CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 04-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6179 |
1.6133 |
-0.0046 |
-0.3% |
1.5842 |
| High |
1.6274 |
1.6169 |
-0.0105 |
-0.6% |
1.6274 |
| Low |
1.6117 |
1.6032 |
-0.0085 |
-0.5% |
1.5818 |
| Close |
1.6143 |
1.6091 |
-0.0052 |
-0.3% |
1.6091 |
| Range |
0.0157 |
0.0137 |
-0.0020 |
-12.7% |
0.0456 |
| ATR |
0.0155 |
0.0154 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
135,737 |
120,968 |
-14,769 |
-10.9% |
629,525 |
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6508 |
1.6437 |
1.6166 |
|
| R3 |
1.6371 |
1.6300 |
1.6129 |
|
| R2 |
1.6234 |
1.6234 |
1.6116 |
|
| R1 |
1.6163 |
1.6163 |
1.6104 |
1.6130 |
| PP |
1.6097 |
1.6097 |
1.6097 |
1.6081 |
| S1 |
1.6026 |
1.6026 |
1.6078 |
1.5993 |
| S2 |
1.5960 |
1.5960 |
1.6066 |
|
| S3 |
1.5823 |
1.5889 |
1.6053 |
|
| S4 |
1.5686 |
1.5752 |
1.6016 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7429 |
1.7216 |
1.6342 |
|
| R3 |
1.6973 |
1.6760 |
1.6216 |
|
| R2 |
1.6517 |
1.6517 |
1.6175 |
|
| R1 |
1.6304 |
1.6304 |
1.6133 |
1.6411 |
| PP |
1.6061 |
1.6061 |
1.6061 |
1.6114 |
| S1 |
1.5848 |
1.5848 |
1.6049 |
1.5955 |
| S2 |
1.5605 |
1.5605 |
1.6007 |
|
| S3 |
1.5149 |
1.5392 |
1.5966 |
|
| S4 |
1.4693 |
1.4936 |
1.5840 |
|
|
| 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% |
0.0155 |
1.0% |
60% |
False |
False |
125,905 |
| 10 |
1.6274 |
1.5745 |
0.0529 |
3.3% |
0.0157 |
1.0% |
65% |
False |
False |
130,371 |
| 20 |
1.6274 |
1.5397 |
0.0877 |
5.5% |
0.0154 |
1.0% |
79% |
False |
False |
123,748 |
| 40 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0154 |
1.0% |
81% |
False |
False |
101,283 |
| 60 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0150 |
0.9% |
81% |
False |
False |
68,700 |
| 80 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0148 |
0.9% |
81% |
False |
False |
51,549 |
| 100 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0141 |
0.9% |
81% |
False |
False |
41,249 |
| 120 |
1.6274 |
1.5283 |
0.0991 |
6.2% |
0.0123 |
0.8% |
82% |
False |
False |
34,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6751 |
|
2.618 |
1.6528 |
|
1.618 |
1.6391 |
|
1.000 |
1.6306 |
|
0.618 |
1.6254 |
|
HIGH |
1.6169 |
|
0.618 |
1.6117 |
|
0.500 |
1.6101 |
|
0.382 |
1.6084 |
|
LOW |
1.6032 |
|
0.618 |
1.5947 |
|
1.000 |
1.5895 |
|
1.618 |
1.5810 |
|
2.618 |
1.5673 |
|
4.250 |
1.5450 |
|
|
| Fisher Pivots for day following 04-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6101 |
1.6153 |
| PP |
1.6097 |
1.6132 |
| S1 |
1.6094 |
1.6112 |
|