CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 10-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5448 |
1.5526 |
0.0078 |
0.5% |
1.5536 |
| High |
1.5573 |
1.5595 |
0.0022 |
0.1% |
1.5638 |
| Low |
1.5397 |
1.5467 |
0.0070 |
0.5% |
1.5397 |
| Close |
1.5541 |
1.5575 |
0.0034 |
0.2% |
1.5541 |
| Range |
0.0176 |
0.0128 |
-0.0048 |
-27.3% |
0.0241 |
| ATR |
0.0155 |
0.0153 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
117,918 |
90,694 |
-27,224 |
-23.1% |
525,962 |
|
| Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5930 |
1.5880 |
1.5645 |
|
| R3 |
1.5802 |
1.5752 |
1.5610 |
|
| R2 |
1.5674 |
1.5674 |
1.5598 |
|
| R1 |
1.5624 |
1.5624 |
1.5587 |
1.5649 |
| PP |
1.5546 |
1.5546 |
1.5546 |
1.5558 |
| S1 |
1.5496 |
1.5496 |
1.5563 |
1.5521 |
| S2 |
1.5418 |
1.5418 |
1.5552 |
|
| S3 |
1.5290 |
1.5368 |
1.5540 |
|
| S4 |
1.5162 |
1.5240 |
1.5505 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6248 |
1.6136 |
1.5674 |
|
| R3 |
1.6007 |
1.5895 |
1.5607 |
|
| R2 |
1.5766 |
1.5766 |
1.5585 |
|
| R1 |
1.5654 |
1.5654 |
1.5563 |
1.5710 |
| PP |
1.5525 |
1.5525 |
1.5525 |
1.5554 |
| S1 |
1.5413 |
1.5413 |
1.5519 |
1.5469 |
| S2 |
1.5284 |
1.5284 |
1.5497 |
|
| S3 |
1.5043 |
1.5172 |
1.5475 |
|
| S4 |
1.4802 |
1.4931 |
1.5408 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5638 |
1.5397 |
0.0241 |
1.5% |
0.0158 |
1.0% |
74% |
False |
False |
109,504 |
| 10 |
1.5659 |
1.5335 |
0.0324 |
2.1% |
0.0170 |
1.1% |
74% |
False |
False |
84,258 |
| 20 |
1.5900 |
1.5335 |
0.0565 |
3.6% |
0.0156 |
1.0% |
42% |
False |
False |
82,712 |
| 40 |
1.6165 |
1.5335 |
0.0830 |
5.3% |
0.0150 |
1.0% |
29% |
False |
False |
46,379 |
| 60 |
1.6264 |
1.5335 |
0.0929 |
6.0% |
0.0147 |
0.9% |
26% |
False |
False |
30,959 |
| 80 |
1.6264 |
1.5335 |
0.0929 |
6.0% |
0.0138 |
0.9% |
26% |
False |
False |
23,229 |
| 100 |
1.6264 |
1.5283 |
0.0981 |
6.3% |
0.0120 |
0.8% |
30% |
False |
False |
18,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6139 |
|
2.618 |
1.5930 |
|
1.618 |
1.5802 |
|
1.000 |
1.5723 |
|
0.618 |
1.5674 |
|
HIGH |
1.5595 |
|
0.618 |
1.5546 |
|
0.500 |
1.5531 |
|
0.382 |
1.5516 |
|
LOW |
1.5467 |
|
0.618 |
1.5388 |
|
1.000 |
1.5339 |
|
1.618 |
1.5260 |
|
2.618 |
1.5132 |
|
4.250 |
1.4923 |
|
|
| Fisher Pivots for day following 10-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5560 |
1.5549 |
| PP |
1.5546 |
1.5522 |
| S1 |
1.5531 |
1.5496 |
|