CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 22-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6175 |
1.6307 |
0.0132 |
0.8% |
1.6132 |
| High |
1.6274 |
1.6350 |
0.0076 |
0.5% |
1.6150 |
| Low |
1.6175 |
1.6306 |
0.0131 |
0.8% |
1.5961 |
| Close |
1.6277 |
1.6337 |
0.0060 |
0.4% |
1.6175 |
| Range |
0.0099 |
0.0044 |
-0.0055 |
-55.6% |
0.0189 |
| ATR |
0.0080 |
0.0079 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
20 |
29 |
9 |
45.0% |
64 |
|
| Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6463 |
1.6444 |
1.6361 |
|
| R3 |
1.6419 |
1.6400 |
1.6349 |
|
| R2 |
1.6375 |
1.6375 |
1.6345 |
|
| R1 |
1.6356 |
1.6356 |
1.6341 |
1.6366 |
| PP |
1.6331 |
1.6331 |
1.6331 |
1.6336 |
| S1 |
1.6312 |
1.6312 |
1.6333 |
1.6322 |
| S2 |
1.6287 |
1.6287 |
1.6329 |
|
| S3 |
1.6243 |
1.6268 |
1.6325 |
|
| S4 |
1.6199 |
1.6224 |
1.6313 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6662 |
1.6608 |
1.6279 |
|
| R3 |
1.6473 |
1.6419 |
1.6227 |
|
| R2 |
1.6284 |
1.6284 |
1.6210 |
|
| R1 |
1.6230 |
1.6230 |
1.6192 |
1.6257 |
| PP |
1.6095 |
1.6095 |
1.6095 |
1.6109 |
| S1 |
1.6041 |
1.6041 |
1.6158 |
1.6068 |
| S2 |
1.5906 |
1.5906 |
1.6140 |
|
| S3 |
1.5717 |
1.5852 |
1.6123 |
|
| S4 |
1.5528 |
1.5663 |
1.6071 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6350 |
1.5961 |
0.0389 |
2.4% |
0.0087 |
0.5% |
97% |
True |
False |
21 |
| 10 |
1.6350 |
1.5961 |
0.0389 |
2.4% |
0.0053 |
0.3% |
97% |
True |
False |
12 |
| 20 |
1.6350 |
1.5961 |
0.0389 |
2.4% |
0.0032 |
0.2% |
97% |
True |
False |
8 |
| 40 |
1.6350 |
1.5750 |
0.0600 |
3.7% |
0.0020 |
0.1% |
98% |
True |
False |
7 |
| 60 |
1.6350 |
1.5329 |
0.1021 |
6.2% |
0.0015 |
0.1% |
99% |
True |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6537 |
|
2.618 |
1.6465 |
|
1.618 |
1.6421 |
|
1.000 |
1.6394 |
|
0.618 |
1.6377 |
|
HIGH |
1.6350 |
|
0.618 |
1.6333 |
|
0.500 |
1.6328 |
|
0.382 |
1.6323 |
|
LOW |
1.6306 |
|
0.618 |
1.6279 |
|
1.000 |
1.6262 |
|
1.618 |
1.6235 |
|
2.618 |
1.6191 |
|
4.250 |
1.6119 |
|
|
| Fisher Pivots for day following 22-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6334 |
1.6289 |
| PP |
1.6331 |
1.6241 |
| S1 |
1.6328 |
1.6193 |
|