CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 18-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5826 |
1.5870 |
0.0044 |
0.3% |
1.5526 |
| High |
1.5882 |
1.6054 |
0.0172 |
1.1% |
1.5882 |
| Low |
1.5803 |
1.5828 |
0.0025 |
0.2% |
1.5467 |
| Close |
1.5875 |
1.5969 |
0.0094 |
0.6% |
1.5875 |
| Range |
0.0079 |
0.0226 |
0.0147 |
186.1% |
0.0415 |
| ATR |
0.0150 |
0.0156 |
0.0005 |
3.6% |
0.0000 |
| Volume |
109,766 |
114,305 |
4,539 |
4.1% |
575,433 |
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6628 |
1.6525 |
1.6093 |
|
| R3 |
1.6402 |
1.6299 |
1.6031 |
|
| R2 |
1.6176 |
1.6176 |
1.6010 |
|
| R1 |
1.6073 |
1.6073 |
1.5990 |
1.6125 |
| PP |
1.5950 |
1.5950 |
1.5950 |
1.5976 |
| S1 |
1.5847 |
1.5847 |
1.5948 |
1.5899 |
| S2 |
1.5724 |
1.5724 |
1.5928 |
|
| S3 |
1.5498 |
1.5621 |
1.5907 |
|
| S4 |
1.5272 |
1.5395 |
1.5845 |
|
|
| 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 |
1.6054 |
1.5506 |
0.0548 |
3.4% |
0.0159 |
1.0% |
84% |
True |
False |
119,808 |
| 10 |
1.6054 |
1.5397 |
0.0657 |
4.1% |
0.0159 |
1.0% |
87% |
True |
False |
114,656 |
| 20 |
1.6054 |
1.5335 |
0.0719 |
4.5% |
0.0151 |
0.9% |
88% |
True |
False |
88,044 |
| 40 |
1.6081 |
1.5335 |
0.0746 |
4.7% |
0.0151 |
0.9% |
85% |
False |
False |
61,331 |
| 60 |
1.6264 |
1.5335 |
0.0929 |
5.8% |
0.0147 |
0.9% |
68% |
False |
False |
40,937 |
| 80 |
1.6264 |
1.5335 |
0.0929 |
5.8% |
0.0142 |
0.9% |
68% |
False |
False |
30,716 |
| 100 |
1.6264 |
1.5283 |
0.0981 |
6.1% |
0.0127 |
0.8% |
70% |
False |
False |
24,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7015 |
|
2.618 |
1.6646 |
|
1.618 |
1.6420 |
|
1.000 |
1.6280 |
|
0.618 |
1.6194 |
|
HIGH |
1.6054 |
|
0.618 |
1.5968 |
|
0.500 |
1.5941 |
|
0.382 |
1.5914 |
|
LOW |
1.5828 |
|
0.618 |
1.5688 |
|
1.000 |
1.5602 |
|
1.618 |
1.5462 |
|
2.618 |
1.5236 |
|
4.250 |
1.4868 |
|
|
| Fisher Pivots for day following 18-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5960 |
1.5941 |
| PP |
1.5950 |
1.5912 |
| S1 |
1.5941 |
1.5884 |
|