CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6277 |
1.6205 |
-0.0072 |
-0.4% |
1.6085 |
| High |
1.6340 |
1.6209 |
-0.0131 |
-0.8% |
1.6343 |
| Low |
1.6181 |
1.6123 |
-0.0058 |
-0.4% |
1.6071 |
| Close |
1.6199 |
1.6158 |
-0.0041 |
-0.3% |
1.6261 |
| Range |
0.0159 |
0.0086 |
-0.0073 |
-45.9% |
0.0272 |
| ATR |
0.0139 |
0.0135 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
117,480 |
98,359 |
-19,121 |
-16.3% |
601,244 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6421 |
1.6376 |
1.6205 |
|
| R3 |
1.6335 |
1.6290 |
1.6182 |
|
| R2 |
1.6249 |
1.6249 |
1.6174 |
|
| R1 |
1.6204 |
1.6204 |
1.6166 |
1.6184 |
| PP |
1.6163 |
1.6163 |
1.6163 |
1.6153 |
| S1 |
1.6118 |
1.6118 |
1.6150 |
1.6098 |
| S2 |
1.6077 |
1.6077 |
1.6142 |
|
| S3 |
1.5991 |
1.6032 |
1.6134 |
|
| S4 |
1.5905 |
1.5946 |
1.6111 |
|
|
| 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 |
1.6123 |
0.0220 |
1.4% |
0.0113 |
0.7% |
16% |
False |
True |
111,752 |
| 10 |
1.6343 |
1.6028 |
0.0315 |
1.9% |
0.0131 |
0.8% |
41% |
False |
False |
116,448 |
| 20 |
1.6343 |
1.5959 |
0.0384 |
2.4% |
0.0133 |
0.8% |
52% |
False |
False |
118,586 |
| 40 |
1.6343 |
1.5467 |
0.0876 |
5.4% |
0.0142 |
0.9% |
79% |
False |
False |
120,546 |
| 60 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0146 |
0.9% |
82% |
False |
False |
107,673 |
| 80 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0145 |
0.9% |
82% |
False |
False |
82,331 |
| 100 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0145 |
0.9% |
82% |
False |
False |
65,887 |
| 120 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0139 |
0.9% |
82% |
False |
False |
54,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6575 |
|
2.618 |
1.6434 |
|
1.618 |
1.6348 |
|
1.000 |
1.6295 |
|
0.618 |
1.6262 |
|
HIGH |
1.6209 |
|
0.618 |
1.6176 |
|
0.500 |
1.6166 |
|
0.382 |
1.6156 |
|
LOW |
1.6123 |
|
0.618 |
1.6070 |
|
1.000 |
1.6037 |
|
1.618 |
1.5984 |
|
2.618 |
1.5898 |
|
4.250 |
1.5758 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6166 |
1.6232 |
| PP |
1.6163 |
1.6207 |
| S1 |
1.6161 |
1.6183 |
|