CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 12-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5568 |
1.5591 |
0.0023 |
0.1% |
1.5536 |
| High |
1.5633 |
1.5773 |
0.0140 |
0.9% |
1.5638 |
| Low |
1.5506 |
1.5575 |
0.0069 |
0.4% |
1.5397 |
| Close |
1.5593 |
1.5758 |
0.0165 |
1.1% |
1.5541 |
| Range |
0.0127 |
0.0198 |
0.0071 |
55.9% |
0.0241 |
| ATR |
0.0152 |
0.0155 |
0.0003 |
2.2% |
0.0000 |
| Volume |
115,022 |
134,104 |
19,082 |
16.6% |
525,962 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6296 |
1.6225 |
1.5867 |
|
| R3 |
1.6098 |
1.6027 |
1.5812 |
|
| R2 |
1.5900 |
1.5900 |
1.5794 |
|
| R1 |
1.5829 |
1.5829 |
1.5776 |
1.5865 |
| PP |
1.5702 |
1.5702 |
1.5702 |
1.5720 |
| S1 |
1.5631 |
1.5631 |
1.5740 |
1.5667 |
| S2 |
1.5504 |
1.5504 |
1.5722 |
|
| S3 |
1.5306 |
1.5433 |
1.5704 |
|
| S4 |
1.5108 |
1.5235 |
1.5649 |
|
|
| 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 |
1.5773 |
1.5397 |
0.0376 |
2.4% |
0.0149 |
0.9% |
96% |
True |
False |
115,381 |
| 10 |
1.5773 |
1.5357 |
0.0416 |
2.6% |
0.0169 |
1.1% |
96% |
True |
False |
97,716 |
| 20 |
1.5773 |
1.5335 |
0.0438 |
2.8% |
0.0155 |
1.0% |
97% |
True |
False |
84,948 |
| 40 |
1.6081 |
1.5335 |
0.0746 |
4.7% |
0.0151 |
1.0% |
57% |
False |
False |
52,600 |
| 60 |
1.6264 |
1.5335 |
0.0929 |
5.9% |
0.0148 |
0.9% |
46% |
False |
False |
35,109 |
| 80 |
1.6264 |
1.5335 |
0.0929 |
5.9% |
0.0140 |
0.9% |
46% |
False |
False |
26,343 |
| 100 |
1.6264 |
1.5283 |
0.0981 |
6.2% |
0.0123 |
0.8% |
48% |
False |
False |
21,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6615 |
|
2.618 |
1.6291 |
|
1.618 |
1.6093 |
|
1.000 |
1.5971 |
|
0.618 |
1.5895 |
|
HIGH |
1.5773 |
|
0.618 |
1.5697 |
|
0.500 |
1.5674 |
|
0.382 |
1.5651 |
|
LOW |
1.5575 |
|
0.618 |
1.5453 |
|
1.000 |
1.5377 |
|
1.618 |
1.5255 |
|
2.618 |
1.5057 |
|
4.250 |
1.4734 |
|
|
| Fisher Pivots for day following 12-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5730 |
1.5712 |
| PP |
1.5702 |
1.5666 |
| S1 |
1.5674 |
1.5620 |
|