CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6141 |
1.6085 |
-0.0056 |
-0.3% |
1.6245 |
| High |
1.6159 |
1.6276 |
0.0117 |
0.7% |
1.6296 |
| Low |
1.6028 |
1.6071 |
0.0043 |
0.3% |
1.6028 |
| Close |
1.6097 |
1.6268 |
0.0171 |
1.1% |
1.6097 |
| Range |
0.0131 |
0.0205 |
0.0074 |
56.5% |
0.0268 |
| ATR |
0.0146 |
0.0150 |
0.0004 |
2.9% |
0.0000 |
| Volume |
102,447 |
132,463 |
30,016 |
29.3% |
347,405 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6820 |
1.6749 |
1.6381 |
|
| R3 |
1.6615 |
1.6544 |
1.6324 |
|
| R2 |
1.6410 |
1.6410 |
1.6306 |
|
| R1 |
1.6339 |
1.6339 |
1.6287 |
1.6375 |
| PP |
1.6205 |
1.6205 |
1.6205 |
1.6223 |
| S1 |
1.6134 |
1.6134 |
1.6249 |
1.6170 |
| S2 |
1.6000 |
1.6000 |
1.6230 |
|
| S3 |
1.5795 |
1.5929 |
1.6212 |
|
| S4 |
1.5590 |
1.5724 |
1.6155 |
|
|
| 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 |
1.6% |
0.0163 |
1.0% |
90% |
False |
False |
95,973 |
| 10 |
1.6296 |
1.5978 |
0.0318 |
2.0% |
0.0151 |
0.9% |
91% |
False |
False |
118,312 |
| 20 |
1.6296 |
1.5818 |
0.0478 |
2.9% |
0.0145 |
0.9% |
94% |
False |
False |
120,485 |
| 40 |
1.6296 |
1.5397 |
0.0899 |
5.5% |
0.0152 |
0.9% |
97% |
False |
False |
117,729 |
| 60 |
1.6296 |
1.5335 |
0.0961 |
5.9% |
0.0151 |
0.9% |
97% |
False |
False |
98,269 |
| 80 |
1.6296 |
1.5335 |
0.0961 |
5.9% |
0.0149 |
0.9% |
97% |
False |
False |
73,782 |
| 100 |
1.6296 |
1.5335 |
0.0961 |
5.9% |
0.0145 |
0.9% |
97% |
False |
False |
59,044 |
| 120 |
1.6296 |
1.5335 |
0.0961 |
5.9% |
0.0138 |
0.9% |
97% |
False |
False |
49,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7147 |
|
2.618 |
1.6813 |
|
1.618 |
1.6608 |
|
1.000 |
1.6481 |
|
0.618 |
1.6403 |
|
HIGH |
1.6276 |
|
0.618 |
1.6198 |
|
0.500 |
1.6174 |
|
0.382 |
1.6149 |
|
LOW |
1.6071 |
|
0.618 |
1.5944 |
|
1.000 |
1.5866 |
|
1.618 |
1.5739 |
|
2.618 |
1.5534 |
|
4.250 |
1.5200 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6237 |
1.6229 |
| PP |
1.6205 |
1.6191 |
| S1 |
1.6174 |
1.6152 |
|