CME British Pound Future March 2011
Trading Metrics calculated at close of trading on 14-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.6063 |
1.6092 |
0.0029 |
0.2% |
1.6277 |
High |
1.6087 |
1.6150 |
0.0063 |
0.4% |
1.6340 |
Low |
1.5975 |
1.6029 |
0.0054 |
0.3% |
1.5975 |
Close |
1.6069 |
1.6143 |
0.0074 |
0.5% |
1.6069 |
Range |
0.0112 |
0.0121 |
0.0009 |
8.0% |
0.0365 |
ATR |
0.0134 |
0.0134 |
-0.0001 |
-0.7% |
0.0000 |
Volume |
35,031 |
4,776 |
-30,255 |
-86.4% |
488,728 |
|
Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6470 |
1.6428 |
1.6210 |
|
R3 |
1.6349 |
1.6307 |
1.6176 |
|
R2 |
1.6228 |
1.6228 |
1.6165 |
|
R1 |
1.6186 |
1.6186 |
1.6154 |
1.6207 |
PP |
1.6107 |
1.6107 |
1.6107 |
1.6118 |
S1 |
1.6065 |
1.6065 |
1.6132 |
1.6086 |
S2 |
1.5986 |
1.5986 |
1.6121 |
|
S3 |
1.5865 |
1.5944 |
1.6110 |
|
S4 |
1.5744 |
1.5823 |
1.6076 |
|
|
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 |
1.6244 |
1.5975 |
0.0269 |
1.7% |
0.0121 |
0.7% |
62% |
False |
False |
75,204 |
10 |
1.6343 |
1.5975 |
0.0368 |
2.3% |
0.0116 |
0.7% |
46% |
False |
False |
96,228 |
20 |
1.6343 |
1.5975 |
0.0368 |
2.3% |
0.0134 |
0.8% |
46% |
False |
False |
107,270 |
40 |
1.6343 |
1.5745 |
0.0598 |
3.7% |
0.0139 |
0.9% |
67% |
False |
False |
115,845 |
60 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0143 |
0.9% |
80% |
False |
False |
105,691 |
80 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0144 |
0.9% |
80% |
False |
False |
85,793 |
100 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0144 |
0.9% |
80% |
False |
False |
68,662 |
120 |
1.6343 |
1.5335 |
0.1008 |
6.2% |
0.0140 |
0.9% |
80% |
False |
False |
57,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6664 |
2.618 |
1.6467 |
1.618 |
1.6346 |
1.000 |
1.6271 |
0.618 |
1.6225 |
HIGH |
1.6150 |
0.618 |
1.6104 |
0.500 |
1.6090 |
0.382 |
1.6075 |
LOW |
1.6029 |
0.618 |
1.5954 |
1.000 |
1.5908 |
1.618 |
1.5833 |
2.618 |
1.5712 |
4.250 |
1.5515 |
|
|
Fisher Pivots for day following 14-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6125 |
1.6127 |
PP |
1.6107 |
1.6111 |
S1 |
1.6090 |
1.6095 |
|