CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6004 |
1.6027 |
0.0023 |
0.1% |
1.6097 |
| High |
1.6075 |
1.6170 |
0.0095 |
0.6% |
1.6181 |
| Low |
1.5978 |
1.6003 |
0.0025 |
0.2% |
1.5959 |
| Close |
1.6031 |
1.6128 |
0.0097 |
0.6% |
1.6019 |
| Range |
0.0097 |
0.0167 |
0.0070 |
72.2% |
0.0222 |
| ATR |
0.0141 |
0.0143 |
0.0002 |
1.3% |
0.0000 |
| Volume |
95,549 |
184,352 |
88,803 |
92.9% |
597,048 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6601 |
1.6532 |
1.6220 |
|
| R3 |
1.6434 |
1.6365 |
1.6174 |
|
| R2 |
1.6267 |
1.6267 |
1.6159 |
|
| R1 |
1.6198 |
1.6198 |
1.6143 |
1.6233 |
| PP |
1.6100 |
1.6100 |
1.6100 |
1.6118 |
| S1 |
1.6031 |
1.6031 |
1.6113 |
1.6066 |
| S2 |
1.5933 |
1.5933 |
1.6097 |
|
| S3 |
1.5766 |
1.5864 |
1.6082 |
|
| S4 |
1.5599 |
1.5697 |
1.6036 |
|
|
| 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 |
1.6170 |
1.5959 |
0.0211 |
1.3% |
0.0128 |
0.8% |
80% |
True |
False |
131,017 |
| 10 |
1.6274 |
1.5959 |
0.0315 |
2.0% |
0.0127 |
0.8% |
54% |
False |
False |
123,860 |
| 20 |
1.6274 |
1.5745 |
0.0529 |
3.3% |
0.0143 |
0.9% |
72% |
False |
False |
127,212 |
| 40 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0147 |
0.9% |
84% |
False |
False |
107,628 |
| 60 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0148 |
0.9% |
84% |
False |
False |
83,291 |
| 80 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0146 |
0.9% |
84% |
False |
False |
62,506 |
| 100 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0142 |
0.9% |
84% |
False |
False |
50,015 |
| 120 |
1.6274 |
1.5283 |
0.0991 |
6.1% |
0.0130 |
0.8% |
85% |
False |
False |
41,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6880 |
|
2.618 |
1.6607 |
|
1.618 |
1.6440 |
|
1.000 |
1.6337 |
|
0.618 |
1.6273 |
|
HIGH |
1.6170 |
|
0.618 |
1.6106 |
|
0.500 |
1.6087 |
|
0.382 |
1.6067 |
|
LOW |
1.6003 |
|
0.618 |
1.5900 |
|
1.000 |
1.5836 |
|
1.618 |
1.5733 |
|
2.618 |
1.5566 |
|
4.250 |
1.5293 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6114 |
1.6107 |
| PP |
1.6100 |
1.6086 |
| S1 |
1.6087 |
1.6065 |
|