CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 28-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6031 |
1.5970 |
-0.0061 |
-0.4% |
1.6175 |
| High |
1.6045 |
1.5970 |
-0.0075 |
-0.5% |
1.6350 |
| Low |
1.5980 |
1.5926 |
-0.0054 |
-0.3% |
1.5980 |
| Close |
1.5973 |
1.5960 |
-0.0013 |
-0.1% |
1.5973 |
| Range |
0.0065 |
0.0044 |
-0.0021 |
-32.3% |
0.0370 |
| ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
23 |
12 |
-11 |
-47.8% |
276 |
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6084 |
1.6066 |
1.5984 |
|
| R3 |
1.6040 |
1.6022 |
1.5972 |
|
| R2 |
1.5996 |
1.5996 |
1.5968 |
|
| R1 |
1.5978 |
1.5978 |
1.5964 |
1.5965 |
| PP |
1.5952 |
1.5952 |
1.5952 |
1.5946 |
| S1 |
1.5934 |
1.5934 |
1.5956 |
1.5921 |
| S2 |
1.5908 |
1.5908 |
1.5952 |
|
| S3 |
1.5864 |
1.5890 |
1.5948 |
|
| S4 |
1.5820 |
1.5846 |
1.5936 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7211 |
1.6962 |
1.6177 |
|
| R3 |
1.6841 |
1.6592 |
1.6075 |
|
| R2 |
1.6471 |
1.6471 |
1.6041 |
|
| R1 |
1.6222 |
1.6222 |
1.6007 |
1.6162 |
| PP |
1.6101 |
1.6101 |
1.6101 |
1.6071 |
| S1 |
1.5852 |
1.5852 |
1.5939 |
1.5792 |
| S2 |
1.5731 |
1.5731 |
1.5905 |
|
| S3 |
1.5361 |
1.5482 |
1.5871 |
|
| S4 |
1.4991 |
1.5112 |
1.5770 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6350 |
1.5926 |
0.0424 |
2.7% |
0.0081 |
0.5% |
8% |
False |
True |
53 |
| 10 |
1.6350 |
1.5926 |
0.0424 |
2.7% |
0.0087 |
0.5% |
8% |
False |
True |
35 |
| 20 |
1.6350 |
1.5926 |
0.0424 |
2.7% |
0.0047 |
0.3% |
8% |
False |
True |
19 |
| 40 |
1.6350 |
1.5926 |
0.0424 |
2.7% |
0.0028 |
0.2% |
8% |
False |
True |
13 |
| 60 |
1.6350 |
1.5449 |
0.0901 |
5.6% |
0.0021 |
0.1% |
57% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6157 |
|
2.618 |
1.6085 |
|
1.618 |
1.6041 |
|
1.000 |
1.6014 |
|
0.618 |
1.5997 |
|
HIGH |
1.5970 |
|
0.618 |
1.5953 |
|
0.500 |
1.5948 |
|
0.382 |
1.5943 |
|
LOW |
1.5926 |
|
0.618 |
1.5899 |
|
1.000 |
1.5882 |
|
1.618 |
1.5855 |
|
2.618 |
1.5811 |
|
4.250 |
1.5739 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5956 |
1.6066 |
| PP |
1.5952 |
1.6031 |
| S1 |
1.5948 |
1.5995 |
|