CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 25-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5992 |
1.5976 |
-0.0016 |
-0.1% |
1.5870 |
| High |
1.6008 |
1.6013 |
0.0005 |
0.0% |
1.6054 |
| Low |
1.5916 |
1.5745 |
-0.0171 |
-1.1% |
1.5828 |
| Close |
1.5988 |
1.5787 |
-0.0201 |
-1.3% |
1.5995 |
| Range |
0.0092 |
0.0268 |
0.0176 |
191.3% |
0.0226 |
| ATR |
0.0148 |
0.0157 |
0.0009 |
5.8% |
0.0000 |
| Volume |
85,693 |
201,533 |
115,840 |
135.2% |
477,901 |
|
| Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6652 |
1.6488 |
1.5934 |
|
| R3 |
1.6384 |
1.6220 |
1.5861 |
|
| R2 |
1.6116 |
1.6116 |
1.5836 |
|
| R1 |
1.5952 |
1.5952 |
1.5812 |
1.5900 |
| PP |
1.5848 |
1.5848 |
1.5848 |
1.5823 |
| S1 |
1.5684 |
1.5684 |
1.5762 |
1.5632 |
| S2 |
1.5580 |
1.5580 |
1.5738 |
|
| S3 |
1.5312 |
1.5416 |
1.5713 |
|
| S4 |
1.5044 |
1.5148 |
1.5640 |
|
|
| 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 |
1.6032 |
1.5745 |
0.0287 |
1.8% |
0.0156 |
1.0% |
15% |
False |
True |
130,164 |
| 10 |
1.6054 |
1.5506 |
0.0548 |
3.5% |
0.0157 |
1.0% |
51% |
False |
False |
124,986 |
| 20 |
1.6054 |
1.5335 |
0.0719 |
4.6% |
0.0164 |
1.0% |
63% |
False |
False |
104,622 |
| 40 |
1.6054 |
1.5335 |
0.0719 |
4.6% |
0.0151 |
1.0% |
63% |
False |
False |
77,574 |
| 60 |
1.6264 |
1.5335 |
0.0929 |
5.9% |
0.0148 |
0.9% |
49% |
False |
False |
51,772 |
| 80 |
1.6264 |
1.5335 |
0.0929 |
5.9% |
0.0144 |
0.9% |
49% |
False |
False |
38,847 |
| 100 |
1.6264 |
1.5283 |
0.0981 |
6.2% |
0.0134 |
0.8% |
51% |
False |
False |
31,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7152 |
|
2.618 |
1.6715 |
|
1.618 |
1.6447 |
|
1.000 |
1.6281 |
|
0.618 |
1.6179 |
|
HIGH |
1.6013 |
|
0.618 |
1.5911 |
|
0.500 |
1.5879 |
|
0.382 |
1.5847 |
|
LOW |
1.5745 |
|
0.618 |
1.5579 |
|
1.000 |
1.5477 |
|
1.618 |
1.5311 |
|
2.618 |
1.5043 |
|
4.250 |
1.4606 |
|
|
| Fisher Pivots for day following 25-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5879 |
1.5879 |
| PP |
1.5848 |
1.5848 |
| S1 |
1.5818 |
1.5818 |
|