CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6157 |
1.6050 |
-0.0107 |
-0.7% |
1.6200 |
| High |
1.6157 |
1.6050 |
-0.0107 |
-0.7% |
1.6292 |
| Low |
1.6157 |
1.6029 |
-0.0128 |
-0.8% |
1.6180 |
| Close |
1.6144 |
1.6003 |
-0.0141 |
-0.9% |
1.6213 |
| Range |
0.0000 |
0.0021 |
0.0021 |
|
0.0112 |
| ATR |
0.0061 |
0.0065 |
0.0004 |
6.3% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
24 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6090 |
1.6068 |
1.6015 |
|
| R3 |
1.6069 |
1.6047 |
1.6009 |
|
| R2 |
1.6048 |
1.6048 |
1.6007 |
|
| R1 |
1.6026 |
1.6026 |
1.6005 |
1.6027 |
| PP |
1.6027 |
1.6027 |
1.6027 |
1.6028 |
| S1 |
1.6005 |
1.6005 |
1.6001 |
1.6006 |
| S2 |
1.6006 |
1.6006 |
1.5999 |
|
| S3 |
1.5985 |
1.5984 |
1.5997 |
|
| S4 |
1.5964 |
1.5963 |
1.5991 |
|
|
| 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 |
1.6222 |
1.6029 |
0.0193 |
1.2% |
0.0015 |
0.1% |
-13% |
False |
True |
2 |
| 10 |
1.6292 |
1.6029 |
0.0263 |
1.6% |
0.0008 |
0.0% |
-10% |
False |
True |
4 |
| 20 |
1.6292 |
1.5929 |
0.0363 |
2.3% |
0.0006 |
0.0% |
20% |
False |
False |
4 |
| 40 |
1.6292 |
1.5713 |
0.0579 |
3.6% |
0.0010 |
0.1% |
50% |
False |
False |
5 |
| 60 |
1.6292 |
1.5325 |
0.0967 |
6.0% |
0.0007 |
0.0% |
70% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6139 |
|
2.618 |
1.6105 |
|
1.618 |
1.6084 |
|
1.000 |
1.6071 |
|
0.618 |
1.6063 |
|
HIGH |
1.6050 |
|
0.618 |
1.6042 |
|
0.500 |
1.6040 |
|
0.382 |
1.6037 |
|
LOW |
1.6029 |
|
0.618 |
1.6016 |
|
1.000 |
1.6008 |
|
1.618 |
1.5995 |
|
2.618 |
1.5974 |
|
4.250 |
1.5940 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6040 |
1.6093 |
| PP |
1.6027 |
1.6063 |
| S1 |
1.6015 |
1.6033 |
|