CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 02-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6265 |
1.6261 |
-0.0004 |
0.0% |
1.6245 |
| High |
1.6329 |
1.6343 |
0.0014 |
0.1% |
1.6296 |
| Low |
1.6250 |
1.6214 |
-0.0036 |
-0.2% |
1.6028 |
| Close |
1.6263 |
1.6328 |
0.0065 |
0.4% |
1.6097 |
| Range |
0.0079 |
0.0129 |
0.0050 |
63.3% |
0.0268 |
| ATR |
0.0145 |
0.0144 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
125,856 |
104,277 |
-21,579 |
-17.1% |
347,405 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6682 |
1.6634 |
1.6399 |
|
| R3 |
1.6553 |
1.6505 |
1.6363 |
|
| R2 |
1.6424 |
1.6424 |
1.6352 |
|
| R1 |
1.6376 |
1.6376 |
1.6340 |
1.6400 |
| PP |
1.6295 |
1.6295 |
1.6295 |
1.6307 |
| S1 |
1.6247 |
1.6247 |
1.6316 |
1.6271 |
| S2 |
1.6166 |
1.6166 |
1.6304 |
|
| S3 |
1.6037 |
1.6118 |
1.6293 |
|
| S4 |
1.5908 |
1.5989 |
1.6257 |
|
|
| 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 |
1.6343 |
1.6028 |
0.0315 |
1.9% |
0.0143 |
0.9% |
95% |
True |
False |
118,690 |
| 10 |
1.6343 |
1.5983 |
0.0360 |
2.2% |
0.0145 |
0.9% |
96% |
True |
False |
113,336 |
| 20 |
1.6343 |
1.5959 |
0.0384 |
2.4% |
0.0136 |
0.8% |
96% |
True |
False |
118,598 |
| 40 |
1.6343 |
1.5397 |
0.0946 |
5.8% |
0.0147 |
0.9% |
98% |
True |
False |
120,604 |
| 60 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0148 |
0.9% |
99% |
True |
False |
102,049 |
| 80 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0147 |
0.9% |
99% |
True |
False |
76,657 |
| 100 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0145 |
0.9% |
99% |
True |
False |
61,344 |
| 120 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0140 |
0.9% |
99% |
True |
False |
51,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6891 |
|
2.618 |
1.6681 |
|
1.618 |
1.6552 |
|
1.000 |
1.6472 |
|
0.618 |
1.6423 |
|
HIGH |
1.6343 |
|
0.618 |
1.6294 |
|
0.500 |
1.6279 |
|
0.382 |
1.6263 |
|
LOW |
1.6214 |
|
0.618 |
1.6134 |
|
1.000 |
1.6085 |
|
1.618 |
1.6005 |
|
2.618 |
1.5876 |
|
4.250 |
1.5666 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6312 |
1.6288 |
| PP |
1.6295 |
1.6247 |
| S1 |
1.6279 |
1.6207 |
|