CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 30-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5973 |
1.5987 |
0.0014 |
0.1% |
1.6203 |
| High |
1.6027 |
1.6069 |
0.0042 |
0.3% |
1.6385 |
| Low |
1.5927 |
1.5964 |
0.0037 |
0.2% |
1.5990 |
| Close |
1.5975 |
1.6054 |
0.0079 |
0.5% |
1.5999 |
| Range |
0.0100 |
0.0105 |
0.0005 |
5.0% |
0.0395 |
| ATR |
0.0137 |
0.0135 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
90,600 |
105,954 |
15,354 |
16.9% |
519,333 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6344 |
1.6304 |
1.6112 |
|
| R3 |
1.6239 |
1.6199 |
1.6083 |
|
| R2 |
1.6134 |
1.6134 |
1.6073 |
|
| R1 |
1.6094 |
1.6094 |
1.6064 |
1.6114 |
| PP |
1.6029 |
1.6029 |
1.6029 |
1.6039 |
| S1 |
1.5989 |
1.5989 |
1.6044 |
1.6009 |
| S2 |
1.5924 |
1.5924 |
1.6035 |
|
| S3 |
1.5819 |
1.5884 |
1.6025 |
|
| S4 |
1.5714 |
1.5779 |
1.5996 |
|
|
| 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 |
1.6252 |
1.5921 |
0.0331 |
2.1% |
0.0124 |
0.8% |
40% |
False |
False |
107,830 |
| 10 |
1.6385 |
1.5921 |
0.0464 |
2.9% |
0.0142 |
0.9% |
29% |
False |
False |
105,675 |
| 20 |
1.6385 |
1.5921 |
0.0464 |
2.9% |
0.0139 |
0.9% |
29% |
False |
False |
86,622 |
| 40 |
1.6385 |
1.5921 |
0.0464 |
2.9% |
0.0126 |
0.8% |
29% |
False |
False |
43,459 |
| 60 |
1.6385 |
1.5405 |
0.0980 |
6.1% |
0.0127 |
0.8% |
66% |
False |
False |
29,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6515 |
|
2.618 |
1.6344 |
|
1.618 |
1.6239 |
|
1.000 |
1.6174 |
|
0.618 |
1.6134 |
|
HIGH |
1.6069 |
|
0.618 |
1.6029 |
|
0.500 |
1.6017 |
|
0.382 |
1.6004 |
|
LOW |
1.5964 |
|
0.618 |
1.5899 |
|
1.000 |
1.5859 |
|
1.618 |
1.5794 |
|
2.618 |
1.5689 |
|
4.250 |
1.5518 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6042 |
1.6034 |
| PP |
1.6029 |
1.6015 |
| S1 |
1.6017 |
1.5995 |
|