CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 18-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5973 |
1.6129 |
0.0156 |
1.0% |
1.6069 |
| High |
1.6158 |
1.6243 |
0.0085 |
0.5% |
1.6243 |
| Low |
1.5967 |
1.6043 |
0.0076 |
0.5% |
1.5961 |
| Close |
1.6120 |
1.6199 |
0.0079 |
0.5% |
1.6199 |
| Range |
0.0191 |
0.0200 |
0.0009 |
4.7% |
0.0282 |
| ATR |
0.0137 |
0.0142 |
0.0004 |
3.3% |
0.0000 |
| Volume |
116,773 |
120,580 |
3,807 |
3.3% |
591,818 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6762 |
1.6680 |
1.6309 |
|
| R3 |
1.6562 |
1.6480 |
1.6254 |
|
| R2 |
1.6362 |
1.6362 |
1.6236 |
|
| R1 |
1.6280 |
1.6280 |
1.6217 |
1.6321 |
| PP |
1.6162 |
1.6162 |
1.6162 |
1.6182 |
| S1 |
1.6080 |
1.6080 |
1.6181 |
1.6121 |
| S2 |
1.5962 |
1.5962 |
1.6162 |
|
| S3 |
1.5762 |
1.5880 |
1.6144 |
|
| S4 |
1.5562 |
1.5680 |
1.6089 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6980 |
1.6872 |
1.6354 |
|
| R3 |
1.6698 |
1.6590 |
1.6277 |
|
| R2 |
1.6416 |
1.6416 |
1.6251 |
|
| R1 |
1.6308 |
1.6308 |
1.6225 |
1.6362 |
| PP |
1.6134 |
1.6134 |
1.6134 |
1.6162 |
| S1 |
1.6026 |
1.6026 |
1.6173 |
1.6080 |
| S2 |
1.5852 |
1.5852 |
1.6147 |
|
| S3 |
1.5570 |
1.5744 |
1.6121 |
|
| S4 |
1.5288 |
1.5462 |
1.6044 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6243 |
1.5961 |
0.0282 |
1.7% |
0.0184 |
1.1% |
84% |
True |
False |
118,363 |
| 10 |
1.6321 |
1.5959 |
0.0362 |
2.2% |
0.0156 |
1.0% |
66% |
False |
False |
90,819 |
| 20 |
1.6326 |
1.5959 |
0.0367 |
2.3% |
0.0140 |
0.9% |
65% |
False |
False |
45,860 |
| 40 |
1.6326 |
1.5734 |
0.0592 |
3.7% |
0.0126 |
0.8% |
79% |
False |
False |
23,000 |
| 60 |
1.6326 |
1.5337 |
0.0989 |
6.1% |
0.0124 |
0.8% |
87% |
False |
False |
15,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7093 |
|
2.618 |
1.6767 |
|
1.618 |
1.6567 |
|
1.000 |
1.6443 |
|
0.618 |
1.6367 |
|
HIGH |
1.6243 |
|
0.618 |
1.6167 |
|
0.500 |
1.6143 |
|
0.382 |
1.6119 |
|
LOW |
1.6043 |
|
0.618 |
1.5919 |
|
1.000 |
1.5843 |
|
1.618 |
1.5719 |
|
2.618 |
1.5519 |
|
4.250 |
1.5193 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6180 |
1.6168 |
| PP |
1.6162 |
1.6136 |
| S1 |
1.6143 |
1.6105 |
|