CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6199 |
1.6063 |
-0.0136 |
-0.8% |
1.6277 |
| High |
1.6214 |
1.6087 |
-0.0127 |
-0.8% |
1.6340 |
| Low |
1.6038 |
1.5975 |
-0.0063 |
-0.4% |
1.5975 |
| Close |
1.6048 |
1.6069 |
0.0021 |
0.1% |
1.6069 |
| Range |
0.0176 |
0.0112 |
-0.0064 |
-36.4% |
0.0365 |
| ATR |
0.0136 |
0.0134 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
127,480 |
35,031 |
-92,449 |
-72.5% |
488,728 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6380 |
1.6336 |
1.6131 |
|
| R3 |
1.6268 |
1.6224 |
1.6100 |
|
| R2 |
1.6156 |
1.6156 |
1.6090 |
|
| R1 |
1.6112 |
1.6112 |
1.6079 |
1.6134 |
| PP |
1.6044 |
1.6044 |
1.6044 |
1.6055 |
| S1 |
1.6000 |
1.6000 |
1.6059 |
1.6022 |
| S2 |
1.5932 |
1.5932 |
1.6048 |
|
| S3 |
1.5820 |
1.5888 |
1.6038 |
|
| S4 |
1.5708 |
1.5776 |
1.6007 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7223 |
1.7011 |
1.6270 |
|
| R3 |
1.6858 |
1.6646 |
1.6169 |
|
| R2 |
1.6493 |
1.6493 |
1.6136 |
|
| R1 |
1.6281 |
1.6281 |
1.6102 |
1.6205 |
| PP |
1.6128 |
1.6128 |
1.6128 |
1.6090 |
| S1 |
1.5916 |
1.5916 |
1.6036 |
1.5840 |
| S2 |
1.5763 |
1.5763 |
1.6002 |
|
| S3 |
1.5398 |
1.5551 |
1.5969 |
|
| S4 |
1.5033 |
1.5186 |
1.5868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6340 |
1.5975 |
0.0365 |
2.3% |
0.0128 |
0.8% |
26% |
False |
True |
97,745 |
| 10 |
1.6343 |
1.5975 |
0.0368 |
2.3% |
0.0125 |
0.8% |
26% |
False |
True |
108,997 |
| 20 |
1.6343 |
1.5959 |
0.0384 |
2.4% |
0.0135 |
0.8% |
29% |
False |
False |
112,755 |
| 40 |
1.6343 |
1.5713 |
0.0630 |
3.9% |
0.0140 |
0.9% |
57% |
False |
False |
118,872 |
| 60 |
1.6343 |
1.5335 |
0.1008 |
6.3% |
0.0145 |
0.9% |
73% |
False |
False |
107,564 |
| 80 |
1.6343 |
1.5335 |
0.1008 |
6.3% |
0.0145 |
0.9% |
73% |
False |
False |
85,736 |
| 100 |
1.6343 |
1.5335 |
0.1008 |
6.3% |
0.0145 |
0.9% |
73% |
False |
False |
68,614 |
| 120 |
1.6343 |
1.5335 |
0.1008 |
6.3% |
0.0140 |
0.9% |
73% |
False |
False |
57,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6563 |
|
2.618 |
1.6380 |
|
1.618 |
1.6268 |
|
1.000 |
1.6199 |
|
0.618 |
1.6156 |
|
HIGH |
1.6087 |
|
0.618 |
1.6044 |
|
0.500 |
1.6031 |
|
0.382 |
1.6018 |
|
LOW |
1.5975 |
|
0.618 |
1.5906 |
|
1.000 |
1.5863 |
|
1.618 |
1.5794 |
|
2.618 |
1.5682 |
|
4.250 |
1.5499 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6056 |
1.6110 |
| PP |
1.6044 |
1.6096 |
| S1 |
1.6031 |
1.6083 |
|