CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 29-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5990 |
1.5973 |
-0.0017 |
-0.1% |
1.6203 |
| High |
1.6023 |
1.6027 |
0.0004 |
0.0% |
1.6385 |
| Low |
1.5921 |
1.5927 |
0.0006 |
0.0% |
1.5990 |
| Close |
1.5986 |
1.5975 |
-0.0011 |
-0.1% |
1.5999 |
| Range |
0.0102 |
0.0100 |
-0.0002 |
-2.0% |
0.0395 |
| ATR |
0.0140 |
0.0137 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
103,512 |
90,600 |
-12,912 |
-12.5% |
519,333 |
|
| Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6276 |
1.6226 |
1.6030 |
|
| R3 |
1.6176 |
1.6126 |
1.6003 |
|
| R2 |
1.6076 |
1.6076 |
1.5993 |
|
| R1 |
1.6026 |
1.6026 |
1.5984 |
1.6051 |
| PP |
1.5976 |
1.5976 |
1.5976 |
1.5989 |
| S1 |
1.5926 |
1.5926 |
1.5966 |
1.5951 |
| S2 |
1.5876 |
1.5876 |
1.5957 |
|
| S3 |
1.5776 |
1.5826 |
1.5948 |
|
| S4 |
1.5676 |
1.5726 |
1.5920 |
|
|
| 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 |
1.6376 |
1.5921 |
0.0455 |
2.8% |
0.0138 |
0.9% |
12% |
False |
False |
106,513 |
| 10 |
1.6385 |
1.5921 |
0.0464 |
2.9% |
0.0146 |
0.9% |
12% |
False |
False |
106,684 |
| 20 |
1.6385 |
1.5921 |
0.0464 |
2.9% |
0.0140 |
0.9% |
12% |
False |
False |
81,368 |
| 40 |
1.6385 |
1.5921 |
0.0464 |
2.9% |
0.0126 |
0.8% |
12% |
False |
False |
40,811 |
| 60 |
1.6385 |
1.5405 |
0.0980 |
6.1% |
0.0127 |
0.8% |
58% |
False |
False |
27,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6452 |
|
2.618 |
1.6289 |
|
1.618 |
1.6189 |
|
1.000 |
1.6127 |
|
0.618 |
1.6089 |
|
HIGH |
1.6027 |
|
0.618 |
1.5989 |
|
0.500 |
1.5977 |
|
0.382 |
1.5965 |
|
LOW |
1.5927 |
|
0.618 |
1.5865 |
|
1.000 |
1.5827 |
|
1.618 |
1.5765 |
|
2.618 |
1.5665 |
|
4.250 |
1.5502 |
|
|
| Fisher Pivots for day following 29-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5977 |
1.6024 |
| PP |
1.5976 |
1.6008 |
| S1 |
1.5976 |
1.5991 |
|