CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6205 |
1.6161 |
-0.0044 |
-0.3% |
1.6085 |
| High |
1.6209 |
1.6244 |
0.0035 |
0.2% |
1.6343 |
| Low |
1.6123 |
1.6136 |
0.0013 |
0.1% |
1.6071 |
| Close |
1.6158 |
1.6193 |
0.0035 |
0.2% |
1.6261 |
| Range |
0.0086 |
0.0108 |
0.0022 |
25.6% |
0.0272 |
| ATR |
0.0135 |
0.0133 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
98,359 |
110,378 |
12,019 |
12.2% |
601,244 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6515 |
1.6462 |
1.6252 |
|
| R3 |
1.6407 |
1.6354 |
1.6223 |
|
| R2 |
1.6299 |
1.6299 |
1.6213 |
|
| R1 |
1.6246 |
1.6246 |
1.6203 |
1.6273 |
| PP |
1.6191 |
1.6191 |
1.6191 |
1.6204 |
| S1 |
1.6138 |
1.6138 |
1.6183 |
1.6165 |
| S2 |
1.6083 |
1.6083 |
1.6173 |
|
| S3 |
1.5975 |
1.6030 |
1.6163 |
|
| S4 |
1.5867 |
1.5922 |
1.6134 |
|
|
| 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 |
1.6340 |
1.6123 |
0.0217 |
1.3% |
0.0109 |
0.7% |
32% |
False |
False |
112,973 |
| 10 |
1.6343 |
1.6028 |
0.0315 |
1.9% |
0.0126 |
0.8% |
52% |
False |
False |
115,831 |
| 20 |
1.6343 |
1.5959 |
0.0384 |
2.4% |
0.0132 |
0.8% |
61% |
False |
False |
117,665 |
| 40 |
1.6343 |
1.5506 |
0.0837 |
5.2% |
0.0141 |
0.9% |
82% |
False |
False |
121,038 |
| 60 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0146 |
0.9% |
85% |
False |
False |
108,262 |
| 80 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0146 |
0.9% |
85% |
False |
False |
83,708 |
| 100 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0145 |
0.9% |
85% |
False |
False |
66,991 |
| 120 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0139 |
0.9% |
85% |
False |
False |
55,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6703 |
|
2.618 |
1.6527 |
|
1.618 |
1.6419 |
|
1.000 |
1.6352 |
|
0.618 |
1.6311 |
|
HIGH |
1.6244 |
|
0.618 |
1.6203 |
|
0.500 |
1.6190 |
|
0.382 |
1.6177 |
|
LOW |
1.6136 |
|
0.618 |
1.6069 |
|
1.000 |
1.6028 |
|
1.618 |
1.5961 |
|
2.618 |
1.5853 |
|
4.250 |
1.5677 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6192 |
1.6232 |
| PP |
1.6191 |
1.6219 |
| S1 |
1.6190 |
1.6206 |
|