CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 03-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6150 |
1.6175 |
0.0025 |
0.2% |
1.5963 |
| High |
1.6195 |
1.6239 |
0.0044 |
0.3% |
1.5983 |
| Low |
1.6125 |
1.6170 |
0.0045 |
0.3% |
1.5734 |
| Close |
1.6149 |
1.6125 |
-0.0024 |
-0.1% |
1.5849 |
| Range |
0.0070 |
0.0069 |
-0.0001 |
-1.4% |
0.0249 |
| ATR |
0.0122 |
0.0119 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
161 |
112 |
-49 |
-30.4% |
925 |
|
| Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6385 |
1.6324 |
1.6163 |
|
| R3 |
1.6316 |
1.6255 |
1.6144 |
|
| R2 |
1.6247 |
1.6247 |
1.6138 |
|
| R1 |
1.6186 |
1.6186 |
1.6131 |
1.6182 |
| PP |
1.6178 |
1.6178 |
1.6178 |
1.6176 |
| S1 |
1.6117 |
1.6117 |
1.6119 |
1.6113 |
| S2 |
1.6109 |
1.6109 |
1.6112 |
|
| S3 |
1.6040 |
1.6048 |
1.6106 |
|
| S4 |
1.5971 |
1.5979 |
1.6087 |
|
|
| 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 |
1.6532 |
|
2.618 |
1.6420 |
|
1.618 |
1.6351 |
|
1.000 |
1.6308 |
|
0.618 |
1.6282 |
|
HIGH |
1.6239 |
|
0.618 |
1.6213 |
|
0.500 |
1.6205 |
|
0.382 |
1.6196 |
|
LOW |
1.6170 |
|
0.618 |
1.6127 |
|
1.000 |
1.6101 |
|
1.618 |
1.6058 |
|
2.618 |
1.5989 |
|
4.250 |
1.5877 |
|
|
| Fisher Pivots for day following 03-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6205 |
1.6125 |
| PP |
1.6178 |
1.6125 |
| S1 |
1.6152 |
1.6125 |
|