CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6169 |
1.6050 |
-0.0119 |
-0.7% |
1.6259 |
| High |
1.6196 |
1.6072 |
-0.0124 |
-0.8% |
1.6321 |
| Low |
1.6020 |
1.5959 |
-0.0061 |
-0.4% |
1.5959 |
| Close |
1.6031 |
1.6053 |
0.0022 |
0.1% |
1.6053 |
| Range |
0.0176 |
0.0113 |
-0.0063 |
-35.8% |
0.0362 |
| ATR |
0.0123 |
0.0122 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
100,970 |
106,318 |
5,348 |
5.3% |
316,374 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6367 |
1.6323 |
1.6115 |
|
| R3 |
1.6254 |
1.6210 |
1.6084 |
|
| R2 |
1.6141 |
1.6141 |
1.6074 |
|
| R1 |
1.6097 |
1.6097 |
1.6063 |
1.6119 |
| PP |
1.6028 |
1.6028 |
1.6028 |
1.6039 |
| S1 |
1.5984 |
1.5984 |
1.6043 |
1.6006 |
| S2 |
1.5915 |
1.5915 |
1.6032 |
|
| S3 |
1.5802 |
1.5871 |
1.6022 |
|
| S4 |
1.5689 |
1.5758 |
1.5991 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7197 |
1.6987 |
1.6252 |
|
| R3 |
1.6835 |
1.6625 |
1.6153 |
|
| R2 |
1.6473 |
1.6473 |
1.6119 |
|
| R1 |
1.6263 |
1.6263 |
1.6086 |
1.6187 |
| PP |
1.6111 |
1.6111 |
1.6111 |
1.6073 |
| S1 |
1.5901 |
1.5901 |
1.6020 |
1.5825 |
| S2 |
1.5749 |
1.5749 |
1.5987 |
|
| S3 |
1.5387 |
1.5539 |
1.5953 |
|
| S4 |
1.5025 |
1.5177 |
1.5854 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6321 |
1.5959 |
0.0362 |
2.3% |
0.0128 |
0.8% |
26% |
False |
True |
63,274 |
| 10 |
1.6326 |
1.5959 |
0.0367 |
2.3% |
0.0124 |
0.8% |
26% |
False |
True |
32,310 |
| 20 |
1.6326 |
1.5944 |
0.0382 |
2.4% |
0.0126 |
0.8% |
29% |
False |
False |
16,328 |
| 40 |
1.6326 |
1.5707 |
0.0619 |
3.9% |
0.0120 |
0.7% |
56% |
False |
False |
8,218 |
| 60 |
1.6326 |
1.5337 |
0.0989 |
6.2% |
0.0117 |
0.7% |
72% |
False |
False |
5,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6552 |
|
2.618 |
1.6368 |
|
1.618 |
1.6255 |
|
1.000 |
1.6185 |
|
0.618 |
1.6142 |
|
HIGH |
1.6072 |
|
0.618 |
1.6029 |
|
0.500 |
1.6016 |
|
0.382 |
1.6002 |
|
LOW |
1.5959 |
|
0.618 |
1.5889 |
|
1.000 |
1.5846 |
|
1.618 |
1.5776 |
|
2.618 |
1.5663 |
|
4.250 |
1.5479 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6041 |
1.6093 |
| PP |
1.6028 |
1.6079 |
| S1 |
1.6016 |
1.6066 |
|