CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 31-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5929 |
1.5842 |
-0.0087 |
-0.5% |
1.5992 |
| High |
1.5962 |
1.6045 |
0.0083 |
0.5% |
1.6013 |
| Low |
1.5820 |
1.5818 |
-0.0002 |
0.0% |
1.5745 |
| Close |
1.5863 |
1.6020 |
0.0157 |
1.0% |
1.5863 |
| Range |
0.0142 |
0.0227 |
0.0085 |
59.9% |
0.0268 |
| ATR |
0.0154 |
0.0159 |
0.0005 |
3.4% |
0.0000 |
| Volume |
122,046 |
135,333 |
13,287 |
10.9% |
674,185 |
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6642 |
1.6558 |
1.6145 |
|
| R3 |
1.6415 |
1.6331 |
1.6082 |
|
| R2 |
1.6188 |
1.6188 |
1.6062 |
|
| R1 |
1.6104 |
1.6104 |
1.6041 |
1.6146 |
| PP |
1.5961 |
1.5961 |
1.5961 |
1.5982 |
| S1 |
1.5877 |
1.5877 |
1.5999 |
1.5919 |
| S2 |
1.5734 |
1.5734 |
1.5978 |
|
| S3 |
1.5507 |
1.5650 |
1.5958 |
|
| S4 |
1.5280 |
1.5423 |
1.5895 |
|
|
| 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 |
1.6045 |
1.5745 |
0.0300 |
1.9% |
0.0185 |
1.2% |
92% |
True |
False |
144,765 |
| 10 |
1.6054 |
1.5745 |
0.0309 |
1.9% |
0.0166 |
1.0% |
89% |
False |
False |
128,741 |
| 20 |
1.6054 |
1.5397 |
0.0657 |
4.1% |
0.0159 |
1.0% |
95% |
False |
False |
119,440 |
| 40 |
1.6054 |
1.5335 |
0.0719 |
4.5% |
0.0155 |
1.0% |
95% |
False |
False |
90,510 |
| 60 |
1.6264 |
1.5335 |
0.0929 |
5.8% |
0.0151 |
0.9% |
74% |
False |
False |
60,470 |
| 80 |
1.6264 |
1.5335 |
0.0929 |
5.8% |
0.0147 |
0.9% |
74% |
False |
False |
45,374 |
| 100 |
1.6264 |
1.5335 |
0.0929 |
5.8% |
0.0140 |
0.9% |
74% |
False |
False |
36,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7010 |
|
2.618 |
1.6639 |
|
1.618 |
1.6412 |
|
1.000 |
1.6272 |
|
0.618 |
1.6185 |
|
HIGH |
1.6045 |
|
0.618 |
1.5958 |
|
0.500 |
1.5932 |
|
0.382 |
1.5905 |
|
LOW |
1.5818 |
|
0.618 |
1.5678 |
|
1.000 |
1.5591 |
|
1.618 |
1.5451 |
|
2.618 |
1.5224 |
|
4.250 |
1.4853 |
|
|
| Fisher Pivots for day following 31-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5991 |
1.5991 |
| PP |
1.5961 |
1.5961 |
| S1 |
1.5932 |
1.5932 |
|