CME British Pound Future June 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 |
1.6262 |
1.6259 |
-0.0003 |
0.0% |
1.6076 |
| High |
1.6312 |
1.6321 |
0.0009 |
0.1% |
1.6326 |
| Low |
1.6200 |
1.6165 |
-0.0035 |
-0.2% |
1.6064 |
| Close |
1.6243 |
1.6181 |
-0.0062 |
-0.4% |
1.6243 |
| Range |
0.0112 |
0.0156 |
0.0044 |
39.3% |
0.0262 |
| ATR |
0.0120 |
0.0123 |
0.0003 |
2.1% |
0.0000 |
| Volume |
2,955 |
20,921 |
17,966 |
608.0% |
6,728 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6690 |
1.6592 |
1.6267 |
|
| R3 |
1.6534 |
1.6436 |
1.6224 |
|
| R2 |
1.6378 |
1.6378 |
1.6210 |
|
| R1 |
1.6280 |
1.6280 |
1.6195 |
1.6251 |
| PP |
1.6222 |
1.6222 |
1.6222 |
1.6208 |
| S1 |
1.6124 |
1.6124 |
1.6167 |
1.6095 |
| S2 |
1.6066 |
1.6066 |
1.6152 |
|
| S3 |
1.5910 |
1.5968 |
1.6138 |
|
| S4 |
1.5754 |
1.5812 |
1.6095 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6997 |
1.6882 |
1.6387 |
|
| R3 |
1.6735 |
1.6620 |
1.6315 |
|
| R2 |
1.6473 |
1.6473 |
1.6291 |
|
| R1 |
1.6358 |
1.6358 |
1.6267 |
1.6416 |
| PP |
1.6211 |
1.6211 |
1.6211 |
1.6240 |
| S1 |
1.6096 |
1.6096 |
1.6219 |
1.6154 |
| S2 |
1.5949 |
1.5949 |
1.6195 |
|
| S3 |
1.5687 |
1.5834 |
1.6171 |
|
| S4 |
1.5425 |
1.5572 |
1.6099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6326 |
1.6165 |
0.0161 |
1.0% |
0.0113 |
0.7% |
10% |
False |
True |
5,454 |
| 10 |
1.6326 |
1.6011 |
0.0315 |
1.9% |
0.0130 |
0.8% |
54% |
False |
False |
2,988 |
| 20 |
1.6326 |
1.5944 |
0.0382 |
2.4% |
0.0118 |
0.7% |
62% |
False |
False |
1,566 |
| 40 |
1.6326 |
1.5405 |
0.0921 |
5.7% |
0.0120 |
0.7% |
84% |
False |
False |
839 |
| 60 |
1.6326 |
1.5337 |
0.0989 |
6.1% |
0.0111 |
0.7% |
85% |
False |
False |
573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6984 |
|
2.618 |
1.6729 |
|
1.618 |
1.6573 |
|
1.000 |
1.6477 |
|
0.618 |
1.6417 |
|
HIGH |
1.6321 |
|
0.618 |
1.6261 |
|
0.500 |
1.6243 |
|
0.382 |
1.6225 |
|
LOW |
1.6165 |
|
0.618 |
1.6069 |
|
1.000 |
1.6009 |
|
1.618 |
1.5913 |
|
2.618 |
1.5757 |
|
4.250 |
1.5502 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6243 |
1.6243 |
| PP |
1.6222 |
1.6222 |
| S1 |
1.6202 |
1.6202 |
|