CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5536 |
1.5475 |
-0.0061 |
-0.4% |
1.5425 |
| High |
1.5581 |
1.5638 |
0.0057 |
0.4% |
1.5659 |
| Low |
1.5424 |
1.5447 |
0.0023 |
0.1% |
1.5335 |
| Close |
1.5483 |
1.5573 |
0.0090 |
0.6% |
1.5581 |
| Range |
0.0157 |
0.0191 |
0.0034 |
21.7% |
0.0324 |
| ATR |
0.0152 |
0.0155 |
0.0003 |
1.8% |
0.0000 |
| Volume |
69,132 |
110,145 |
41,013 |
59.3% |
284,268 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6126 |
1.6040 |
1.5678 |
|
| R3 |
1.5935 |
1.5849 |
1.5626 |
|
| R2 |
1.5744 |
1.5744 |
1.5608 |
|
| R1 |
1.5658 |
1.5658 |
1.5591 |
1.5701 |
| PP |
1.5553 |
1.5553 |
1.5553 |
1.5574 |
| S1 |
1.5467 |
1.5467 |
1.5555 |
1.5510 |
| S2 |
1.5362 |
1.5362 |
1.5538 |
|
| S3 |
1.5171 |
1.5276 |
1.5520 |
|
| S4 |
1.4980 |
1.5085 |
1.5468 |
|
|
| 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 |
1.5342 |
0.0317 |
2.0% |
0.0186 |
1.2% |
73% |
False |
False |
69,682 |
| 10 |
1.5659 |
1.5335 |
0.0324 |
2.1% |
0.0154 |
1.0% |
73% |
False |
False |
65,680 |
| 20 |
1.5900 |
1.5335 |
0.0565 |
3.6% |
0.0153 |
1.0% |
42% |
False |
False |
70,132 |
| 40 |
1.6184 |
1.5335 |
0.0849 |
5.5% |
0.0149 |
1.0% |
28% |
False |
False |
35,462 |
| 60 |
1.6264 |
1.5335 |
0.0929 |
6.0% |
0.0144 |
0.9% |
26% |
False |
False |
23,672 |
| 80 |
1.6264 |
1.5335 |
0.0929 |
6.0% |
0.0137 |
0.9% |
26% |
False |
False |
17,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6450 |
|
2.618 |
1.6138 |
|
1.618 |
1.5947 |
|
1.000 |
1.5829 |
|
0.618 |
1.5756 |
|
HIGH |
1.5638 |
|
0.618 |
1.5565 |
|
0.500 |
1.5543 |
|
0.382 |
1.5520 |
|
LOW |
1.5447 |
|
0.618 |
1.5329 |
|
1.000 |
1.5256 |
|
1.618 |
1.5138 |
|
2.618 |
1.4947 |
|
4.250 |
1.4635 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5563 |
1.5561 |
| PP |
1.5553 |
1.5549 |
| S1 |
1.5543 |
1.5538 |
|