CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6072 |
1.6093 |
0.0021 |
0.1% |
1.5842 |
| High |
1.6121 |
1.6136 |
0.0015 |
0.1% |
1.6274 |
| Low |
1.6028 |
1.6001 |
-0.0027 |
-0.2% |
1.5818 |
| Close |
1.6092 |
1.6088 |
-0.0004 |
0.0% |
1.6091 |
| Range |
0.0093 |
0.0135 |
0.0042 |
45.2% |
0.0456 |
| ATR |
0.0145 |
0.0144 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
119,086 |
141,623 |
22,537 |
18.9% |
629,525 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6480 |
1.6419 |
1.6162 |
|
| R3 |
1.6345 |
1.6284 |
1.6125 |
|
| R2 |
1.6210 |
1.6210 |
1.6113 |
|
| R1 |
1.6149 |
1.6149 |
1.6100 |
1.6112 |
| PP |
1.6075 |
1.6075 |
1.6075 |
1.6057 |
| S1 |
1.6014 |
1.6014 |
1.6076 |
1.5977 |
| S2 |
1.5940 |
1.5940 |
1.6063 |
|
| S3 |
1.5805 |
1.5879 |
1.6051 |
|
| S4 |
1.5670 |
1.5744 |
1.6014 |
|
|
| 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 |
1.6181 |
1.6001 |
0.0180 |
1.1% |
0.0119 |
0.7% |
48% |
False |
True |
120,708 |
| 10 |
1.6274 |
1.5818 |
0.0456 |
2.8% |
0.0138 |
0.9% |
59% |
False |
False |
123,414 |
| 20 |
1.6274 |
1.5713 |
0.0561 |
3.5% |
0.0146 |
0.9% |
67% |
False |
False |
124,989 |
| 40 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0150 |
0.9% |
80% |
False |
False |
104,968 |
| 60 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0149 |
0.9% |
80% |
False |
False |
76,730 |
| 80 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0148 |
0.9% |
80% |
False |
False |
57,579 |
| 100 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0141 |
0.9% |
80% |
False |
False |
46,072 |
| 120 |
1.6274 |
1.5283 |
0.0991 |
6.2% |
0.0127 |
0.8% |
81% |
False |
False |
38,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6710 |
|
2.618 |
1.6489 |
|
1.618 |
1.6354 |
|
1.000 |
1.6271 |
|
0.618 |
1.6219 |
|
HIGH |
1.6136 |
|
0.618 |
1.6084 |
|
0.500 |
1.6069 |
|
0.382 |
1.6053 |
|
LOW |
1.6001 |
|
0.618 |
1.5918 |
|
1.000 |
1.5866 |
|
1.618 |
1.5783 |
|
2.618 |
1.5648 |
|
4.250 |
1.5427 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6082 |
1.6085 |
| PP |
1.6075 |
1.6082 |
| S1 |
1.6069 |
1.6080 |
|