CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6156 |
1.6076 |
-0.0080 |
-0.5% |
1.6259 |
| High |
1.6169 |
1.6115 |
-0.0054 |
-0.3% |
1.6321 |
| Low |
1.5961 |
1.5970 |
0.0009 |
0.1% |
1.5959 |
| Close |
1.6076 |
1.6012 |
-0.0064 |
-0.4% |
1.6053 |
| Range |
0.0208 |
0.0145 |
-0.0063 |
-30.3% |
0.0362 |
| ATR |
0.0132 |
0.0133 |
0.0001 |
0.7% |
0.0000 |
| Volume |
119,954 |
116,046 |
-3,908 |
-3.3% |
316,374 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6467 |
1.6385 |
1.6092 |
|
| R3 |
1.6322 |
1.6240 |
1.6052 |
|
| R2 |
1.6177 |
1.6177 |
1.6039 |
|
| R1 |
1.6095 |
1.6095 |
1.6025 |
1.6064 |
| PP |
1.6032 |
1.6032 |
1.6032 |
1.6017 |
| S1 |
1.5950 |
1.5950 |
1.5999 |
1.5919 |
| S2 |
1.5887 |
1.5887 |
1.5985 |
|
| S3 |
1.5742 |
1.5805 |
1.5972 |
|
| S4 |
1.5597 |
1.5660 |
1.5932 |
|
|
| 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 |
1.6196 |
1.5959 |
0.0237 |
1.5% |
0.0163 |
1.0% |
22% |
False |
False |
112,350 |
| 10 |
1.6321 |
1.5959 |
0.0362 |
2.3% |
0.0135 |
0.8% |
15% |
False |
False |
67,569 |
| 20 |
1.6326 |
1.5959 |
0.0367 |
2.3% |
0.0135 |
0.8% |
14% |
False |
False |
34,029 |
| 40 |
1.6326 |
1.5734 |
0.0592 |
3.7% |
0.0122 |
0.8% |
47% |
False |
False |
17,073 |
| 60 |
1.6326 |
1.5337 |
0.0989 |
6.2% |
0.0118 |
0.7% |
68% |
False |
False |
11,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6731 |
|
2.618 |
1.6495 |
|
1.618 |
1.6350 |
|
1.000 |
1.6260 |
|
0.618 |
1.6205 |
|
HIGH |
1.6115 |
|
0.618 |
1.6060 |
|
0.500 |
1.6043 |
|
0.382 |
1.6025 |
|
LOW |
1.5970 |
|
0.618 |
1.5880 |
|
1.000 |
1.5825 |
|
1.618 |
1.5735 |
|
2.618 |
1.5590 |
|
4.250 |
1.5354 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6043 |
1.6073 |
| PP |
1.6032 |
1.6052 |
| S1 |
1.6022 |
1.6032 |
|