CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 25-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6210 |
1.6141 |
-0.0069 |
-0.4% |
1.6245 |
| High |
1.6253 |
1.6159 |
-0.0094 |
-0.6% |
1.6296 |
| Low |
1.6082 |
1.6028 |
-0.0054 |
-0.3% |
1.6028 |
| Close |
1.6138 |
1.6097 |
-0.0041 |
-0.3% |
1.6097 |
| Range |
0.0171 |
0.0131 |
-0.0040 |
-23.4% |
0.0268 |
| ATR |
0.0147 |
0.0146 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
128,408 |
102,447 |
-25,961 |
-20.2% |
347,405 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6488 |
1.6423 |
1.6169 |
|
| R3 |
1.6357 |
1.6292 |
1.6133 |
|
| R2 |
1.6226 |
1.6226 |
1.6121 |
|
| R1 |
1.6161 |
1.6161 |
1.6109 |
1.6128 |
| PP |
1.6095 |
1.6095 |
1.6095 |
1.6078 |
| S1 |
1.6030 |
1.6030 |
1.6085 |
1.5997 |
| S2 |
1.5964 |
1.5964 |
1.6073 |
|
| S3 |
1.5833 |
1.5899 |
1.6061 |
|
| S4 |
1.5702 |
1.5768 |
1.6025 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6944 |
1.6789 |
1.6244 |
|
| R3 |
1.6676 |
1.6521 |
1.6171 |
|
| R2 |
1.6408 |
1.6408 |
1.6146 |
|
| R1 |
1.6253 |
1.6253 |
1.6122 |
1.6197 |
| PP |
1.6140 |
1.6140 |
1.6140 |
1.6112 |
| S1 |
1.5985 |
1.5985 |
1.6072 |
1.5929 |
| S2 |
1.5872 |
1.5872 |
1.6048 |
|
| S3 |
1.5604 |
1.5717 |
1.6023 |
|
| S4 |
1.5336 |
1.5449 |
1.5950 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6296 |
1.6028 |
0.0268 |
1.7% |
0.0145 |
0.9% |
26% |
False |
True |
94,485 |
| 10 |
1.6296 |
1.5959 |
0.0337 |
2.1% |
0.0145 |
0.9% |
41% |
False |
False |
116,514 |
| 20 |
1.6296 |
1.5818 |
0.0478 |
3.0% |
0.0142 |
0.9% |
58% |
False |
False |
119,964 |
| 40 |
1.6296 |
1.5357 |
0.0939 |
5.8% |
0.0151 |
0.9% |
79% |
False |
False |
116,052 |
| 60 |
1.6296 |
1.5335 |
0.0961 |
6.0% |
0.0149 |
0.9% |
79% |
False |
False |
96,097 |
| 80 |
1.6296 |
1.5335 |
0.0961 |
6.0% |
0.0147 |
0.9% |
79% |
False |
False |
72,127 |
| 100 |
1.6296 |
1.5335 |
0.0961 |
6.0% |
0.0145 |
0.9% |
79% |
False |
False |
57,719 |
| 120 |
1.6296 |
1.5283 |
0.1013 |
6.3% |
0.0137 |
0.9% |
80% |
False |
False |
48,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6716 |
|
2.618 |
1.6502 |
|
1.618 |
1.6371 |
|
1.000 |
1.6290 |
|
0.618 |
1.6240 |
|
HIGH |
1.6159 |
|
0.618 |
1.6109 |
|
0.500 |
1.6094 |
|
0.382 |
1.6078 |
|
LOW |
1.6028 |
|
0.618 |
1.5947 |
|
1.000 |
1.5897 |
|
1.618 |
1.5816 |
|
2.618 |
1.5685 |
|
4.250 |
1.5471 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6096 |
1.6162 |
| PP |
1.6095 |
1.6140 |
| S1 |
1.6094 |
1.6119 |
|