CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 24-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6290 |
1.6206 |
-0.0084 |
-0.5% |
1.6132 |
| High |
1.6290 |
1.6206 |
-0.0084 |
-0.5% |
1.6150 |
| Low |
1.6179 |
1.6063 |
-0.0116 |
-0.7% |
1.5961 |
| Close |
1.6201 |
1.6065 |
-0.0136 |
-0.8% |
1.6175 |
| Range |
0.0111 |
0.0143 |
0.0032 |
28.8% |
0.0189 |
| ATR |
0.0085 |
0.0089 |
0.0004 |
4.9% |
0.0000 |
| Volume |
137 |
67 |
-70 |
-51.1% |
64 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6540 |
1.6446 |
1.6144 |
|
| R3 |
1.6397 |
1.6303 |
1.6104 |
|
| R2 |
1.6254 |
1.6254 |
1.6091 |
|
| R1 |
1.6160 |
1.6160 |
1.6078 |
1.6136 |
| PP |
1.6111 |
1.6111 |
1.6111 |
1.6099 |
| S1 |
1.6017 |
1.6017 |
1.6052 |
1.5993 |
| S2 |
1.5968 |
1.5968 |
1.6039 |
|
| S3 |
1.5825 |
1.5874 |
1.6026 |
|
| S4 |
1.5682 |
1.5731 |
1.5986 |
|
|
| 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 |
1.6036 |
0.0314 |
2.0% |
0.0102 |
0.6% |
9% |
False |
False |
54 |
| 10 |
1.6350 |
1.5961 |
0.0389 |
2.4% |
0.0076 |
0.5% |
27% |
False |
False |
32 |
| 20 |
1.6350 |
1.5961 |
0.0389 |
2.4% |
0.0042 |
0.3% |
27% |
False |
False |
18 |
| 40 |
1.6350 |
1.5825 |
0.0525 |
3.3% |
0.0027 |
0.2% |
46% |
False |
False |
12 |
| 60 |
1.6350 |
1.5375 |
0.0975 |
6.1% |
0.0020 |
0.1% |
71% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6814 |
|
2.618 |
1.6580 |
|
1.618 |
1.6437 |
|
1.000 |
1.6349 |
|
0.618 |
1.6294 |
|
HIGH |
1.6206 |
|
0.618 |
1.6151 |
|
0.500 |
1.6135 |
|
0.382 |
1.6118 |
|
LOW |
1.6063 |
|
0.618 |
1.5975 |
|
1.000 |
1.5920 |
|
1.618 |
1.5832 |
|
2.618 |
1.5689 |
|
4.250 |
1.5455 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6135 |
1.6207 |
| PP |
1.6111 |
1.6159 |
| S1 |
1.6088 |
1.6112 |
|