CME British Pound Future June 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 |
1.6259 |
1.6191 |
-0.0068 |
-0.4% |
1.6076 |
| High |
1.6321 |
1.6192 |
-0.0129 |
-0.8% |
1.6326 |
| Low |
1.6165 |
1.6107 |
-0.0058 |
-0.4% |
1.6064 |
| Close |
1.6181 |
1.6141 |
-0.0040 |
-0.2% |
1.6243 |
| Range |
0.0156 |
0.0085 |
-0.0071 |
-45.5% |
0.0262 |
| ATR |
0.0123 |
0.0120 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
20,921 |
33,793 |
12,872 |
61.5% |
6,728 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6402 |
1.6356 |
1.6188 |
|
| R3 |
1.6317 |
1.6271 |
1.6164 |
|
| R2 |
1.6232 |
1.6232 |
1.6157 |
|
| R1 |
1.6186 |
1.6186 |
1.6149 |
1.6167 |
| PP |
1.6147 |
1.6147 |
1.6147 |
1.6137 |
| S1 |
1.6101 |
1.6101 |
1.6133 |
1.6082 |
| S2 |
1.6062 |
1.6062 |
1.6125 |
|
| S3 |
1.5977 |
1.6016 |
1.6118 |
|
| S4 |
1.5892 |
1.5931 |
1.6094 |
|
|
| 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 |
1.6107 |
0.0219 |
1.4% |
0.0112 |
0.7% |
16% |
False |
True |
12,087 |
| 10 |
1.6326 |
1.6011 |
0.0315 |
2.0% |
0.0124 |
0.8% |
41% |
False |
False |
6,284 |
| 20 |
1.6326 |
1.5944 |
0.0382 |
2.4% |
0.0119 |
0.7% |
52% |
False |
False |
3,255 |
| 40 |
1.6326 |
1.5461 |
0.0865 |
5.4% |
0.0119 |
0.7% |
79% |
False |
False |
1,682 |
| 60 |
1.6326 |
1.5337 |
0.0989 |
6.1% |
0.0113 |
0.7% |
81% |
False |
False |
1,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6553 |
|
2.618 |
1.6415 |
|
1.618 |
1.6330 |
|
1.000 |
1.6277 |
|
0.618 |
1.6245 |
|
HIGH |
1.6192 |
|
0.618 |
1.6160 |
|
0.500 |
1.6150 |
|
0.382 |
1.6139 |
|
LOW |
1.6107 |
|
0.618 |
1.6054 |
|
1.000 |
1.6022 |
|
1.618 |
1.5969 |
|
2.618 |
1.5884 |
|
4.250 |
1.5746 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6150 |
1.6214 |
| PP |
1.6147 |
1.6190 |
| S1 |
1.6144 |
1.6165 |
|