CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6274 |
1.6277 |
0.0003 |
0.0% |
1.6085 |
| High |
1.6330 |
1.6340 |
0.0010 |
0.1% |
1.6343 |
| Low |
1.6220 |
1.6181 |
-0.0039 |
-0.2% |
1.6071 |
| Close |
1.6261 |
1.6199 |
-0.0062 |
-0.4% |
1.6261 |
| Range |
0.0110 |
0.0159 |
0.0049 |
44.5% |
0.0272 |
| ATR |
0.0137 |
0.0139 |
0.0002 |
1.1% |
0.0000 |
| Volume |
108,040 |
117,480 |
9,440 |
8.7% |
601,244 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6717 |
1.6617 |
1.6286 |
|
| R3 |
1.6558 |
1.6458 |
1.6243 |
|
| R2 |
1.6399 |
1.6399 |
1.6228 |
|
| R1 |
1.6299 |
1.6299 |
1.6214 |
1.6270 |
| PP |
1.6240 |
1.6240 |
1.6240 |
1.6225 |
| S1 |
1.6140 |
1.6140 |
1.6184 |
1.6111 |
| S2 |
1.6081 |
1.6081 |
1.6170 |
|
| S3 |
1.5922 |
1.5981 |
1.6155 |
|
| S4 |
1.5763 |
1.5822 |
1.6112 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7041 |
1.6923 |
1.6411 |
|
| R3 |
1.6769 |
1.6651 |
1.6336 |
|
| R2 |
1.6497 |
1.6497 |
1.6311 |
|
| R1 |
1.6379 |
1.6379 |
1.6286 |
1.6438 |
| PP |
1.6225 |
1.6225 |
1.6225 |
1.6255 |
| S1 |
1.6107 |
1.6107 |
1.6236 |
1.6166 |
| S2 |
1.5953 |
1.5953 |
1.6211 |
|
| S3 |
1.5681 |
1.5835 |
1.6186 |
|
| S4 |
1.5409 |
1.5563 |
1.6111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6343 |
1.6181 |
0.0162 |
1.0% |
0.0112 |
0.7% |
11% |
False |
True |
117,252 |
| 10 |
1.6343 |
1.6028 |
0.0315 |
1.9% |
0.0138 |
0.8% |
54% |
False |
False |
106,612 |
| 20 |
1.6343 |
1.5959 |
0.0384 |
2.4% |
0.0134 |
0.8% |
63% |
False |
False |
118,321 |
| 40 |
1.6343 |
1.5397 |
0.0946 |
5.8% |
0.0144 |
0.9% |
85% |
False |
False |
121,035 |
| 60 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0147 |
0.9% |
86% |
False |
False |
106,962 |
| 80 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0146 |
0.9% |
86% |
False |
False |
81,105 |
| 100 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0145 |
0.9% |
86% |
False |
False |
64,904 |
| 120 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0140 |
0.9% |
86% |
False |
False |
54,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7016 |
|
2.618 |
1.6756 |
|
1.618 |
1.6597 |
|
1.000 |
1.6499 |
|
0.618 |
1.6438 |
|
HIGH |
1.6340 |
|
0.618 |
1.6279 |
|
0.500 |
1.6261 |
|
0.382 |
1.6242 |
|
LOW |
1.6181 |
|
0.618 |
1.6083 |
|
1.000 |
1.6022 |
|
1.618 |
1.5924 |
|
2.618 |
1.5765 |
|
4.250 |
1.5505 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6261 |
1.6261 |
| PP |
1.6240 |
1.6240 |
| S1 |
1.6220 |
1.6220 |
|