CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 23-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6283 |
1.6353 |
0.0070 |
0.4% |
1.6069 |
| High |
1.6385 |
1.6376 |
-0.0009 |
-0.1% |
1.6243 |
| Low |
1.6277 |
1.6202 |
-0.0075 |
-0.5% |
1.5961 |
| Close |
1.6365 |
1.6229 |
-0.0136 |
-0.8% |
1.6199 |
| Range |
0.0108 |
0.0174 |
0.0066 |
61.1% |
0.0282 |
| ATR |
0.0138 |
0.0140 |
0.0003 |
1.9% |
0.0000 |
| Volume |
90,968 |
99,370 |
8,402 |
9.2% |
591,818 |
|
| Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6791 |
1.6684 |
1.6325 |
|
| R3 |
1.6617 |
1.6510 |
1.6277 |
|
| R2 |
1.6443 |
1.6443 |
1.6261 |
|
| R1 |
1.6336 |
1.6336 |
1.6245 |
1.6303 |
| PP |
1.6269 |
1.6269 |
1.6269 |
1.6252 |
| S1 |
1.6162 |
1.6162 |
1.6213 |
1.6129 |
| S2 |
1.6095 |
1.6095 |
1.6197 |
|
| S3 |
1.5921 |
1.5988 |
1.6181 |
|
| S4 |
1.5747 |
1.5814 |
1.6133 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6980 |
1.6872 |
1.6354 |
|
| R3 |
1.6698 |
1.6590 |
1.6277 |
|
| R2 |
1.6416 |
1.6416 |
1.6251 |
|
| R1 |
1.6308 |
1.6308 |
1.6225 |
1.6362 |
| PP |
1.6134 |
1.6134 |
1.6134 |
1.6162 |
| S1 |
1.6026 |
1.6026 |
1.6173 |
1.6080 |
| S2 |
1.5852 |
1.5852 |
1.6147 |
|
| S3 |
1.5570 |
1.5744 |
1.6121 |
|
| S4 |
1.5288 |
1.5462 |
1.6044 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6385 |
1.5967 |
0.0418 |
2.6% |
0.0159 |
1.0% |
63% |
False |
False |
103,520 |
| 10 |
1.6385 |
1.5959 |
0.0426 |
2.6% |
0.0161 |
1.0% |
63% |
False |
False |
107,935 |
| 20 |
1.6385 |
1.5959 |
0.0426 |
2.6% |
0.0142 |
0.9% |
63% |
False |
False |
59,811 |
| 40 |
1.6385 |
1.5780 |
0.0605 |
3.7% |
0.0126 |
0.8% |
74% |
False |
False |
30,002 |
| 60 |
1.6385 |
1.5355 |
0.1030 |
6.3% |
0.0127 |
0.8% |
85% |
False |
False |
20,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7116 |
|
2.618 |
1.6832 |
|
1.618 |
1.6658 |
|
1.000 |
1.6550 |
|
0.618 |
1.6484 |
|
HIGH |
1.6376 |
|
0.618 |
1.6310 |
|
0.500 |
1.6289 |
|
0.382 |
1.6268 |
|
LOW |
1.6202 |
|
0.618 |
1.6094 |
|
1.000 |
1.6028 |
|
1.618 |
1.5920 |
|
2.618 |
1.5746 |
|
4.250 |
1.5463 |
|
|
| Fisher Pivots for day following 23-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6289 |
1.6288 |
| PP |
1.6269 |
1.6268 |
| S1 |
1.6249 |
1.6249 |
|