CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 03-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6132 |
1.6179 |
0.0047 |
0.3% |
1.5992 |
| High |
1.6225 |
1.6274 |
0.0049 |
0.3% |
1.6013 |
| Low |
1.6124 |
1.6117 |
-0.0007 |
0.0% |
1.5745 |
| Close |
1.6167 |
1.6143 |
-0.0024 |
-0.1% |
1.5863 |
| Range |
0.0101 |
0.0157 |
0.0056 |
55.4% |
0.0268 |
| ATR |
0.0155 |
0.0155 |
0.0000 |
0.1% |
0.0000 |
| Volume |
104,952 |
135,737 |
30,785 |
29.3% |
674,185 |
|
| Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6649 |
1.6553 |
1.6229 |
|
| R3 |
1.6492 |
1.6396 |
1.6186 |
|
| R2 |
1.6335 |
1.6335 |
1.6172 |
|
| R1 |
1.6239 |
1.6239 |
1.6157 |
1.6209 |
| PP |
1.6178 |
1.6178 |
1.6178 |
1.6163 |
| S1 |
1.6082 |
1.6082 |
1.6129 |
1.6052 |
| S2 |
1.6021 |
1.6021 |
1.6114 |
|
| S3 |
1.5864 |
1.5925 |
1.6100 |
|
| S4 |
1.5707 |
1.5768 |
1.6057 |
|
|
| 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 |
1.6274 |
1.5818 |
0.0456 |
2.8% |
0.0156 |
1.0% |
71% |
True |
False |
126,120 |
| 10 |
1.6274 |
1.5745 |
0.0529 |
3.3% |
0.0158 |
1.0% |
75% |
True |
False |
128,948 |
| 20 |
1.6274 |
1.5397 |
0.0877 |
5.4% |
0.0153 |
0.9% |
85% |
True |
False |
123,658 |
| 40 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0155 |
1.0% |
86% |
True |
False |
99,131 |
| 60 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0152 |
0.9% |
86% |
True |
False |
66,686 |
| 80 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0147 |
0.9% |
86% |
True |
False |
50,037 |
| 100 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0142 |
0.9% |
86% |
True |
False |
40,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6941 |
|
2.618 |
1.6685 |
|
1.618 |
1.6528 |
|
1.000 |
1.6431 |
|
0.618 |
1.6371 |
|
HIGH |
1.6274 |
|
0.618 |
1.6214 |
|
0.500 |
1.6196 |
|
0.382 |
1.6177 |
|
LOW |
1.6117 |
|
0.618 |
1.6020 |
|
1.000 |
1.5960 |
|
1.618 |
1.5863 |
|
2.618 |
1.5706 |
|
4.250 |
1.5450 |
|
|
| Fisher Pivots for day following 03-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6196 |
1.6142 |
| PP |
1.6178 |
1.6141 |
| S1 |
1.6161 |
1.6140 |
|