CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 05-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5475 |
1.5584 |
0.0109 |
0.7% |
1.5425 |
| High |
1.5638 |
1.5620 |
-0.0018 |
-0.1% |
1.5659 |
| Low |
1.5447 |
1.5443 |
-0.0004 |
0.0% |
1.5335 |
| Close |
1.5573 |
1.5485 |
-0.0088 |
-0.6% |
1.5581 |
| Range |
0.0191 |
0.0177 |
-0.0014 |
-7.3% |
0.0324 |
| ATR |
0.0155 |
0.0157 |
0.0002 |
1.0% |
0.0000 |
| Volume |
110,145 |
109,596 |
-549 |
-0.5% |
284,268 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6047 |
1.5943 |
1.5582 |
|
| R3 |
1.5870 |
1.5766 |
1.5534 |
|
| R2 |
1.5693 |
1.5693 |
1.5517 |
|
| R1 |
1.5589 |
1.5589 |
1.5501 |
1.5553 |
| PP |
1.5516 |
1.5516 |
1.5516 |
1.5498 |
| S1 |
1.5412 |
1.5412 |
1.5469 |
1.5376 |
| S2 |
1.5339 |
1.5339 |
1.5453 |
|
| S3 |
1.5162 |
1.5235 |
1.5436 |
|
| S4 |
1.4985 |
1.5058 |
1.5388 |
|
|
| 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 |
1.5357 |
0.0302 |
2.0% |
0.0188 |
1.2% |
42% |
False |
False |
80,050 |
| 10 |
1.5659 |
1.5335 |
0.0324 |
2.1% |
0.0158 |
1.0% |
46% |
False |
False |
69,986 |
| 20 |
1.5900 |
1.5335 |
0.0565 |
3.6% |
0.0156 |
1.0% |
27% |
False |
False |
74,604 |
| 40 |
1.6165 |
1.5335 |
0.0830 |
5.4% |
0.0151 |
1.0% |
18% |
False |
False |
38,200 |
| 60 |
1.6264 |
1.5335 |
0.0929 |
6.0% |
0.0145 |
0.9% |
16% |
False |
False |
25,497 |
| 80 |
1.6264 |
1.5335 |
0.0929 |
6.0% |
0.0139 |
0.9% |
16% |
False |
False |
19,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6372 |
|
2.618 |
1.6083 |
|
1.618 |
1.5906 |
|
1.000 |
1.5797 |
|
0.618 |
1.5729 |
|
HIGH |
1.5620 |
|
0.618 |
1.5552 |
|
0.500 |
1.5532 |
|
0.382 |
1.5511 |
|
LOW |
1.5443 |
|
0.618 |
1.5334 |
|
1.000 |
1.5266 |
|
1.618 |
1.5157 |
|
2.618 |
1.4980 |
|
4.250 |
1.4691 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5532 |
1.5531 |
| PP |
1.5516 |
1.5516 |
| S1 |
1.5501 |
1.5500 |
|