CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 01-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6085 |
1.6265 |
0.0180 |
1.1% |
1.6245 |
| High |
1.6276 |
1.6329 |
0.0053 |
0.3% |
1.6296 |
| Low |
1.6071 |
1.6250 |
0.0179 |
1.1% |
1.6028 |
| Close |
1.6268 |
1.6263 |
-0.0005 |
0.0% |
1.6097 |
| Range |
0.0205 |
0.0079 |
-0.0126 |
-61.5% |
0.0268 |
| ATR |
0.0150 |
0.0145 |
-0.0005 |
-3.4% |
0.0000 |
| Volume |
132,463 |
125,856 |
-6,607 |
-5.0% |
347,405 |
|
| Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6518 |
1.6469 |
1.6306 |
|
| R3 |
1.6439 |
1.6390 |
1.6285 |
|
| R2 |
1.6360 |
1.6360 |
1.6277 |
|
| R1 |
1.6311 |
1.6311 |
1.6270 |
1.6296 |
| PP |
1.6281 |
1.6281 |
1.6281 |
1.6273 |
| S1 |
1.6232 |
1.6232 |
1.6256 |
1.6217 |
| S2 |
1.6202 |
1.6202 |
1.6249 |
|
| S3 |
1.6123 |
1.6153 |
1.6241 |
|
| S4 |
1.6044 |
1.6074 |
1.6220 |
|
|
| 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 |
1.6329 |
1.6028 |
0.0301 |
1.9% |
0.0148 |
0.9% |
78% |
True |
False |
121,144 |
| 10 |
1.6329 |
1.5983 |
0.0346 |
2.1% |
0.0149 |
0.9% |
81% |
True |
False |
121,343 |
| 20 |
1.6329 |
1.5959 |
0.0370 |
2.3% |
0.0137 |
0.8% |
82% |
True |
False |
120,011 |
| 40 |
1.6329 |
1.5397 |
0.0932 |
5.7% |
0.0148 |
0.9% |
93% |
True |
False |
119,725 |
| 60 |
1.6329 |
1.5335 |
0.0994 |
6.1% |
0.0149 |
0.9% |
93% |
True |
False |
100,344 |
| 80 |
1.6329 |
1.5335 |
0.0994 |
6.1% |
0.0148 |
0.9% |
93% |
True |
False |
75,355 |
| 100 |
1.6329 |
1.5335 |
0.0994 |
6.1% |
0.0145 |
0.9% |
93% |
True |
False |
60,301 |
| 120 |
1.6329 |
1.5335 |
0.0994 |
6.1% |
0.0139 |
0.9% |
93% |
True |
False |
50,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6665 |
|
2.618 |
1.6536 |
|
1.618 |
1.6457 |
|
1.000 |
1.6408 |
|
0.618 |
1.6378 |
|
HIGH |
1.6329 |
|
0.618 |
1.6299 |
|
0.500 |
1.6290 |
|
0.382 |
1.6280 |
|
LOW |
1.6250 |
|
0.618 |
1.6201 |
|
1.000 |
1.6171 |
|
1.618 |
1.6122 |
|
2.618 |
1.6043 |
|
4.250 |
1.5914 |
|
|
| Fisher Pivots for day following 01-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6290 |
1.6235 |
| PP |
1.6281 |
1.6207 |
| S1 |
1.6272 |
1.6179 |
|