
3.3% |
0.0143 |
0.9% |
94% |
False |
False |
130,200 |
| 40 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0149 |
0.9% |
97% |
False |
False |
113,115 |
| 60 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0147 |
0.9% |
97% |
False |
False |
90,338 |
| 80 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0147 |
0.9% |
97% |
False |
False |
67,791 |
| 100 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0143 |
0.9% |
97% |
False |
False |
54,247 |
| 120 |
1.6274 |
1.5283 |
0.0991 |
6.1% |
0.0133 |
0.8% |
97% |
False |
False |
45,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6750 |
|
2.618 |
1.6562 |
|
1.618 |
1.6447 |
|
1.000 |
1.6376 |
|
0.618 |
1.6332 |
|
HIGH |
1.6261 |
|
0.618 |
1.6217 |
|
0.500 |
1.6204 |
|
0.382 |
1.6190 |
|
LOW |
1.6146 |
|
0.618 |
1.6075 |
|
1.000 |
1.6031 |
|
1.618 |
1.5960 |
|
2.618 |
1.5845 |
|
4.250 |
1.5657 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6230 |
1.6203 |
| PP |
1.6217 |
1.6162 |
| S1 |
1.6204 |
1.6122 |
|