CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 30-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5910 |
1.5969 |
0.0059 |
0.4% |
1.6175 |
| High |
1.5913 |
1.5990 |
0.0077 |
0.5% |
1.6350 |
| Low |
1.5910 |
1.5958 |
0.0048 |
0.3% |
1.5980 |
| Close |
1.5950 |
1.6027 |
0.0077 |
0.5% |
1.5973 |
| Range |
0.0003 |
0.0032 |
0.0029 |
966.7% |
0.0370 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
38 |
4 |
-34 |
-89.5% |
276 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6088 |
1.6089 |
1.6045 |
|
| R3 |
1.6056 |
1.6057 |
1.6036 |
|
| R2 |
1.6024 |
1.6024 |
1.6033 |
|
| R1 |
1.6025 |
1.6025 |
1.6030 |
1.6025 |
| PP |
1.5992 |
1.5992 |
1.5992 |
1.5991 |
| S1 |
1.5993 |
1.5993 |
1.6024 |
1.5993 |
| S2 |
1.5960 |
1.5960 |
1.6021 |
|
| S3 |
1.5928 |
1.5961 |
1.6018 |
|
| S4 |
1.5896 |
1.5929 |
1.6009 |
|
|
| 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 |
1.6206 |
1.5910 |
0.0296 |
1.8% |
0.0057 |
0.4% |
40% |
False |
False |
28 |
| 10 |
1.6350 |
1.5910 |
0.0440 |
2.7% |
0.0072 |
0.4% |
27% |
False |
False |
36 |
| 20 |
1.6350 |
1.5910 |
0.0440 |
2.7% |
0.0049 |
0.3% |
27% |
False |
False |
20 |
| 40 |
1.6350 |
1.5910 |
0.0440 |
2.7% |
0.0026 |
0.2% |
27% |
False |
False |
13 |
| 60 |
1.6350 |
1.5449 |
0.0901 |
5.6% |
0.0022 |
0.1% |
64% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6126 |
|
2.618 |
1.6074 |
|
1.618 |
1.6042 |
|
1.000 |
1.6022 |
|
0.618 |
1.6010 |
|
HIGH |
1.5990 |
|
0.618 |
1.5978 |
|
0.500 |
1.5974 |
|
0.382 |
1.5970 |
|
LOW |
1.5958 |
|
0.618 |
1.5938 |
|
1.000 |
1.5926 |
|
1.618 |
1.5906 |
|
2.618 |
1.5874 |
|
4.250 |
1.5822 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6009 |
1.6001 |
| PP |
1.5992 |
1.5976 |
| S1 |
1.5974 |
1.5950 |
|