CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6171 |
1.6245 |
0.0074 |
0.5% |
1.6004 |
| High |
1.6261 |
1.6254 |
-0.0007 |
0.0% |
1.6261 |
| Low |
1.6146 |
1.6098 |
-0.0048 |
-0.3% |
1.5978 |
| Close |
1.6243 |
1.6127 |
-0.0116 |
-0.7% |
1.6243 |
| Range |
0.0115 |
0.0156 |
0.0041 |
35.7% |
0.0283 |
| ATR |
0.0142 |
0.0143 |
0.0001 |
0.7% |
0.0000 |
| Volume |
125,021 |
0 |
-125,021 |
-100.0% |
703,261 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6628 |
1.6533 |
1.6213 |
|
| R3 |
1.6472 |
1.6377 |
1.6170 |
|
| R2 |
1.6316 |
1.6316 |
1.6156 |
|
| R1 |
1.6221 |
1.6221 |
1.6141 |
1.6191 |
| PP |
1.6160 |
1.6160 |
1.6160 |
1.6144 |
| S1 |
1.6065 |
1.6065 |
1.6113 |
1.6035 |
| S2 |
1.6004 |
1.6004 |
1.6098 |
|
| S3 |
1.5848 |
1.5909 |
1.6084 |
|
| S4 |
1.5692 |
1.5753 |
1.6041 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7010 |
1.6909 |
1.6399 |
|
| R3 |
1.6727 |
1.6626 |
1.6321 |
|
| R2 |
1.6444 |
1.6444 |
1.6295 |
|
| R1 |
1.6343 |
1.6343 |
1.6269 |
1.6394 |
| PP |
1.6161 |
1.6161 |
1.6161 |
1.6186 |
| S1 |
1.6060 |
1.6060 |
1.6217 |
1.6111 |
| S2 |
1.5878 |
1.5878 |
1.6191 |
|
| S3 |
1.5595 |
1.5777 |
1.6165 |
|
| S4 |
1.5312 |
1.5494 |
1.6087 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6261 |
1.5983 |
0.0278 |
1.7% |
0.0150 |
0.9% |
52% |
False |
False |
121,542 |
| 10 |
1.6261 |
1.5959 |
0.0302 |
1.9% |
0.0136 |
0.8% |
56% |
False |
False |
120,724 |
| 20 |
1.6274 |
1.5745 |
0.0529 |
3.3% |
0.0147 |
0.9% |
72% |
False |
False |
125,916 |
| 40 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0151 |
0.9% |
84% |
False |
False |
111,689 |
| 60 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0148 |
0.9% |
84% |
False |
False |
90,335 |
| 80 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0147 |
0.9% |
84% |
False |
False |
67,789 |
| 100 |
1.6274 |
1.5335 |
0.0939 |
5.8% |
0.0144 |
0.9% |
84% |
False |
False |
54,246 |
| 120 |
1.6274 |
1.5283 |
0.0991 |
6.1% |
0.0135 |
0.8% |
85% |
False |
False |
45,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6917 |
|
2.618 |
1.6662 |
|
1.618 |
1.6506 |
|
1.000 |
1.6410 |
|
0.618 |
1.6350 |
|
HIGH |
1.6254 |
|
0.618 |
1.6194 |
|
0.500 |
1.6176 |
|
0.382 |
1.6158 |
|
LOW |
1.6098 |
|
0.618 |
1.6002 |
|
1.000 |
1.5942 |
|
1.618 |
1.5846 |
|
2.618 |
1.5690 |
|
4.250 |
1.5435 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6176 |
1.6167 |
| PP |
1.6160 |
1.6153 |
| S1 |
1.6143 |
1.6140 |
|