CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 21-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6129 |
1.6203 |
0.0074 |
0.5% |
1.6069 |
| High |
1.6243 |
1.6312 |
0.0069 |
0.4% |
1.6243 |
| Low |
1.6043 |
1.6190 |
0.0147 |
0.9% |
1.5961 |
| Close |
1.6199 |
1.6302 |
0.0103 |
0.6% |
1.6199 |
| Range |
0.0200 |
0.0122 |
-0.0078 |
-39.0% |
0.0282 |
| ATR |
0.0142 |
0.0140 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
120,580 |
89,911 |
-30,669 |
-25.4% |
591,818 |
|
| Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6634 |
1.6590 |
1.6369 |
|
| R3 |
1.6512 |
1.6468 |
1.6336 |
|
| R2 |
1.6390 |
1.6390 |
1.6324 |
|
| R1 |
1.6346 |
1.6346 |
1.6313 |
1.6368 |
| PP |
1.6268 |
1.6268 |
1.6268 |
1.6279 |
| S1 |
1.6224 |
1.6224 |
1.6291 |
1.6246 |
| S2 |
1.6146 |
1.6146 |
1.6280 |
|
| S3 |
1.6024 |
1.6102 |
1.6268 |
|
| S4 |
1.5902 |
1.5980 |
1.6235 |
|
|
| 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 |
1.6312 |
1.5961 |
0.0351 |
2.2% |
0.0173 |
1.1% |
97% |
True |
False |
112,652 |
| 10 |
1.6312 |
1.5959 |
0.0353 |
2.2% |
0.0152 |
0.9% |
97% |
True |
False |
97,718 |
| 20 |
1.6326 |
1.5959 |
0.0367 |
2.3% |
0.0141 |
0.9% |
93% |
False |
False |
50,353 |
| 40 |
1.6326 |
1.5734 |
0.0592 |
3.6% |
0.0127 |
0.8% |
96% |
False |
False |
25,247 |
| 60 |
1.6326 |
1.5350 |
0.0976 |
6.0% |
0.0124 |
0.8% |
98% |
False |
False |
16,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6831 |
|
2.618 |
1.6631 |
|
1.618 |
1.6509 |
|
1.000 |
1.6434 |
|
0.618 |
1.6387 |
|
HIGH |
1.6312 |
|
0.618 |
1.6265 |
|
0.500 |
1.6251 |
|
0.382 |
1.6237 |
|
LOW |
1.6190 |
|
0.618 |
1.6115 |
|
1.000 |
1.6068 |
|
1.618 |
1.5993 |
|
2.618 |
1.5871 |
|
4.250 |
1.5672 |
|
|
| Fisher Pivots for day following 21-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6285 |
1.6248 |
| PP |
1.6268 |
1.6194 |
| S1 |
1.6251 |
1.6140 |
|