CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6027 |
1.6120 |
0.0093 |
0.6% |
1.6097 |
| High |
1.6170 |
1.6182 |
0.0012 |
0.1% |
1.6181 |
| Low |
1.6003 |
1.5983 |
-0.0020 |
-0.1% |
1.5959 |
| Close |
1.6128 |
1.6092 |
-0.0036 |
-0.2% |
1.6019 |
| Range |
0.0167 |
0.0199 |
0.0032 |
19.2% |
0.0222 |
| ATR |
0.0143 |
0.0147 |
0.0004 |
2.8% |
0.0000 |
| Volume |
184,352 |
193,931 |
9,579 |
5.2% |
597,048 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6683 |
1.6586 |
1.6201 |
|
| R3 |
1.6484 |
1.6387 |
1.6147 |
|
| R2 |
1.6285 |
1.6285 |
1.6128 |
|
| R1 |
1.6188 |
1.6188 |
1.6110 |
1.6137 |
| PP |
1.6086 |
1.6086 |
1.6086 |
1.6060 |
| S1 |
1.5989 |
1.5989 |
1.6074 |
1.5938 |
| S2 |
1.5887 |
1.5887 |
1.6056 |
|
| S3 |
1.5688 |
1.5790 |
1.6037 |
|
| S4 |
1.5489 |
1.5591 |
1.5983 |
|
|
| 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 |
1.6182 |
1.5959 |
0.0223 |
1.4% |
0.0150 |
0.9% |
60% |
True |
False |
145,986 |
| 10 |
1.6274 |
1.5959 |
0.0315 |
2.0% |
0.0137 |
0.8% |
42% |
False |
False |
132,758 |
| 20 |
1.6274 |
1.5745 |
0.0529 |
3.3% |
0.0148 |
0.9% |
66% |
False |
False |
131,214 |
| 40 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0150 |
0.9% |
81% |
False |
False |
110,785 |
| 60 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0149 |
0.9% |
81% |
False |
False |
86,519 |
| 80 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0147 |
0.9% |
81% |
False |
False |
64,930 |
| 100 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0142 |
0.9% |
81% |
False |
False |
51,954 |
| 120 |
1.6274 |
1.5283 |
0.0991 |
6.2% |
0.0131 |
0.8% |
82% |
False |
False |
43,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7028 |
|
2.618 |
1.6703 |
|
1.618 |
1.6504 |
|
1.000 |
1.6381 |
|
0.618 |
1.6305 |
|
HIGH |
1.6182 |
|
0.618 |
1.6106 |
|
0.500 |
1.6083 |
|
0.382 |
1.6059 |
|
LOW |
1.5983 |
|
0.618 |
1.5860 |
|
1.000 |
1.5784 |
|
1.618 |
1.5661 |
|
2.618 |
1.5462 |
|
4.250 |
1.5137 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6089 |
1.6088 |
| PP |
1.6086 |
1.6084 |
| S1 |
1.6083 |
1.6080 |
|