CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6076 |
1.5973 |
-0.0103 |
-0.6% |
1.6259 |
| High |
1.6115 |
1.6158 |
0.0043 |
0.3% |
1.6321 |
| Low |
1.5970 |
1.5967 |
-0.0003 |
0.0% |
1.5959 |
| Close |
1.6012 |
1.6120 |
0.0108 |
0.7% |
1.6053 |
| Range |
0.0145 |
0.0191 |
0.0046 |
31.7% |
0.0362 |
| ATR |
0.0133 |
0.0137 |
0.0004 |
3.1% |
0.0000 |
| Volume |
116,046 |
116,773 |
727 |
0.6% |
316,374 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6655 |
1.6578 |
1.6225 |
|
| R3 |
1.6464 |
1.6387 |
1.6173 |
|
| R2 |
1.6273 |
1.6273 |
1.6155 |
|
| R1 |
1.6196 |
1.6196 |
1.6138 |
1.6235 |
| PP |
1.6082 |
1.6082 |
1.6082 |
1.6101 |
| S1 |
1.6005 |
1.6005 |
1.6102 |
1.6044 |
| S2 |
1.5891 |
1.5891 |
1.6085 |
|
| S3 |
1.5700 |
1.5814 |
1.6067 |
|
| S4 |
1.5509 |
1.5623 |
1.6015 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7197 |
1.6987 |
1.6252 |
|
| R3 |
1.6835 |
1.6625 |
1.6153 |
|
| R2 |
1.6473 |
1.6473 |
1.6119 |
|
| R1 |
1.6263 |
1.6263 |
1.6086 |
1.6187 |
| PP |
1.6111 |
1.6111 |
1.6111 |
1.6073 |
| S1 |
1.5901 |
1.5901 |
1.6020 |
1.5825 |
| S2 |
1.5749 |
1.5749 |
1.5987 |
|
| S3 |
1.5387 |
1.5539 |
1.5953 |
|
| S4 |
1.5025 |
1.5177 |
1.5854 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6184 |
1.5959 |
0.0225 |
1.4% |
0.0166 |
1.0% |
72% |
False |
False |
115,511 |
| 10 |
1.6321 |
1.5959 |
0.0362 |
2.2% |
0.0147 |
0.9% |
44% |
False |
False |
79,056 |
| 20 |
1.6326 |
1.5959 |
0.0367 |
2.3% |
0.0135 |
0.8% |
44% |
False |
False |
39,859 |
| 40 |
1.6326 |
1.5734 |
0.0592 |
3.7% |
0.0125 |
0.8% |
65% |
False |
False |
19,987 |
| 60 |
1.6326 |
1.5337 |
0.0989 |
6.1% |
0.0120 |
0.7% |
79% |
False |
False |
13,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6970 |
|
2.618 |
1.6658 |
|
1.618 |
1.6467 |
|
1.000 |
1.6349 |
|
0.618 |
1.6276 |
|
HIGH |
1.6158 |
|
0.618 |
1.6085 |
|
0.500 |
1.6063 |
|
0.382 |
1.6040 |
|
LOW |
1.5967 |
|
0.618 |
1.5849 |
|
1.000 |
1.5776 |
|
1.618 |
1.5658 |
|
2.618 |
1.5467 |
|
4.250 |
1.5155 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6101 |
1.6102 |
| PP |
1.6082 |
1.6083 |
| S1 |
1.6063 |
1.6065 |
|