CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 24-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6353 |
1.6225 |
-0.0128 |
-0.8% |
1.6069 |
| High |
1.6376 |
1.6252 |
-0.0124 |
-0.8% |
1.6243 |
| Low |
1.6202 |
1.6075 |
-0.0127 |
-0.8% |
1.5961 |
| Close |
1.6229 |
1.6091 |
-0.0138 |
-0.9% |
1.6199 |
| Range |
0.0174 |
0.0177 |
0.0003 |
1.7% |
0.0282 |
| ATR |
0.0140 |
0.0143 |
0.0003 |
1.9% |
0.0000 |
| Volume |
99,370 |
136,319 |
36,949 |
37.2% |
591,818 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6670 |
1.6558 |
1.6188 |
|
| R3 |
1.6493 |
1.6381 |
1.6140 |
|
| R2 |
1.6316 |
1.6316 |
1.6123 |
|
| R1 |
1.6204 |
1.6204 |
1.6107 |
1.6172 |
| PP |
1.6139 |
1.6139 |
1.6139 |
1.6123 |
| S1 |
1.6027 |
1.6027 |
1.6075 |
1.5995 |
| S2 |
1.5962 |
1.5962 |
1.6059 |
|
| S3 |
1.5785 |
1.5850 |
1.6042 |
|
| S4 |
1.5608 |
1.5673 |
1.5994 |
|
|
| 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 |
1.6043 |
0.0342 |
2.1% |
0.0156 |
1.0% |
14% |
False |
False |
107,429 |
| 10 |
1.6385 |
1.5959 |
0.0426 |
2.6% |
0.0161 |
1.0% |
31% |
False |
False |
111,470 |
| 20 |
1.6385 |
1.5959 |
0.0426 |
2.6% |
0.0143 |
0.9% |
31% |
False |
False |
66,600 |
| 40 |
1.6385 |
1.5811 |
0.0574 |
3.6% |
0.0127 |
0.8% |
49% |
False |
False |
33,397 |
| 60 |
1.6385 |
1.5355 |
0.1030 |
6.4% |
0.0129 |
0.8% |
71% |
False |
False |
22,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7004 |
|
2.618 |
1.6715 |
|
1.618 |
1.6538 |
|
1.000 |
1.6429 |
|
0.618 |
1.6361 |
|
HIGH |
1.6252 |
|
0.618 |
1.6184 |
|
0.500 |
1.6164 |
|
0.382 |
1.6143 |
|
LOW |
1.6075 |
|
0.618 |
1.5966 |
|
1.000 |
1.5898 |
|
1.618 |
1.5789 |
|
2.618 |
1.5612 |
|
4.250 |
1.5323 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6164 |
1.6230 |
| PP |
1.6139 |
1.6184 |
| S1 |
1.6115 |
1.6137 |
|