CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 28-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6110 |
1.5990 |
-0.0120 |
-0.7% |
1.6203 |
| High |
1.6127 |
1.6023 |
-0.0104 |
-0.6% |
1.6385 |
| Low |
1.5990 |
1.5921 |
-0.0069 |
-0.4% |
1.5990 |
| Close |
1.5999 |
1.5986 |
-0.0013 |
-0.1% |
1.5999 |
| Range |
0.0137 |
0.0102 |
-0.0035 |
-25.5% |
0.0395 |
| ATR |
0.0143 |
0.0140 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
102,765 |
103,512 |
747 |
0.7% |
519,333 |
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6283 |
1.6236 |
1.6042 |
|
| R3 |
1.6181 |
1.6134 |
1.6014 |
|
| R2 |
1.6079 |
1.6079 |
1.6005 |
|
| R1 |
1.6032 |
1.6032 |
1.5995 |
1.6005 |
| PP |
1.5977 |
1.5977 |
1.5977 |
1.5963 |
| S1 |
1.5930 |
1.5930 |
1.5977 |
1.5903 |
| S2 |
1.5875 |
1.5875 |
1.5967 |
|
| S3 |
1.5773 |
1.5828 |
1.5958 |
|
| S4 |
1.5671 |
1.5726 |
1.5930 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7310 |
1.7049 |
1.6216 |
|
| R3 |
1.6915 |
1.6654 |
1.6108 |
|
| R2 |
1.6520 |
1.6520 |
1.6071 |
|
| R1 |
1.6259 |
1.6259 |
1.6035 |
1.6192 |
| PP |
1.6125 |
1.6125 |
1.6125 |
1.6091 |
| S1 |
1.5864 |
1.5864 |
1.5963 |
1.5797 |
| S2 |
1.5730 |
1.5730 |
1.5927 |
|
| S3 |
1.5335 |
1.5469 |
1.5890 |
|
| S4 |
1.4940 |
1.5074 |
1.5782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6385 |
1.5921 |
0.0464 |
2.9% |
0.0140 |
0.9% |
14% |
False |
True |
106,586 |
| 10 |
1.6385 |
1.5921 |
0.0464 |
2.9% |
0.0156 |
1.0% |
14% |
False |
True |
109,619 |
| 20 |
1.6385 |
1.5921 |
0.0464 |
2.9% |
0.0139 |
0.9% |
14% |
False |
True |
76,869 |
| 40 |
1.6385 |
1.5857 |
0.0528 |
3.3% |
0.0128 |
0.8% |
24% |
False |
False |
38,547 |
| 60 |
1.6385 |
1.5405 |
0.0980 |
6.1% |
0.0129 |
0.8% |
59% |
False |
False |
25,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6457 |
|
2.618 |
1.6290 |
|
1.618 |
1.6188 |
|
1.000 |
1.6125 |
|
0.618 |
1.6086 |
|
HIGH |
1.6023 |
|
0.618 |
1.5984 |
|
0.500 |
1.5972 |
|
0.382 |
1.5960 |
|
LOW |
1.5921 |
|
0.618 |
1.5858 |
|
1.000 |
1.5819 |
|
1.618 |
1.5756 |
|
2.618 |
1.5654 |
|
4.250 |
1.5488 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5981 |
1.6087 |
| PP |
1.5977 |
1.6053 |
| S1 |
1.5972 |
1.6020 |
|