CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 28-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5904 |
1.5929 |
0.0025 |
0.2% |
1.5992 |
| High |
1.5986 |
1.5962 |
-0.0024 |
-0.2% |
1.6013 |
| Low |
1.5874 |
1.5820 |
-0.0054 |
-0.3% |
1.5745 |
| Close |
1.5930 |
1.5863 |
-0.0067 |
-0.4% |
1.5863 |
| Range |
0.0112 |
0.0142 |
0.0030 |
26.8% |
0.0268 |
| ATR |
0.0155 |
0.0154 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
129,061 |
122,046 |
-7,015 |
-5.4% |
674,185 |
|
| Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6308 |
1.6227 |
1.5941 |
|
| R3 |
1.6166 |
1.6085 |
1.5902 |
|
| R2 |
1.6024 |
1.6024 |
1.5889 |
|
| R1 |
1.5943 |
1.5943 |
1.5876 |
1.5913 |
| PP |
1.5882 |
1.5882 |
1.5882 |
1.5866 |
| S1 |
1.5801 |
1.5801 |
1.5850 |
1.5771 |
| S2 |
1.5740 |
1.5740 |
1.5837 |
|
| S3 |
1.5598 |
1.5659 |
1.5824 |
|
| S4 |
1.5456 |
1.5517 |
1.5785 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6678 |
1.6538 |
1.6010 |
|
| R3 |
1.6410 |
1.6270 |
1.5937 |
|
| R2 |
1.6142 |
1.6142 |
1.5912 |
|
| R1 |
1.6002 |
1.6002 |
1.5888 |
1.5938 |
| PP |
1.5874 |
1.5874 |
1.5874 |
1.5842 |
| S1 |
1.5734 |
1.5734 |
1.5838 |
1.5670 |
| S2 |
1.5606 |
1.5606 |
1.5814 |
|
| S3 |
1.5338 |
1.5466 |
1.5789 |
|
| S4 |
1.5070 |
1.5198 |
1.5716 |
|
|
| 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% |
0.0158 |
1.0% |
44% |
False |
False |
134,837 |
| 10 |
1.6054 |
1.5745 |
0.0309 |
1.9% |
0.0151 |
1.0% |
38% |
False |
False |
126,185 |
| 20 |
1.6054 |
1.5397 |
0.0657 |
4.1% |
0.0160 |
1.0% |
71% |
False |
False |
114,973 |
| 40 |
1.6054 |
1.5335 |
0.0719 |
4.5% |
0.0154 |
1.0% |
73% |
False |
False |
87,162 |
| 60 |
1.6264 |
1.5335 |
0.0929 |
5.9% |
0.0150 |
0.9% |
57% |
False |
False |
58,215 |
| 80 |
1.6264 |
1.5335 |
0.0929 |
5.9% |
0.0145 |
0.9% |
57% |
False |
False |
43,683 |
| 100 |
1.6264 |
1.5335 |
0.0929 |
5.9% |
0.0137 |
0.9% |
57% |
False |
False |
34,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6566 |
|
2.618 |
1.6334 |
|
1.618 |
1.6192 |
|
1.000 |
1.6104 |
|
0.618 |
1.6050 |
|
HIGH |
1.5962 |
|
0.618 |
1.5908 |
|
0.500 |
1.5891 |
|
0.382 |
1.5874 |
|
LOW |
1.5820 |
|
0.618 |
1.5732 |
|
1.000 |
1.5678 |
|
1.618 |
1.5590 |
|
2.618 |
1.5448 |
|
4.250 |
1.5217 |
|
|
| Fisher Pivots for day following 28-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5891 |
1.5875 |
| PP |
1.5882 |
1.5871 |
| S1 |
1.5872 |
1.5867 |
|