CME British Pound Future June 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 |
1.6191 |
1.6141 |
-0.0050 |
-0.3% |
1.6076 |
| High |
1.6192 |
1.6226 |
0.0034 |
0.2% |
1.6326 |
| Low |
1.6107 |
1.6118 |
0.0011 |
0.1% |
1.6064 |
| Close |
1.6141 |
1.6175 |
0.0034 |
0.2% |
1.6243 |
| Range |
0.0085 |
0.0108 |
0.0023 |
27.1% |
0.0262 |
| ATR |
0.0120 |
0.0119 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
33,793 |
54,372 |
20,579 |
60.9% |
6,728 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6497 |
1.6444 |
1.6234 |
|
| R3 |
1.6389 |
1.6336 |
1.6205 |
|
| R2 |
1.6281 |
1.6281 |
1.6195 |
|
| R1 |
1.6228 |
1.6228 |
1.6185 |
1.6255 |
| PP |
1.6173 |
1.6173 |
1.6173 |
1.6186 |
| S1 |
1.6120 |
1.6120 |
1.6165 |
1.6147 |
| S2 |
1.6065 |
1.6065 |
1.6155 |
|
| S3 |
1.5957 |
1.6012 |
1.6145 |
|
| S4 |
1.5849 |
1.5904 |
1.6116 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6997 |
1.6882 |
1.6387 |
|
| R3 |
1.6735 |
1.6620 |
1.6315 |
|
| R2 |
1.6473 |
1.6473 |
1.6291 |
|
| R1 |
1.6358 |
1.6358 |
1.6267 |
1.6416 |
| PP |
1.6211 |
1.6211 |
1.6211 |
1.6240 |
| S1 |
1.6096 |
1.6096 |
1.6219 |
1.6154 |
| S2 |
1.5949 |
1.5949 |
1.6195 |
|
| S3 |
1.5687 |
1.5834 |
1.6171 |
|
| S4 |
1.5425 |
1.5572 |
1.6099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6321 |
1.6107 |
0.0214 |
1.3% |
0.0108 |
0.7% |
32% |
False |
False |
22,787 |
| 10 |
1.6326 |
1.6011 |
0.0315 |
1.9% |
0.0123 |
0.8% |
52% |
False |
False |
11,687 |
| 20 |
1.6326 |
1.5944 |
0.0382 |
2.4% |
0.0120 |
0.7% |
60% |
False |
False |
5,966 |
| 40 |
1.6326 |
1.5503 |
0.0823 |
5.1% |
0.0119 |
0.7% |
82% |
False |
False |
3,039 |
| 60 |
1.6326 |
1.5337 |
0.0989 |
6.1% |
0.0115 |
0.7% |
85% |
False |
False |
2,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6685 |
|
2.618 |
1.6509 |
|
1.618 |
1.6401 |
|
1.000 |
1.6334 |
|
0.618 |
1.6293 |
|
HIGH |
1.6226 |
|
0.618 |
1.6185 |
|
0.500 |
1.6172 |
|
0.382 |
1.6159 |
|
LOW |
1.6118 |
|
0.618 |
1.6051 |
|
1.000 |
1.6010 |
|
1.618 |
1.5943 |
|
2.618 |
1.5835 |
|
4.250 |
1.5659 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6174 |
1.6214 |
| PP |
1.6173 |
1.6201 |
| S1 |
1.6172 |
1.6188 |
|