CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 22-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6203 |
1.6283 |
0.0080 |
0.5% |
1.6069 |
| High |
1.6312 |
1.6385 |
0.0073 |
0.4% |
1.6243 |
| Low |
1.6190 |
1.6277 |
0.0087 |
0.5% |
1.5961 |
| Close |
1.6302 |
1.6365 |
0.0063 |
0.4% |
1.6199 |
| Range |
0.0122 |
0.0108 |
-0.0014 |
-11.5% |
0.0282 |
| ATR |
0.0140 |
0.0138 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
89,911 |
90,968 |
1,057 |
1.2% |
591,818 |
|
| Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6666 |
1.6624 |
1.6424 |
|
| R3 |
1.6558 |
1.6516 |
1.6395 |
|
| R2 |
1.6450 |
1.6450 |
1.6385 |
|
| R1 |
1.6408 |
1.6408 |
1.6375 |
1.6429 |
| PP |
1.6342 |
1.6342 |
1.6342 |
1.6353 |
| S1 |
1.6300 |
1.6300 |
1.6355 |
1.6321 |
| S2 |
1.6234 |
1.6234 |
1.6345 |
|
| S3 |
1.6126 |
1.6192 |
1.6335 |
|
| S4 |
1.6018 |
1.6084 |
1.6306 |
|
|
| 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 |
1.6385 |
1.5967 |
0.0418 |
2.6% |
0.0153 |
0.9% |
95% |
True |
False |
106,855 |
| 10 |
1.6385 |
1.5959 |
0.0426 |
2.6% |
0.0155 |
0.9% |
95% |
True |
False |
103,435 |
| 20 |
1.6385 |
1.5959 |
0.0426 |
2.6% |
0.0139 |
0.9% |
95% |
True |
False |
54,860 |
| 40 |
1.6385 |
1.5734 |
0.0651 |
4.0% |
0.0128 |
0.8% |
97% |
True |
False |
27,520 |
| 60 |
1.6385 |
1.5355 |
0.1030 |
6.3% |
0.0124 |
0.8% |
98% |
True |
False |
18,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6844 |
|
2.618 |
1.6668 |
|
1.618 |
1.6560 |
|
1.000 |
1.6493 |
|
0.618 |
1.6452 |
|
HIGH |
1.6385 |
|
0.618 |
1.6344 |
|
0.500 |
1.6331 |
|
0.382 |
1.6318 |
|
LOW |
1.6277 |
|
0.618 |
1.6210 |
|
1.000 |
1.6169 |
|
1.618 |
1.6102 |
|
2.618 |
1.5994 |
|
4.250 |
1.5818 |
|
|
| Fisher Pivots for day following 22-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6354 |
1.6315 |
| PP |
1.6342 |
1.6264 |
| S1 |
1.6331 |
1.6214 |
|