CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6141 |
1.6169 |
0.0028 |
0.2% |
1.6076 |
| High |
1.6226 |
1.6196 |
-0.0030 |
-0.2% |
1.6326 |
| Low |
1.6118 |
1.6020 |
-0.0098 |
-0.6% |
1.6064 |
| Close |
1.6175 |
1.6031 |
-0.0144 |
-0.9% |
1.6243 |
| Range |
0.0108 |
0.0176 |
0.0068 |
63.0% |
0.0262 |
| ATR |
0.0119 |
0.0123 |
0.0004 |
3.4% |
0.0000 |
| Volume |
54,372 |
100,970 |
46,598 |
85.7% |
6,728 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6610 |
1.6497 |
1.6128 |
|
| R3 |
1.6434 |
1.6321 |
1.6079 |
|
| R2 |
1.6258 |
1.6258 |
1.6063 |
|
| R1 |
1.6145 |
1.6145 |
1.6047 |
1.6114 |
| PP |
1.6082 |
1.6082 |
1.6082 |
1.6067 |
| S1 |
1.5969 |
1.5969 |
1.6015 |
1.5938 |
| S2 |
1.5906 |
1.5906 |
1.5999 |
|
| S3 |
1.5730 |
1.5793 |
1.5983 |
|
| S4 |
1.5554 |
1.5617 |
1.5934 |
|
|
| 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 |
1.6020 |
0.0301 |
1.9% |
0.0127 |
0.8% |
4% |
False |
True |
42,602 |
| 10 |
1.6326 |
1.6011 |
0.0315 |
2.0% |
0.0125 |
0.8% |
6% |
False |
False |
21,730 |
| 20 |
1.6326 |
1.5944 |
0.0382 |
2.4% |
0.0126 |
0.8% |
23% |
False |
False |
11,013 |
| 40 |
1.6326 |
1.5570 |
0.0756 |
4.7% |
0.0121 |
0.8% |
61% |
False |
False |
5,563 |
| 60 |
1.6326 |
1.5337 |
0.0989 |
6.2% |
0.0116 |
0.7% |
70% |
False |
False |
3,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6944 |
|
2.618 |
1.6657 |
|
1.618 |
1.6481 |
|
1.000 |
1.6372 |
|
0.618 |
1.6305 |
|
HIGH |
1.6196 |
|
0.618 |
1.6129 |
|
0.500 |
1.6108 |
|
0.382 |
1.6087 |
|
LOW |
1.6020 |
|
0.618 |
1.5911 |
|
1.000 |
1.5844 |
|
1.618 |
1.5735 |
|
2.618 |
1.5559 |
|
4.250 |
1.5272 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6108 |
1.6123 |
| PP |
1.6082 |
1.6092 |
| S1 |
1.6057 |
1.6062 |
|