CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 14-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6087 |
1.6004 |
-0.0083 |
-0.5% |
1.6097 |
| High |
1.6109 |
1.6075 |
-0.0034 |
-0.2% |
1.6181 |
| Low |
1.5959 |
1.5978 |
0.0019 |
0.1% |
1.5959 |
| Close |
1.6019 |
1.6031 |
0.0012 |
0.1% |
1.6019 |
| Range |
0.0150 |
0.0097 |
-0.0053 |
-35.3% |
0.0222 |
| ATR |
0.0144 |
0.0141 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
114,476 |
95,549 |
-18,927 |
-16.5% |
597,048 |
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6319 |
1.6272 |
1.6084 |
|
| R3 |
1.6222 |
1.6175 |
1.6058 |
|
| R2 |
1.6125 |
1.6125 |
1.6049 |
|
| R1 |
1.6078 |
1.6078 |
1.6040 |
1.6102 |
| PP |
1.6028 |
1.6028 |
1.6028 |
1.6040 |
| S1 |
1.5981 |
1.5981 |
1.6022 |
1.6005 |
| S2 |
1.5931 |
1.5931 |
1.6013 |
|
| S3 |
1.5834 |
1.5884 |
1.6004 |
|
| S4 |
1.5737 |
1.5787 |
1.5978 |
|
|
| 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 |
1.6158 |
1.5959 |
0.0199 |
1.2% |
0.0122 |
0.8% |
36% |
False |
False |
119,906 |
| 10 |
1.6274 |
1.5959 |
0.0315 |
2.0% |
0.0126 |
0.8% |
23% |
False |
False |
118,678 |
| 20 |
1.6274 |
1.5745 |
0.0529 |
3.3% |
0.0146 |
0.9% |
54% |
False |
False |
123,710 |
| 40 |
1.6274 |
1.5335 |
0.0939 |
5.9% |
0.0148 |
0.9% |
74% |
False |
False |
105,321 |
| 60 |
1.6274 |
1.5335 |
0.0939 |
5.9% |
0.0148 |
0.9% |
74% |
False |
False |
80,221 |
| 80 |
1.6274 |
1.5335 |
0.0939 |
5.9% |
0.0145 |
0.9% |
74% |
False |
False |
60,204 |
| 100 |
1.6274 |
1.5335 |
0.0939 |
5.9% |
0.0142 |
0.9% |
74% |
False |
False |
48,172 |
| 120 |
1.6274 |
1.5283 |
0.0991 |
6.2% |
0.0128 |
0.8% |
75% |
False |
False |
40,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6487 |
|
2.618 |
1.6329 |
|
1.618 |
1.6232 |
|
1.000 |
1.6172 |
|
0.618 |
1.6135 |
|
HIGH |
1.6075 |
|
0.618 |
1.6038 |
|
0.500 |
1.6027 |
|
0.382 |
1.6015 |
|
LOW |
1.5978 |
|
0.618 |
1.5918 |
|
1.000 |
1.5881 |
|
1.618 |
1.5821 |
|
2.618 |
1.5724 |
|
4.250 |
1.5566 |
|
|
| Fisher Pivots for day following 14-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6030 |
1.6048 |
| PP |
1.6028 |
1.6042 |
| S1 |
1.6027 |
1.6037 |
|