CME British Pound Future March 2011
Trading Metrics calculated at close of trading on 04-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.6325 |
1.6274 |
-0.0051 |
-0.3% |
1.6085 |
High |
1.6333 |
1.6330 |
-0.0003 |
0.0% |
1.6343 |
Low |
1.6251 |
1.6220 |
-0.0031 |
-0.2% |
1.6071 |
Close |
1.6273 |
1.6261 |
-0.0012 |
-0.1% |
1.6261 |
Range |
0.0082 |
0.0110 |
0.0028 |
34.1% |
0.0272 |
ATR |
0.0139 |
0.0137 |
-0.0002 |
-1.5% |
0.0000 |
Volume |
130,608 |
108,040 |
-22,568 |
-17.3% |
601,244 |
|
Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6600 |
1.6541 |
1.6322 |
|
R3 |
1.6490 |
1.6431 |
1.6291 |
|
R2 |
1.6380 |
1.6380 |
1.6281 |
|
R1 |
1.6321 |
1.6321 |
1.6271 |
1.6296 |
PP |
1.6270 |
1.6270 |
1.6270 |
1.6258 |
S1 |
1.6211 |
1.6211 |
1.6251 |
1.6186 |
S2 |
1.6160 |
1.6160 |
1.6241 |
|
S3 |
1.6050 |
1.6101 |
1.6231 |
|
S4 |
1.5940 |
1.5991 |
1.6201 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7041 |
1.6923 |
1.6411 |
|
R3 |
1.6769 |
1.6651 |
1.6336 |
|
R2 |
1.6497 |
1.6497 |
1.6311 |
|
R1 |
1.6379 |
1.6379 |
1.6286 |
1.6438 |
PP |
1.6225 |
1.6225 |
1.6225 |
1.6255 |
S1 |
1.6107 |
1.6107 |
1.6236 |
1.6166 |
S2 |
1.5953 |
1.5953 |
1.6211 |
|
S3 |
1.5681 |
1.5835 |
1.6186 |
|
S4 |
1.5409 |
1.5563 |
1.6111 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6343 |
1.6071 |
0.0272 |
1.7% |
0.0121 |
0.7% |
70% |
False |
False |
120,248 |
10 |
1.6343 |
1.6028 |
0.0315 |
1.9% |
0.0133 |
0.8% |
74% |
False |
False |
107,367 |
20 |
1.6343 |
1.5959 |
0.0384 |
2.4% |
0.0133 |
0.8% |
79% |
False |
False |
118,496 |
40 |
1.6343 |
1.5397 |
0.0946 |
5.8% |
0.0143 |
0.9% |
91% |
False |
False |
121,077 |
60 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0147 |
0.9% |
92% |
False |
False |
105,586 |
80 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0147 |
0.9% |
92% |
False |
False |
79,638 |
100 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0144 |
0.9% |
92% |
False |
False |
63,729 |
120 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0140 |
0.9% |
92% |
False |
False |
53,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6798 |
2.618 |
1.6618 |
1.618 |
1.6508 |
1.000 |
1.6440 |
0.618 |
1.6398 |
HIGH |
1.6330 |
0.618 |
1.6288 |
0.500 |
1.6275 |
0.382 |
1.6262 |
LOW |
1.6220 |
0.618 |
1.6152 |
1.000 |
1.6110 |
1.618 |
1.6042 |
2.618 |
1.5932 |
4.250 |
1.5753 |
|
|
Fisher Pivots for day following 04-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6275 |
1.6279 |
PP |
1.6270 |
1.6273 |
S1 |
1.6266 |
1.6267 |
|