CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6175 |
1.6120 |
-0.0055 |
-0.3% |
1.6200 |
| High |
1.6175 |
1.6120 |
-0.0055 |
-0.3% |
1.6292 |
| Low |
1.6162 |
1.6120 |
-0.0042 |
-0.3% |
1.6180 |
| Close |
1.6151 |
1.6111 |
-0.0040 |
-0.2% |
1.6213 |
| Range |
0.0013 |
0.0000 |
-0.0013 |
-100.0% |
0.0112 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
2 |
6 |
4 |
200.0% |
24 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6117 |
1.6114 |
1.6111 |
|
| R3 |
1.6117 |
1.6114 |
1.6111 |
|
| R2 |
1.6117 |
1.6117 |
1.6111 |
|
| R1 |
1.6114 |
1.6114 |
1.6111 |
1.6116 |
| PP |
1.6117 |
1.6117 |
1.6117 |
1.6118 |
| S1 |
1.6114 |
1.6114 |
1.6111 |
1.6116 |
| S2 |
1.6117 |
1.6117 |
1.6111 |
|
| S3 |
1.6117 |
1.6114 |
1.6111 |
|
| S4 |
1.6117 |
1.6114 |
1.6111 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6564 |
1.6501 |
1.6275 |
|
| R3 |
1.6452 |
1.6389 |
1.6244 |
|
| R2 |
1.6340 |
1.6340 |
1.6234 |
|
| R1 |
1.6277 |
1.6277 |
1.6223 |
1.6309 |
| PP |
1.6228 |
1.6228 |
1.6228 |
1.6244 |
| S1 |
1.6165 |
1.6165 |
1.6203 |
1.6197 |
| S2 |
1.6116 |
1.6116 |
1.6192 |
|
| S3 |
1.6004 |
1.6053 |
1.6182 |
|
| S4 |
1.5892 |
1.5941 |
1.6151 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6292 |
1.6120 |
0.0172 |
1.1% |
0.0011 |
0.1% |
-5% |
False |
True |
4 |
| 10 |
1.6292 |
1.6050 |
0.0242 |
1.5% |
0.0010 |
0.1% |
25% |
False |
False |
4 |
| 20 |
1.6292 |
1.5929 |
0.0363 |
2.3% |
0.0005 |
0.0% |
50% |
False |
False |
4 |
| 40 |
1.6292 |
1.5533 |
0.0759 |
4.7% |
0.0010 |
0.1% |
76% |
False |
False |
5 |
| 60 |
1.6292 |
1.5325 |
0.0967 |
6.0% |
0.0008 |
0.1% |
81% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6120 |
|
2.618 |
1.6120 |
|
1.618 |
1.6120 |
|
1.000 |
1.6120 |
|
0.618 |
1.6120 |
|
HIGH |
1.6120 |
|
0.618 |
1.6120 |
|
0.500 |
1.6120 |
|
0.382 |
1.6120 |
|
LOW |
1.6120 |
|
0.618 |
1.6120 |
|
1.000 |
1.6120 |
|
1.618 |
1.6120 |
|
2.618 |
1.6120 |
|
4.250 |
1.6120 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6120 |
1.6171 |
| PP |
1.6117 |
1.6151 |
| S1 |
1.6114 |
1.6131 |
|