CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 25-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6225 |
1.6110 |
-0.0115 |
-0.7% |
1.6203 |
| High |
1.6252 |
1.6127 |
-0.0125 |
-0.8% |
1.6385 |
| Low |
1.6075 |
1.5990 |
-0.0085 |
-0.5% |
1.5990 |
| Close |
1.6091 |
1.5999 |
-0.0092 |
-0.6% |
1.5999 |
| Range |
0.0177 |
0.0137 |
-0.0040 |
-22.6% |
0.0395 |
| ATR |
0.0143 |
0.0143 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
136,319 |
102,765 |
-33,554 |
-24.6% |
519,333 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6450 |
1.6361 |
1.6074 |
|
| R3 |
1.6313 |
1.6224 |
1.6037 |
|
| R2 |
1.6176 |
1.6176 |
1.6024 |
|
| R1 |
1.6087 |
1.6087 |
1.6012 |
1.6063 |
| PP |
1.6039 |
1.6039 |
1.6039 |
1.6027 |
| S1 |
1.5950 |
1.5950 |
1.5986 |
1.5926 |
| S2 |
1.5902 |
1.5902 |
1.5974 |
|
| S3 |
1.5765 |
1.5813 |
1.5961 |
|
| S4 |
1.5628 |
1.5676 |
1.5924 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7310 |
1.7049 |
1.6216 |
|
| R3 |
1.6915 |
1.6654 |
1.6108 |
|
| R2 |
1.6520 |
1.6520 |
1.6071 |
|
| R1 |
1.6259 |
1.6259 |
1.6035 |
1.6192 |
| PP |
1.6125 |
1.6125 |
1.6125 |
1.6091 |
| S1 |
1.5864 |
1.5864 |
1.5963 |
1.5797 |
| S2 |
1.5730 |
1.5730 |
1.5927 |
|
| S3 |
1.5335 |
1.5469 |
1.5890 |
|
| S4 |
1.4940 |
1.5074 |
1.5782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6385 |
1.5990 |
0.0395 |
2.5% |
0.0144 |
0.9% |
2% |
False |
True |
103,866 |
| 10 |
1.6385 |
1.5961 |
0.0424 |
2.7% |
0.0164 |
1.0% |
9% |
False |
False |
111,115 |
| 20 |
1.6385 |
1.5959 |
0.0426 |
2.7% |
0.0144 |
0.9% |
9% |
False |
False |
71,712 |
| 40 |
1.6385 |
1.5811 |
0.0574 |
3.6% |
0.0129 |
0.8% |
33% |
False |
False |
35,963 |
| 60 |
1.6385 |
1.5364 |
0.1021 |
6.4% |
0.0130 |
0.8% |
62% |
False |
False |
24,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6709 |
|
2.618 |
1.6486 |
|
1.618 |
1.6349 |
|
1.000 |
1.6264 |
|
0.618 |
1.6212 |
|
HIGH |
1.6127 |
|
0.618 |
1.6075 |
|
0.500 |
1.6059 |
|
0.382 |
1.6042 |
|
LOW |
1.5990 |
|
0.618 |
1.5905 |
|
1.000 |
1.5853 |
|
1.618 |
1.5768 |
|
2.618 |
1.5631 |
|
4.250 |
1.5408 |
|
|
| Fisher Pivots for day following 25-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6059 |
1.6183 |
| PP |
1.6039 |
1.6122 |
| S1 |
1.6019 |
1.6060 |
|