CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 24-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6143 |
1.6210 |
0.0067 |
0.4% |
1.6004 |
| High |
1.6296 |
1.6253 |
-0.0043 |
-0.3% |
1.6261 |
| Low |
1.6142 |
1.6082 |
-0.0060 |
-0.4% |
1.5978 |
| Close |
1.6199 |
1.6138 |
-0.0061 |
-0.4% |
1.6243 |
| Range |
0.0154 |
0.0171 |
0.0017 |
11.0% |
0.0283 |
| ATR |
0.0145 |
0.0147 |
0.0002 |
1.3% |
0.0000 |
| Volume |
116,550 |
128,408 |
11,858 |
10.2% |
703,261 |
|
| Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6671 |
1.6575 |
1.6232 |
|
| R3 |
1.6500 |
1.6404 |
1.6185 |
|
| R2 |
1.6329 |
1.6329 |
1.6169 |
|
| R1 |
1.6233 |
1.6233 |
1.6154 |
1.6196 |
| PP |
1.6158 |
1.6158 |
1.6158 |
1.6139 |
| S1 |
1.6062 |
1.6062 |
1.6122 |
1.6025 |
| S2 |
1.5987 |
1.5987 |
1.6107 |
|
| S3 |
1.5816 |
1.5891 |
1.6091 |
|
| S4 |
1.5645 |
1.5720 |
1.6044 |
|
|
| 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 |
1.6296 |
1.6072 |
0.0224 |
1.4% |
0.0142 |
0.9% |
29% |
False |
False |
94,877 |
| 10 |
1.6296 |
1.5959 |
0.0337 |
2.1% |
0.0146 |
0.9% |
53% |
False |
False |
120,431 |
| 20 |
1.6296 |
1.5818 |
0.0478 |
3.0% |
0.0141 |
0.9% |
67% |
False |
False |
121,294 |
| 40 |
1.6296 |
1.5342 |
0.0954 |
5.9% |
0.0152 |
0.9% |
83% |
False |
False |
114,935 |
| 60 |
1.6296 |
1.5335 |
0.0961 |
6.0% |
0.0148 |
0.9% |
84% |
False |
False |
94,402 |
| 80 |
1.6296 |
1.5335 |
0.0961 |
6.0% |
0.0147 |
0.9% |
84% |
False |
False |
70,847 |
| 100 |
1.6296 |
1.5335 |
0.0961 |
6.0% |
0.0144 |
0.9% |
84% |
False |
False |
56,695 |
| 120 |
1.6296 |
1.5283 |
0.1013 |
6.3% |
0.0136 |
0.8% |
84% |
False |
False |
47,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6980 |
|
2.618 |
1.6701 |
|
1.618 |
1.6530 |
|
1.000 |
1.6424 |
|
0.618 |
1.6359 |
|
HIGH |
1.6253 |
|
0.618 |
1.6188 |
|
0.500 |
1.6168 |
|
0.382 |
1.6147 |
|
LOW |
1.6082 |
|
0.618 |
1.5976 |
|
1.000 |
1.5911 |
|
1.618 |
1.5805 |
|
2.618 |
1.5634 |
|
4.250 |
1.5355 |
|
|
| Fisher Pivots for day following 24-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6168 |
1.6189 |
| PP |
1.6158 |
1.6172 |
| S1 |
1.6148 |
1.6155 |
|