CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 02-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6010 |
1.6132 |
0.0122 |
0.8% |
1.5992 |
| High |
1.6159 |
1.6225 |
0.0066 |
0.4% |
1.6013 |
| Low |
1.6005 |
1.6124 |
0.0119 |
0.7% |
1.5745 |
| Close |
1.6135 |
1.6167 |
0.0032 |
0.2% |
1.5863 |
| Range |
0.0154 |
0.0101 |
-0.0053 |
-34.4% |
0.0268 |
| ATR |
0.0159 |
0.0155 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
132,535 |
104,952 |
-27,583 |
-20.8% |
674,185 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6475 |
1.6422 |
1.6223 |
|
| R3 |
1.6374 |
1.6321 |
1.6195 |
|
| R2 |
1.6273 |
1.6273 |
1.6186 |
|
| R1 |
1.6220 |
1.6220 |
1.6176 |
1.6247 |
| PP |
1.6172 |
1.6172 |
1.6172 |
1.6185 |
| S1 |
1.6119 |
1.6119 |
1.6158 |
1.6146 |
| S2 |
1.6071 |
1.6071 |
1.6148 |
|
| S3 |
1.5970 |
1.6018 |
1.6139 |
|
| S4 |
1.5869 |
1.5917 |
1.6111 |
|
|
| 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 |
1.6225 |
1.5818 |
0.0407 |
2.5% |
0.0147 |
0.9% |
86% |
True |
False |
124,785 |
| 10 |
1.6225 |
1.5745 |
0.0480 |
3.0% |
0.0160 |
1.0% |
88% |
True |
False |
129,669 |
| 20 |
1.6225 |
1.5397 |
0.0828 |
5.1% |
0.0154 |
1.0% |
93% |
True |
False |
122,351 |
| 40 |
1.6225 |
1.5335 |
0.0890 |
5.5% |
0.0154 |
0.9% |
93% |
True |
False |
96,241 |
| 60 |
1.6225 |
1.5335 |
0.0890 |
5.5% |
0.0151 |
0.9% |
93% |
True |
False |
64,425 |
| 80 |
1.6264 |
1.5335 |
0.0929 |
5.7% |
0.0146 |
0.9% |
90% |
False |
False |
48,342 |
| 100 |
1.6264 |
1.5335 |
0.0929 |
5.7% |
0.0140 |
0.9% |
90% |
False |
False |
38,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6654 |
|
2.618 |
1.6489 |
|
1.618 |
1.6388 |
|
1.000 |
1.6326 |
|
0.618 |
1.6287 |
|
HIGH |
1.6225 |
|
0.618 |
1.6186 |
|
0.500 |
1.6175 |
|
0.382 |
1.6163 |
|
LOW |
1.6124 |
|
0.618 |
1.6062 |
|
1.000 |
1.6023 |
|
1.618 |
1.5961 |
|
2.618 |
1.5860 |
|
4.250 |
1.5695 |
|
|
| Fisher Pivots for day following 02-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6175 |
1.6119 |
| PP |
1.6172 |
1.6070 |
| S1 |
1.6170 |
1.6022 |
|