CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6093 |
1.6087 |
-0.0006 |
0.0% |
1.6097 |
| High |
1.6136 |
1.6109 |
-0.0027 |
-0.2% |
1.6181 |
| Low |
1.6001 |
1.5959 |
-0.0042 |
-0.3% |
1.5959 |
| Close |
1.6088 |
1.6019 |
-0.0069 |
-0.4% |
1.6019 |
| Range |
0.0135 |
0.0150 |
0.0015 |
11.1% |
0.0222 |
| ATR |
0.0144 |
0.0144 |
0.0000 |
0.3% |
0.0000 |
| Volume |
141,623 |
114,476 |
-27,147 |
-19.2% |
597,048 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6479 |
1.6399 |
1.6102 |
|
| R3 |
1.6329 |
1.6249 |
1.6060 |
|
| R2 |
1.6179 |
1.6179 |
1.6047 |
|
| R1 |
1.6099 |
1.6099 |
1.6033 |
1.6064 |
| PP |
1.6029 |
1.6029 |
1.6029 |
1.6012 |
| S1 |
1.5949 |
1.5949 |
1.6005 |
1.5914 |
| S2 |
1.5879 |
1.5879 |
1.5992 |
|
| S3 |
1.5729 |
1.5799 |
1.5978 |
|
| S4 |
1.5579 |
1.5649 |
1.5937 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6719 |
1.6591 |
1.6141 |
|
| R3 |
1.6497 |
1.6369 |
1.6080 |
|
| R2 |
1.6275 |
1.6275 |
1.6060 |
|
| R1 |
1.6147 |
1.6147 |
1.6039 |
1.6100 |
| PP |
1.6053 |
1.6053 |
1.6053 |
1.6030 |
| S1 |
1.5925 |
1.5925 |
1.5999 |
1.5878 |
| S2 |
1.5831 |
1.5831 |
1.5978 |
|
| S3 |
1.5609 |
1.5703 |
1.5958 |
|
| S4 |
1.5387 |
1.5481 |
1.5897 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6181 |
1.5959 |
0.0222 |
1.4% |
0.0122 |
0.8% |
27% |
False |
True |
119,409 |
| 10 |
1.6274 |
1.5818 |
0.0456 |
2.8% |
0.0139 |
0.9% |
44% |
False |
False |
122,657 |
| 20 |
1.6274 |
1.5745 |
0.0529 |
3.3% |
0.0145 |
0.9% |
52% |
False |
False |
124,421 |
| 40 |
1.6274 |
1.5335 |
0.0939 |
5.9% |
0.0148 |
0.9% |
73% |
False |
False |
104,902 |
| 60 |
1.6274 |
1.5335 |
0.0939 |
5.9% |
0.0148 |
0.9% |
73% |
False |
False |
78,635 |
| 80 |
1.6274 |
1.5335 |
0.0939 |
5.9% |
0.0147 |
0.9% |
73% |
False |
False |
59,010 |
| 100 |
1.6274 |
1.5335 |
0.0939 |
5.9% |
0.0141 |
0.9% |
73% |
False |
False |
47,217 |
| 120 |
1.6274 |
1.5283 |
0.0991 |
6.2% |
0.0128 |
0.8% |
74% |
False |
False |
39,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6747 |
|
2.618 |
1.6502 |
|
1.618 |
1.6352 |
|
1.000 |
1.6259 |
|
0.618 |
1.6202 |
|
HIGH |
1.6109 |
|
0.618 |
1.6052 |
|
0.500 |
1.6034 |
|
0.382 |
1.6016 |
|
LOW |
1.5959 |
|
0.618 |
1.5866 |
|
1.000 |
1.5809 |
|
1.618 |
1.5716 |
|
2.618 |
1.5566 |
|
4.250 |
1.5322 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6034 |
1.6048 |
| PP |
1.6029 |
1.6038 |
| S1 |
1.6024 |
1.6029 |
|