CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 23-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6245 |
1.6143 |
-0.0102 |
-0.6% |
1.6004 |
| High |
1.6254 |
1.6296 |
0.0042 |
0.3% |
1.6261 |
| Low |
1.6098 |
1.6142 |
0.0044 |
0.3% |
1.5978 |
| Close |
1.6127 |
1.6199 |
0.0072 |
0.4% |
1.6243 |
| Range |
0.0156 |
0.0154 |
-0.0002 |
-1.3% |
0.0283 |
| ATR |
0.0143 |
0.0145 |
0.0002 |
1.3% |
0.0000 |
| Volume |
0 |
116,550 |
116,550 |
|
703,261 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6674 |
1.6591 |
1.6284 |
|
| R3 |
1.6520 |
1.6437 |
1.6241 |
|
| R2 |
1.6366 |
1.6366 |
1.6227 |
|
| R1 |
1.6283 |
1.6283 |
1.6213 |
1.6325 |
| PP |
1.6212 |
1.6212 |
1.6212 |
1.6233 |
| S1 |
1.6129 |
1.6129 |
1.6185 |
1.6171 |
| S2 |
1.6058 |
1.6058 |
1.6171 |
|
| S3 |
1.5904 |
1.5975 |
1.6157 |
|
| S4 |
1.5750 |
1.5821 |
1.6114 |
|
|
| 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 |
1.6296 |
1.5983 |
0.0313 |
1.9% |
0.0147 |
0.9% |
69% |
True |
False |
107,982 |
| 10 |
1.6296 |
1.5959 |
0.0337 |
2.1% |
0.0138 |
0.9% |
71% |
True |
False |
119,499 |
| 20 |
1.6296 |
1.5763 |
0.0533 |
3.3% |
0.0141 |
0.9% |
82% |
True |
False |
121,667 |
| 40 |
1.6296 |
1.5335 |
0.0961 |
5.9% |
0.0152 |
0.9% |
90% |
True |
False |
113,144 |
| 60 |
1.6296 |
1.5335 |
0.0961 |
5.9% |
0.0147 |
0.9% |
90% |
True |
False |
92,272 |
| 80 |
1.6296 |
1.5335 |
0.0961 |
5.9% |
0.0146 |
0.9% |
90% |
True |
False |
69,245 |
| 100 |
1.6296 |
1.5335 |
0.0961 |
5.9% |
0.0143 |
0.9% |
90% |
True |
False |
55,411 |
| 120 |
1.6296 |
1.5283 |
0.1013 |
6.3% |
0.0135 |
0.8% |
90% |
True |
False |
46,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6951 |
|
2.618 |
1.6699 |
|
1.618 |
1.6545 |
|
1.000 |
1.6450 |
|
0.618 |
1.6391 |
|
HIGH |
1.6296 |
|
0.618 |
1.6237 |
|
0.500 |
1.6219 |
|
0.382 |
1.6201 |
|
LOW |
1.6142 |
|
0.618 |
1.6047 |
|
1.000 |
1.5988 |
|
1.618 |
1.5893 |
|
2.618 |
1.5739 |
|
4.250 |
1.5488 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6219 |
1.6198 |
| PP |
1.6212 |
1.6198 |
| S1 |
1.6206 |
1.6197 |
|