CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 21-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5985 |
1.5891 |
-0.0094 |
-0.6% |
1.5870 |
| High |
1.6005 |
1.6011 |
0.0006 |
0.0% |
1.6054 |
| Low |
1.5831 |
1.5861 |
0.0030 |
0.2% |
1.5828 |
| Close |
1.5905 |
1.5995 |
0.0090 |
0.6% |
1.5995 |
| Range |
0.0174 |
0.0150 |
-0.0024 |
-13.8% |
0.0226 |
| ATR |
0.0153 |
0.0153 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
142,947 |
106,743 |
-36,204 |
-25.3% |
477,901 |
|
| Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6406 |
1.6350 |
1.6078 |
|
| R3 |
1.6256 |
1.6200 |
1.6036 |
|
| R2 |
1.6106 |
1.6106 |
1.6023 |
|
| R1 |
1.6050 |
1.6050 |
1.6009 |
1.6078 |
| PP |
1.5956 |
1.5956 |
1.5956 |
1.5970 |
| S1 |
1.5900 |
1.5900 |
1.5981 |
1.5928 |
| S2 |
1.5806 |
1.5806 |
1.5968 |
|
| S3 |
1.5656 |
1.5750 |
1.5954 |
|
| S4 |
1.5506 |
1.5600 |
1.5913 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6637 |
1.6542 |
1.6119 |
|
| R3 |
1.6411 |
1.6316 |
1.6057 |
|
| R2 |
1.6185 |
1.6185 |
1.6036 |
|
| R1 |
1.6090 |
1.6090 |
1.6016 |
1.6138 |
| PP |
1.5959 |
1.5959 |
1.5959 |
1.5983 |
| S1 |
1.5864 |
1.5864 |
1.5974 |
1.5912 |
| S2 |
1.5733 |
1.5733 |
1.5954 |
|
| S3 |
1.5507 |
1.5638 |
1.5933 |
|
| S4 |
1.5281 |
1.5412 |
1.5871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6054 |
1.5803 |
0.0251 |
1.6% |
0.0145 |
0.9% |
76% |
False |
False |
117,533 |
| 10 |
1.6054 |
1.5397 |
0.0657 |
4.1% |
0.0152 |
0.9% |
91% |
False |
False |
117,125 |
| 20 |
1.6054 |
1.5335 |
0.0719 |
4.5% |
0.0154 |
1.0% |
92% |
False |
False |
96,030 |
| 40 |
1.6054 |
1.5335 |
0.0719 |
4.5% |
0.0149 |
0.9% |
92% |
False |
False |
70,406 |
| 60 |
1.6264 |
1.5335 |
0.0929 |
5.8% |
0.0148 |
0.9% |
71% |
False |
False |
46,988 |
| 80 |
1.6264 |
1.5335 |
0.0929 |
5.8% |
0.0142 |
0.9% |
71% |
False |
False |
35,258 |
| 100 |
1.6264 |
1.5283 |
0.0981 |
6.1% |
0.0131 |
0.8% |
73% |
False |
False |
28,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6649 |
|
2.618 |
1.6404 |
|
1.618 |
1.6254 |
|
1.000 |
1.6161 |
|
0.618 |
1.6104 |
|
HIGH |
1.6011 |
|
0.618 |
1.5954 |
|
0.500 |
1.5936 |
|
0.382 |
1.5918 |
|
LOW |
1.5861 |
|
0.618 |
1.5768 |
|
1.000 |
1.5711 |
|
1.618 |
1.5618 |
|
2.618 |
1.5468 |
|
4.250 |
1.5224 |
|
|
| Fisher Pivots for day following 21-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5975 |
1.5974 |
| PP |
1.5956 |
1.5953 |
| S1 |
1.5936 |
1.5932 |
|