CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 14-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5743 |
1.5826 |
0.0083 |
0.5% |
1.5526 |
| High |
1.5878 |
1.5882 |
0.0004 |
0.0% |
1.5882 |
| Low |
1.5713 |
1.5803 |
0.0090 |
0.6% |
1.5467 |
| Close |
1.5836 |
1.5875 |
0.0039 |
0.2% |
1.5875 |
| Range |
0.0165 |
0.0079 |
-0.0086 |
-52.1% |
0.0415 |
| ATR |
0.0156 |
0.0150 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
125,847 |
109,766 |
-16,081 |
-12.8% |
575,433 |
|
| Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6090 |
1.6062 |
1.5918 |
|
| R3 |
1.6011 |
1.5983 |
1.5897 |
|
| R2 |
1.5932 |
1.5932 |
1.5889 |
|
| R1 |
1.5904 |
1.5904 |
1.5882 |
1.5918 |
| PP |
1.5853 |
1.5853 |
1.5853 |
1.5861 |
| S1 |
1.5825 |
1.5825 |
1.5868 |
1.5839 |
| S2 |
1.5774 |
1.5774 |
1.5861 |
|
| S3 |
1.5695 |
1.5746 |
1.5853 |
|
| S4 |
1.5616 |
1.5667 |
1.5832 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6986 |
1.6846 |
1.6103 |
|
| R3 |
1.6571 |
1.6431 |
1.5989 |
|
| R2 |
1.6156 |
1.6156 |
1.5951 |
|
| R1 |
1.6016 |
1.6016 |
1.5913 |
1.6086 |
| PP |
1.5741 |
1.5741 |
1.5741 |
1.5777 |
| S1 |
1.5601 |
1.5601 |
1.5837 |
1.5671 |
| S2 |
1.5326 |
1.5326 |
1.5799 |
|
| S3 |
1.4911 |
1.5186 |
1.5761 |
|
| S4 |
1.4496 |
1.4771 |
1.5647 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5882 |
1.5467 |
0.0415 |
2.6% |
0.0139 |
0.9% |
98% |
True |
False |
115,086 |
| 10 |
1.5882 |
1.5397 |
0.0485 |
3.1% |
0.0152 |
1.0% |
99% |
True |
False |
110,139 |
| 20 |
1.5882 |
1.5335 |
0.0547 |
3.4% |
0.0150 |
0.9% |
99% |
True |
False |
86,933 |
| 40 |
1.6081 |
1.5335 |
0.0746 |
4.7% |
0.0149 |
0.9% |
72% |
False |
False |
58,477 |
| 60 |
1.6264 |
1.5335 |
0.0929 |
5.9% |
0.0145 |
0.9% |
58% |
False |
False |
39,035 |
| 80 |
1.6264 |
1.5335 |
0.0929 |
5.9% |
0.0141 |
0.9% |
58% |
False |
False |
29,287 |
| 100 |
1.6264 |
1.5283 |
0.0981 |
6.2% |
0.0125 |
0.8% |
60% |
False |
False |
23,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6218 |
|
2.618 |
1.6089 |
|
1.618 |
1.6010 |
|
1.000 |
1.5961 |
|
0.618 |
1.5931 |
|
HIGH |
1.5882 |
|
0.618 |
1.5852 |
|
0.500 |
1.5843 |
|
0.382 |
1.5833 |
|
LOW |
1.5803 |
|
0.618 |
1.5754 |
|
1.000 |
1.5724 |
|
1.618 |
1.5675 |
|
2.618 |
1.5596 |
|
4.250 |
1.5467 |
|
|
| Fisher Pivots for day following 14-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5864 |
1.5826 |
| PP |
1.5853 |
1.5777 |
| S1 |
1.5843 |
1.5729 |
|