CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 03-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6261 |
1.6325 |
0.0064 |
0.4% |
1.6245 |
| High |
1.6343 |
1.6333 |
-0.0010 |
-0.1% |
1.6296 |
| Low |
1.6214 |
1.6251 |
0.0037 |
0.2% |
1.6028 |
| Close |
1.6328 |
1.6273 |
-0.0055 |
-0.3% |
1.6097 |
| Range |
0.0129 |
0.0082 |
-0.0047 |
-36.4% |
0.0268 |
| ATR |
0.0144 |
0.0139 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
104,277 |
130,608 |
26,331 |
25.3% |
347,405 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6532 |
1.6484 |
1.6318 |
|
| R3 |
1.6450 |
1.6402 |
1.6296 |
|
| R2 |
1.6368 |
1.6368 |
1.6288 |
|
| R1 |
1.6320 |
1.6320 |
1.6281 |
1.6303 |
| PP |
1.6286 |
1.6286 |
1.6286 |
1.6277 |
| S1 |
1.6238 |
1.6238 |
1.6265 |
1.6221 |
| S2 |
1.6204 |
1.6204 |
1.6258 |
|
| S3 |
1.6122 |
1.6156 |
1.6250 |
|
| S4 |
1.6040 |
1.6074 |
1.6228 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6944 |
1.6789 |
1.6244 |
|
| R3 |
1.6676 |
1.6521 |
1.6171 |
|
| R2 |
1.6408 |
1.6408 |
1.6146 |
|
| R1 |
1.6253 |
1.6253 |
1.6122 |
1.6197 |
| PP |
1.6140 |
1.6140 |
1.6140 |
1.6112 |
| S1 |
1.5985 |
1.5985 |
1.6072 |
1.5929 |
| S2 |
1.5872 |
1.5872 |
1.6048 |
|
| S3 |
1.5604 |
1.5717 |
1.6023 |
|
| S4 |
1.5336 |
1.5449 |
1.5950 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6343 |
1.6028 |
0.0315 |
1.9% |
0.0125 |
0.8% |
78% |
False |
False |
119,130 |
| 10 |
1.6343 |
1.6028 |
0.0315 |
1.9% |
0.0134 |
0.8% |
78% |
False |
False |
107,003 |
| 20 |
1.6343 |
1.5959 |
0.0384 |
2.4% |
0.0135 |
0.8% |
82% |
False |
False |
119,881 |
| 40 |
1.6343 |
1.5397 |
0.0946 |
5.8% |
0.0145 |
0.9% |
93% |
False |
False |
121,116 |
| 60 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0147 |
0.9% |
93% |
False |
False |
104,121 |
| 80 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0147 |
0.9% |
93% |
False |
False |
78,289 |
| 100 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0144 |
0.9% |
93% |
False |
False |
62,649 |
| 120 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0139 |
0.9% |
93% |
False |
False |
52,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6682 |
|
2.618 |
1.6548 |
|
1.618 |
1.6466 |
|
1.000 |
1.6415 |
|
0.618 |
1.6384 |
|
HIGH |
1.6333 |
|
0.618 |
1.6302 |
|
0.500 |
1.6292 |
|
0.382 |
1.6282 |
|
LOW |
1.6251 |
|
0.618 |
1.6200 |
|
1.000 |
1.6169 |
|
1.618 |
1.6118 |
|
2.618 |
1.6036 |
|
4.250 |
1.5903 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6292 |
1.6279 |
| PP |
1.6286 |
1.6277 |
| S1 |
1.6279 |
1.6275 |
|