CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 07-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6133 |
1.6097 |
-0.0036 |
-0.2% |
1.5842 |
| High |
1.6169 |
1.6181 |
0.0012 |
0.1% |
1.6274 |
| Low |
1.6032 |
1.6084 |
0.0052 |
0.3% |
1.5818 |
| Close |
1.6091 |
1.6115 |
0.0024 |
0.1% |
1.6091 |
| Range |
0.0137 |
0.0097 |
-0.0040 |
-29.2% |
0.0456 |
| ATR |
0.0154 |
0.0150 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
120,968 |
93,064 |
-27,904 |
-23.1% |
629,525 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6418 |
1.6363 |
1.6168 |
|
| R3 |
1.6321 |
1.6266 |
1.6142 |
|
| R2 |
1.6224 |
1.6224 |
1.6133 |
|
| R1 |
1.6169 |
1.6169 |
1.6124 |
1.6197 |
| PP |
1.6127 |
1.6127 |
1.6127 |
1.6140 |
| S1 |
1.6072 |
1.6072 |
1.6106 |
1.6100 |
| S2 |
1.6030 |
1.6030 |
1.6097 |
|
| S3 |
1.5933 |
1.5975 |
1.6088 |
|
| S4 |
1.5836 |
1.5878 |
1.6062 |
|
|
| 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 |
1.6005 |
0.0269 |
1.7% |
0.0129 |
0.8% |
41% |
False |
False |
117,451 |
| 10 |
1.6274 |
1.5745 |
0.0529 |
3.3% |
0.0157 |
1.0% |
70% |
False |
False |
131,108 |
| 20 |
1.6274 |
1.5467 |
0.0807 |
5.0% |
0.0150 |
0.9% |
80% |
False |
False |
122,505 |
| 40 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0153 |
0.9% |
83% |
False |
False |
102,217 |
| 60 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0149 |
0.9% |
83% |
False |
False |
70,245 |
| 80 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0148 |
0.9% |
83% |
False |
False |
52,712 |
| 100 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0140 |
0.9% |
83% |
False |
False |
42,180 |
| 120 |
1.6274 |
1.5283 |
0.0991 |
6.1% |
0.0124 |
0.8% |
84% |
False |
False |
35,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6593 |
|
2.618 |
1.6435 |
|
1.618 |
1.6338 |
|
1.000 |
1.6278 |
|
0.618 |
1.6241 |
|
HIGH |
1.6181 |
|
0.618 |
1.6144 |
|
0.500 |
1.6133 |
|
0.382 |
1.6121 |
|
LOW |
1.6084 |
|
0.618 |
1.6024 |
|
1.000 |
1.5987 |
|
1.618 |
1.5927 |
|
2.618 |
1.5830 |
|
4.250 |
1.5672 |
|
|
| Fisher Pivots for day following 07-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6133 |
1.6153 |
| PP |
1.6127 |
1.6140 |
| S1 |
1.6121 |
1.6128 |
|