CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 27-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5816 |
1.5904 |
0.0088 |
0.6% |
1.5870 |
| High |
1.5939 |
1.5986 |
0.0047 |
0.3% |
1.6054 |
| Low |
1.5763 |
1.5874 |
0.0111 |
0.7% |
1.5828 |
| Close |
1.5873 |
1.5930 |
0.0057 |
0.4% |
1.5995 |
| Range |
0.0176 |
0.0112 |
-0.0064 |
-36.4% |
0.0226 |
| ATR |
0.0158 |
0.0155 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
135,852 |
129,061 |
-6,791 |
-5.0% |
477,901 |
|
| Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6266 |
1.6210 |
1.5992 |
|
| R3 |
1.6154 |
1.6098 |
1.5961 |
|
| R2 |
1.6042 |
1.6042 |
1.5951 |
|
| R1 |
1.5986 |
1.5986 |
1.5940 |
1.6014 |
| PP |
1.5930 |
1.5930 |
1.5930 |
1.5944 |
| S1 |
1.5874 |
1.5874 |
1.5920 |
1.5902 |
| S2 |
1.5818 |
1.5818 |
1.5909 |
|
| S3 |
1.5706 |
1.5762 |
1.5899 |
|
| S4 |
1.5594 |
1.5650 |
1.5868 |
|
|
| 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 |
1.6013 |
1.5745 |
0.0268 |
1.7% |
0.0160 |
1.0% |
69% |
False |
False |
131,776 |
| 10 |
1.6054 |
1.5713 |
0.0341 |
2.1% |
0.0154 |
1.0% |
64% |
False |
False |
126,565 |
| 20 |
1.6054 |
1.5357 |
0.0697 |
4.4% |
0.0161 |
1.0% |
82% |
False |
False |
112,140 |
| 40 |
1.6054 |
1.5335 |
0.0719 |
4.5% |
0.0152 |
1.0% |
83% |
False |
False |
84,164 |
| 60 |
1.6264 |
1.5335 |
0.0929 |
5.8% |
0.0149 |
0.9% |
64% |
False |
False |
56,181 |
| 80 |
1.6264 |
1.5335 |
0.0929 |
5.8% |
0.0146 |
0.9% |
64% |
False |
False |
42,158 |
| 100 |
1.6264 |
1.5283 |
0.0981 |
6.2% |
0.0136 |
0.9% |
66% |
False |
False |
33,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6462 |
|
2.618 |
1.6279 |
|
1.618 |
1.6167 |
|
1.000 |
1.6098 |
|
0.618 |
1.6055 |
|
HIGH |
1.5986 |
|
0.618 |
1.5943 |
|
0.500 |
1.5930 |
|
0.382 |
1.5917 |
|
LOW |
1.5874 |
|
0.618 |
1.5805 |
|
1.000 |
1.5762 |
|
1.618 |
1.5693 |
|
2.618 |
1.5581 |
|
4.250 |
1.5398 |
|
|
| Fisher Pivots for day following 27-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5930 |
1.5913 |
| PP |
1.5930 |
1.5896 |
| S1 |
1.5930 |
1.5879 |
|