CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6069 |
1.6156 |
0.0087 |
0.5% |
1.6259 |
| High |
1.6184 |
1.6169 |
-0.0015 |
-0.1% |
1.6321 |
| Low |
1.6010 |
1.5961 |
-0.0049 |
-0.3% |
1.5959 |
| Close |
1.6157 |
1.6076 |
-0.0081 |
-0.5% |
1.6053 |
| Range |
0.0174 |
0.0208 |
0.0034 |
19.5% |
0.0362 |
| ATR |
0.0126 |
0.0132 |
0.0006 |
4.6% |
0.0000 |
| Volume |
118,465 |
119,954 |
1,489 |
1.3% |
316,374 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6693 |
1.6592 |
1.6190 |
|
| R3 |
1.6485 |
1.6384 |
1.6133 |
|
| R2 |
1.6277 |
1.6277 |
1.6114 |
|
| R1 |
1.6176 |
1.6176 |
1.6095 |
1.6123 |
| PP |
1.6069 |
1.6069 |
1.6069 |
1.6042 |
| S1 |
1.5968 |
1.5968 |
1.6057 |
1.5915 |
| S2 |
1.5861 |
1.5861 |
1.6038 |
|
| S3 |
1.5653 |
1.5760 |
1.6019 |
|
| S4 |
1.5445 |
1.5552 |
1.5962 |
|
|
| 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 |
1.6226 |
1.5959 |
0.0267 |
1.7% |
0.0156 |
1.0% |
44% |
False |
False |
100,015 |
| 10 |
1.6326 |
1.5959 |
0.0367 |
2.3% |
0.0134 |
0.8% |
32% |
False |
False |
56,051 |
| 20 |
1.6326 |
1.5959 |
0.0367 |
2.3% |
0.0135 |
0.8% |
32% |
False |
False |
28,241 |
| 40 |
1.6326 |
1.5734 |
0.0592 |
3.7% |
0.0124 |
0.8% |
58% |
False |
False |
14,173 |
| 60 |
1.6326 |
1.5337 |
0.0989 |
6.2% |
0.0118 |
0.7% |
75% |
False |
False |
9,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7053 |
|
2.618 |
1.6714 |
|
1.618 |
1.6506 |
|
1.000 |
1.6377 |
|
0.618 |
1.6298 |
|
HIGH |
1.6169 |
|
0.618 |
1.6090 |
|
0.500 |
1.6065 |
|
0.382 |
1.6040 |
|
LOW |
1.5961 |
|
0.618 |
1.5832 |
|
1.000 |
1.5753 |
|
1.618 |
1.5624 |
|
2.618 |
1.5416 |
|
4.250 |
1.5077 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6072 |
1.6075 |
| PP |
1.6069 |
1.6073 |
| S1 |
1.6065 |
1.6072 |
|