CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 02-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6015 |
1.6150 |
0.0135 |
0.8% |
1.5963 |
| High |
1.6122 |
1.6195 |
0.0073 |
0.5% |
1.5983 |
| Low |
1.6010 |
1.6125 |
0.0115 |
0.7% |
1.5734 |
| Close |
1.6119 |
1.6149 |
0.0030 |
0.2% |
1.5849 |
| Range |
0.0112 |
0.0070 |
-0.0042 |
-37.5% |
0.0249 |
| ATR |
0.0125 |
0.0122 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
47 |
161 |
114 |
242.6% |
925 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6366 |
1.6328 |
1.6188 |
|
| R3 |
1.6296 |
1.6258 |
1.6168 |
|
| R2 |
1.6226 |
1.6226 |
1.6162 |
|
| R1 |
1.6188 |
1.6188 |
1.6155 |
1.6172 |
| PP |
1.6156 |
1.6156 |
1.6156 |
1.6149 |
| S1 |
1.6118 |
1.6118 |
1.6143 |
1.6102 |
| S2 |
1.6086 |
1.6086 |
1.6136 |
|
| S3 |
1.6016 |
1.6048 |
1.6130 |
|
| S4 |
1.5946 |
1.5978 |
1.6111 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6602 |
1.6475 |
1.5986 |
|
| R3 |
1.6353 |
1.6226 |
1.5917 |
|
| R2 |
1.6104 |
1.6104 |
1.5895 |
|
| R1 |
1.5977 |
1.5977 |
1.5872 |
1.5916 |
| PP |
1.5855 |
1.5855 |
1.5855 |
1.5825 |
| S1 |
1.5728 |
1.5728 |
1.5826 |
1.5667 |
| S2 |
1.5606 |
1.5606 |
1.5803 |
|
| S3 |
1.5357 |
1.5479 |
1.5781 |
|
| S4 |
1.5108 |
1.5230 |
1.5712 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6493 |
|
2.618 |
1.6378 |
|
1.618 |
1.6308 |
|
1.000 |
1.6265 |
|
0.618 |
1.6238 |
|
HIGH |
1.6195 |
|
0.618 |
1.6168 |
|
0.500 |
1.6160 |
|
0.382 |
1.6152 |
|
LOW |
1.6125 |
|
0.618 |
1.6082 |
|
1.000 |
1.6055 |
|
1.618 |
1.6012 |
|
2.618 |
1.5942 |
|
4.250 |
1.5828 |
|
|
| Fisher Pivots for day following 02-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6160 |
1.6108 |
| PP |
1.6156 |
1.6067 |
| S1 |
1.6153 |
1.6026 |
|