CME British Pound Future June 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 |
1.6050 |
1.6069 |
0.0019 |
0.1% |
1.6259 |
| High |
1.6072 |
1.6184 |
0.0112 |
0.7% |
1.6321 |
| Low |
1.5959 |
1.6010 |
0.0051 |
0.3% |
1.5959 |
| Close |
1.6053 |
1.6157 |
0.0104 |
0.6% |
1.6053 |
| Range |
0.0113 |
0.0174 |
0.0061 |
54.0% |
0.0362 |
| ATR |
0.0122 |
0.0126 |
0.0004 |
3.0% |
0.0000 |
| Volume |
106,318 |
118,465 |
12,147 |
11.4% |
316,374 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6639 |
1.6572 |
1.6253 |
|
| R3 |
1.6465 |
1.6398 |
1.6205 |
|
| R2 |
1.6291 |
1.6291 |
1.6189 |
|
| R1 |
1.6224 |
1.6224 |
1.6173 |
1.6258 |
| PP |
1.6117 |
1.6117 |
1.6117 |
1.6134 |
| S1 |
1.6050 |
1.6050 |
1.6141 |
1.6084 |
| S2 |
1.5943 |
1.5943 |
1.6125 |
|
| S3 |
1.5769 |
1.5876 |
1.6109 |
|
| S4 |
1.5595 |
1.5702 |
1.6061 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7197 |
1.6987 |
1.6252 |
|
| R3 |
1.6835 |
1.6625 |
1.6153 |
|
| R2 |
1.6473 |
1.6473 |
1.6119 |
|
| R1 |
1.6263 |
1.6263 |
1.6086 |
1.6187 |
| PP |
1.6111 |
1.6111 |
1.6111 |
1.6073 |
| S1 |
1.5901 |
1.5901 |
1.6020 |
1.5825 |
| S2 |
1.5749 |
1.5749 |
1.5987 |
|
| S3 |
1.5387 |
1.5539 |
1.5953 |
|
| S4 |
1.5025 |
1.5177 |
1.5854 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6226 |
1.5959 |
0.0267 |
1.7% |
0.0131 |
0.8% |
74% |
False |
False |
82,783 |
| 10 |
1.6326 |
1.5959 |
0.0367 |
2.3% |
0.0122 |
0.8% |
54% |
False |
False |
44,119 |
| 20 |
1.6326 |
1.5959 |
0.0367 |
2.3% |
0.0128 |
0.8% |
54% |
False |
False |
22,247 |
| 40 |
1.6326 |
1.5734 |
0.0592 |
3.7% |
0.0121 |
0.7% |
71% |
False |
False |
11,177 |
| 60 |
1.6326 |
1.5337 |
0.0989 |
6.1% |
0.0116 |
0.7% |
83% |
False |
False |
7,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6924 |
|
2.618 |
1.6640 |
|
1.618 |
1.6466 |
|
1.000 |
1.6358 |
|
0.618 |
1.6292 |
|
HIGH |
1.6184 |
|
0.618 |
1.6118 |
|
0.500 |
1.6097 |
|
0.382 |
1.6076 |
|
LOW |
1.6010 |
|
0.618 |
1.5902 |
|
1.000 |
1.5836 |
|
1.618 |
1.5728 |
|
2.618 |
1.5554 |
|
4.250 |
1.5271 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6137 |
1.6131 |
| PP |
1.6117 |
1.6104 |
| S1 |
1.6097 |
1.6078 |
|