CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6120 |
1.6089 |
-0.0031 |
-0.2% |
1.6097 |
| High |
1.6182 |
1.6185 |
0.0003 |
0.0% |
1.6181 |
| Low |
1.5983 |
1.6072 |
0.0089 |
0.6% |
1.5959 |
| Close |
1.6092 |
1.6170 |
0.0078 |
0.5% |
1.6019 |
| Range |
0.0199 |
0.0113 |
-0.0086 |
-43.2% |
0.0222 |
| ATR |
0.0147 |
0.0144 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
193,931 |
104,408 |
-89,523 |
-46.2% |
597,048 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6481 |
1.6439 |
1.6232 |
|
| R3 |
1.6368 |
1.6326 |
1.6201 |
|
| R2 |
1.6255 |
1.6255 |
1.6191 |
|
| R1 |
1.6213 |
1.6213 |
1.6180 |
1.6234 |
| PP |
1.6142 |
1.6142 |
1.6142 |
1.6153 |
| S1 |
1.6100 |
1.6100 |
1.6160 |
1.6121 |
| S2 |
1.6029 |
1.6029 |
1.6149 |
|
| S3 |
1.5916 |
1.5987 |
1.6139 |
|
| S4 |
1.5803 |
1.5874 |
1.6108 |
|
|
| 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 |
1.6185 |
1.5959 |
0.0226 |
1.4% |
0.0145 |
0.9% |
93% |
True |
False |
138,543 |
| 10 |
1.6185 |
1.5959 |
0.0226 |
1.4% |
0.0132 |
0.8% |
93% |
True |
False |
129,625 |
| 20 |
1.6274 |
1.5745 |
0.0529 |
3.3% |
0.0145 |
0.9% |
80% |
False |
False |
129,287 |
| 40 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0149 |
0.9% |
89% |
False |
False |
111,732 |
| 60 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0148 |
0.9% |
89% |
False |
False |
88,257 |
| 80 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0148 |
0.9% |
89% |
False |
False |
66,233 |
| 100 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0143 |
0.9% |
89% |
False |
False |
52,997 |
| 120 |
1.6274 |
1.5283 |
0.0991 |
6.1% |
0.0132 |
0.8% |
90% |
False |
False |
44,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6665 |
|
2.618 |
1.6481 |
|
1.618 |
1.6368 |
|
1.000 |
1.6298 |
|
0.618 |
1.6255 |
|
HIGH |
1.6185 |
|
0.618 |
1.6142 |
|
0.500 |
1.6129 |
|
0.382 |
1.6115 |
|
LOW |
1.6072 |
|
0.618 |
1.6002 |
|
1.000 |
1.5959 |
|
1.618 |
1.5889 |
|
2.618 |
1.5776 |
|
4.250 |
1.5592 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6156 |
1.6141 |
| PP |
1.6142 |
1.6113 |
| S1 |
1.6129 |
1.6084 |
|