CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 31-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5969 |
1.6065 |
0.0096 |
0.6% |
1.6175 |
| High |
1.5990 |
1.6093 |
0.0103 |
0.6% |
1.6350 |
| Low |
1.5958 |
1.6052 |
0.0094 |
0.6% |
1.5980 |
| Close |
1.6027 |
1.6024 |
-0.0003 |
0.0% |
1.5973 |
| Range |
0.0032 |
0.0041 |
0.0009 |
28.1% |
0.0370 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
4 |
19 |
15 |
375.0% |
276 |
|
| Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6179 |
1.6143 |
1.6047 |
|
| R3 |
1.6138 |
1.6102 |
1.6035 |
|
| R2 |
1.6097 |
1.6097 |
1.6032 |
|
| R1 |
1.6061 |
1.6061 |
1.6028 |
1.6059 |
| PP |
1.6056 |
1.6056 |
1.6056 |
1.6055 |
| S1 |
1.6020 |
1.6020 |
1.6020 |
1.6018 |
| S2 |
1.6015 |
1.6015 |
1.6016 |
|
| S3 |
1.5974 |
1.5979 |
1.6013 |
|
| S4 |
1.5933 |
1.5938 |
1.6001 |
|
|
| 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 |
1.6093 |
1.5910 |
0.0183 |
1.1% |
0.0037 |
0.2% |
62% |
True |
False |
19 |
| 10 |
1.6350 |
1.5910 |
0.0440 |
2.7% |
0.0070 |
0.4% |
26% |
False |
False |
36 |
| 20 |
1.6350 |
1.5910 |
0.0440 |
2.7% |
0.0051 |
0.3% |
26% |
False |
False |
21 |
| 40 |
1.6350 |
1.5910 |
0.0440 |
2.7% |
0.0027 |
0.2% |
26% |
False |
False |
13 |
| 60 |
1.6350 |
1.5449 |
0.0901 |
5.6% |
0.0023 |
0.1% |
64% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6267 |
|
2.618 |
1.6200 |
|
1.618 |
1.6159 |
|
1.000 |
1.6134 |
|
0.618 |
1.6118 |
|
HIGH |
1.6093 |
|
0.618 |
1.6077 |
|
0.500 |
1.6073 |
|
0.382 |
1.6068 |
|
LOW |
1.6052 |
|
0.618 |
1.6027 |
|
1.000 |
1.6011 |
|
1.618 |
1.5986 |
|
2.618 |
1.5945 |
|
4.250 |
1.5878 |
|
|
| Fisher Pivots for day following 31-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6073 |
1.6017 |
| PP |
1.6056 |
1.6009 |
| S1 |
1.6040 |
1.6002 |
|