CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 03-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5419 |
1.5536 |
0.0117 |
0.8% |
1.5425 |
| High |
1.5659 |
1.5581 |
-0.0078 |
-0.5% |
1.5659 |
| Low |
1.5416 |
1.5424 |
0.0008 |
0.1% |
1.5335 |
| Close |
1.5581 |
1.5483 |
-0.0098 |
-0.6% |
1.5581 |
| Range |
0.0243 |
0.0157 |
-0.0086 |
-35.4% |
0.0324 |
| ATR |
0.0152 |
0.0152 |
0.0000 |
0.2% |
0.0000 |
| Volume |
45,985 |
69,132 |
23,147 |
50.3% |
284,268 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5967 |
1.5882 |
1.5569 |
|
| R3 |
1.5810 |
1.5725 |
1.5526 |
|
| R2 |
1.5653 |
1.5653 |
1.5512 |
|
| R1 |
1.5568 |
1.5568 |
1.5497 |
1.5532 |
| PP |
1.5496 |
1.5496 |
1.5496 |
1.5478 |
| S1 |
1.5411 |
1.5411 |
1.5469 |
1.5375 |
| S2 |
1.5339 |
1.5339 |
1.5454 |
|
| S3 |
1.5182 |
1.5254 |
1.5440 |
|
| S4 |
1.5025 |
1.5097 |
1.5397 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6497 |
1.6363 |
1.5759 |
|
| R3 |
1.6173 |
1.6039 |
1.5670 |
|
| R2 |
1.5849 |
1.5849 |
1.5640 |
|
| R1 |
1.5715 |
1.5715 |
1.5611 |
1.5782 |
| PP |
1.5525 |
1.5525 |
1.5525 |
1.5559 |
| S1 |
1.5391 |
1.5391 |
1.5551 |
1.5458 |
| S2 |
1.5201 |
1.5201 |
1.5522 |
|
| S3 |
1.4877 |
1.5067 |
1.5492 |
|
| S4 |
1.4553 |
1.4743 |
1.5403 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5659 |
1.5335 |
0.0324 |
2.1% |
0.0182 |
1.2% |
46% |
False |
False |
59,012 |
| 10 |
1.5659 |
1.5335 |
0.0324 |
2.1% |
0.0144 |
0.9% |
46% |
False |
False |
61,432 |
| 20 |
1.5900 |
1.5335 |
0.0565 |
3.6% |
0.0149 |
1.0% |
26% |
False |
False |
64,940 |
| 40 |
1.6250 |
1.5335 |
0.0915 |
5.9% |
0.0147 |
0.9% |
16% |
False |
False |
32,710 |
| 60 |
1.6264 |
1.5335 |
0.0929 |
6.0% |
0.0143 |
0.9% |
16% |
False |
False |
21,837 |
| 80 |
1.6264 |
1.5335 |
0.0929 |
6.0% |
0.0136 |
0.9% |
16% |
False |
False |
16,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6248 |
|
2.618 |
1.5992 |
|
1.618 |
1.5835 |
|
1.000 |
1.5738 |
|
0.618 |
1.5678 |
|
HIGH |
1.5581 |
|
0.618 |
1.5521 |
|
0.500 |
1.5503 |
|
0.382 |
1.5484 |
|
LOW |
1.5424 |
|
0.618 |
1.5327 |
|
1.000 |
1.5267 |
|
1.618 |
1.5170 |
|
2.618 |
1.5013 |
|
4.250 |
1.4757 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5503 |
1.5508 |
| PP |
1.5496 |
1.5500 |
| S1 |
1.5490 |
1.5491 |
|