CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 31-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5987 |
1.6057 |
0.0070 |
0.4% |
1.6203 |
| High |
1.6069 |
1.6137 |
0.0068 |
0.4% |
1.6385 |
| Low |
1.5964 |
1.5999 |
0.0035 |
0.2% |
1.5990 |
| Close |
1.6054 |
1.6052 |
-0.0002 |
0.0% |
1.5999 |
| Range |
0.0105 |
0.0138 |
0.0033 |
31.4% |
0.0395 |
| ATR |
0.0135 |
0.0135 |
0.0000 |
0.2% |
0.0000 |
| Volume |
105,954 |
130,478 |
24,524 |
23.1% |
519,333 |
|
| Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6477 |
1.6402 |
1.6128 |
|
| R3 |
1.6339 |
1.6264 |
1.6090 |
|
| R2 |
1.6201 |
1.6201 |
1.6077 |
|
| R1 |
1.6126 |
1.6126 |
1.6065 |
1.6095 |
| PP |
1.6063 |
1.6063 |
1.6063 |
1.6047 |
| S1 |
1.5988 |
1.5988 |
1.6039 |
1.5957 |
| S2 |
1.5925 |
1.5925 |
1.6027 |
|
| S3 |
1.5787 |
1.5850 |
1.6014 |
|
| S4 |
1.5649 |
1.5712 |
1.5976 |
|
|
| 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 |
1.6137 |
1.5921 |
0.0216 |
1.3% |
0.0116 |
0.7% |
61% |
True |
False |
106,661 |
| 10 |
1.6385 |
1.5921 |
0.0464 |
2.9% |
0.0136 |
0.8% |
28% |
False |
False |
107,045 |
| 20 |
1.6385 |
1.5921 |
0.0464 |
2.9% |
0.0142 |
0.9% |
28% |
False |
False |
93,051 |
| 40 |
1.6385 |
1.5921 |
0.0464 |
2.9% |
0.0128 |
0.8% |
28% |
False |
False |
46,717 |
| 60 |
1.6385 |
1.5405 |
0.0980 |
6.1% |
0.0127 |
0.8% |
66% |
False |
False |
31,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6724 |
|
2.618 |
1.6498 |
|
1.618 |
1.6360 |
|
1.000 |
1.6275 |
|
0.618 |
1.6222 |
|
HIGH |
1.6137 |
|
0.618 |
1.6084 |
|
0.500 |
1.6068 |
|
0.382 |
1.6052 |
|
LOW |
1.5999 |
|
0.618 |
1.5914 |
|
1.000 |
1.5861 |
|
1.618 |
1.5776 |
|
2.618 |
1.5638 |
|
4.250 |
1.5413 |
|
|
| Fisher Pivots for day following 31-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6068 |
1.6045 |
| PP |
1.6063 |
1.6039 |
| S1 |
1.6057 |
1.6032 |
|