CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6161 |
1.6199 |
0.0038 |
0.2% |
1.6085 |
| High |
1.6244 |
1.6214 |
-0.0030 |
-0.2% |
1.6343 |
| Low |
1.6136 |
1.6038 |
-0.0098 |
-0.6% |
1.6071 |
| Close |
1.6193 |
1.6048 |
-0.0145 |
-0.9% |
1.6261 |
| Range |
0.0108 |
0.0176 |
0.0068 |
63.0% |
0.0272 |
| ATR |
0.0133 |
0.0136 |
0.0003 |
2.3% |
0.0000 |
| Volume |
110,378 |
127,480 |
17,102 |
15.5% |
601,244 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6628 |
1.6514 |
1.6145 |
|
| R3 |
1.6452 |
1.6338 |
1.6096 |
|
| R2 |
1.6276 |
1.6276 |
1.6080 |
|
| R1 |
1.6162 |
1.6162 |
1.6064 |
1.6131 |
| PP |
1.6100 |
1.6100 |
1.6100 |
1.6085 |
| S1 |
1.5986 |
1.5986 |
1.6032 |
1.5955 |
| S2 |
1.5924 |
1.5924 |
1.6016 |
|
| S3 |
1.5748 |
1.5810 |
1.6000 |
|
| S4 |
1.5572 |
1.5634 |
1.5951 |
|
|
| 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 |
1.6340 |
1.6038 |
0.0302 |
1.9% |
0.0128 |
0.8% |
3% |
False |
True |
112,347 |
| 10 |
1.6343 |
1.6028 |
0.0315 |
2.0% |
0.0127 |
0.8% |
6% |
False |
False |
115,738 |
| 20 |
1.6343 |
1.5959 |
0.0384 |
2.4% |
0.0136 |
0.8% |
23% |
False |
False |
118,085 |
| 40 |
1.6343 |
1.5575 |
0.0768 |
4.8% |
0.0142 |
0.9% |
62% |
False |
False |
121,349 |
| 60 |
1.6343 |
1.5335 |
0.1008 |
6.3% |
0.0146 |
0.9% |
71% |
False |
False |
108,708 |
| 80 |
1.6343 |
1.5335 |
0.1008 |
6.3% |
0.0145 |
0.9% |
71% |
False |
False |
85,301 |
| 100 |
1.6343 |
1.5335 |
0.1008 |
6.3% |
0.0145 |
0.9% |
71% |
False |
False |
68,265 |
| 120 |
1.6343 |
1.5335 |
0.1008 |
6.3% |
0.0140 |
0.9% |
71% |
False |
False |
56,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6962 |
|
2.618 |
1.6675 |
|
1.618 |
1.6499 |
|
1.000 |
1.6390 |
|
0.618 |
1.6323 |
|
HIGH |
1.6214 |
|
0.618 |
1.6147 |
|
0.500 |
1.6126 |
|
0.382 |
1.6105 |
|
LOW |
1.6038 |
|
0.618 |
1.5929 |
|
1.000 |
1.5862 |
|
1.618 |
1.5753 |
|
2.618 |
1.5577 |
|
4.250 |
1.5290 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6126 |
1.6141 |
| PP |
1.6100 |
1.6110 |
| S1 |
1.6074 |
1.6079 |
|