CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 13-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5591 |
1.5743 |
0.0152 |
1.0% |
1.5536 |
| High |
1.5773 |
1.5878 |
0.0105 |
0.7% |
1.5638 |
| Low |
1.5575 |
1.5713 |
0.0138 |
0.9% |
1.5397 |
| Close |
1.5758 |
1.5836 |
0.0078 |
0.5% |
1.5541 |
| Range |
0.0198 |
0.0165 |
-0.0033 |
-16.7% |
0.0241 |
| ATR |
0.0155 |
0.0156 |
0.0001 |
0.5% |
0.0000 |
| Volume |
134,104 |
125,847 |
-8,257 |
-6.2% |
525,962 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6304 |
1.6235 |
1.5927 |
|
| R3 |
1.6139 |
1.6070 |
1.5881 |
|
| R2 |
1.5974 |
1.5974 |
1.5866 |
|
| R1 |
1.5905 |
1.5905 |
1.5851 |
1.5940 |
| PP |
1.5809 |
1.5809 |
1.5809 |
1.5826 |
| S1 |
1.5740 |
1.5740 |
1.5821 |
1.5775 |
| S2 |
1.5644 |
1.5644 |
1.5806 |
|
| S3 |
1.5479 |
1.5575 |
1.5791 |
|
| S4 |
1.5314 |
1.5410 |
1.5745 |
|
|
| 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 |
1.5878 |
1.5397 |
0.0481 |
3.0% |
0.0159 |
1.0% |
91% |
True |
False |
116,717 |
| 10 |
1.5878 |
1.5397 |
0.0481 |
3.0% |
0.0168 |
1.1% |
91% |
True |
False |
103,761 |
| 20 |
1.5878 |
1.5335 |
0.0543 |
3.4% |
0.0151 |
1.0% |
92% |
True |
False |
85,383 |
| 40 |
1.6081 |
1.5335 |
0.0746 |
4.7% |
0.0149 |
0.9% |
67% |
False |
False |
55,741 |
| 60 |
1.6264 |
1.5335 |
0.0929 |
5.9% |
0.0147 |
0.9% |
54% |
False |
False |
37,206 |
| 80 |
1.6264 |
1.5335 |
0.0929 |
5.9% |
0.0140 |
0.9% |
54% |
False |
False |
27,915 |
| 100 |
1.6264 |
1.5283 |
0.0981 |
6.2% |
0.0125 |
0.8% |
56% |
False |
False |
22,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6579 |
|
2.618 |
1.6310 |
|
1.618 |
1.6145 |
|
1.000 |
1.6043 |
|
0.618 |
1.5980 |
|
HIGH |
1.5878 |
|
0.618 |
1.5815 |
|
0.500 |
1.5796 |
|
0.382 |
1.5776 |
|
LOW |
1.5713 |
|
0.618 |
1.5611 |
|
1.000 |
1.5548 |
|
1.618 |
1.5446 |
|
2.618 |
1.5281 |
|
4.250 |
1.5012 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5823 |
1.5788 |
| PP |
1.5809 |
1.5740 |
| S1 |
1.5796 |
1.5692 |
|