CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 04-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6175 |
1.6147 |
-0.0028 |
-0.2% |
1.5859 |
| High |
1.6239 |
1.6147 |
-0.0092 |
-0.6% |
1.6239 |
| Low |
1.6170 |
1.6028 |
-0.0142 |
-0.9% |
1.5857 |
| Close |
1.6125 |
1.6073 |
-0.0052 |
-0.3% |
1.6073 |
| Range |
0.0069 |
0.0119 |
0.0050 |
72.5% |
0.0382 |
| ATR |
0.0119 |
0.0119 |
0.0000 |
0.0% |
0.0000 |
| Volume |
112 |
90 |
-22 |
-19.6% |
456 |
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6440 |
1.6375 |
1.6138 |
|
| R3 |
1.6321 |
1.6256 |
1.6106 |
|
| R2 |
1.6202 |
1.6202 |
1.6095 |
|
| R1 |
1.6137 |
1.6137 |
1.6084 |
1.6110 |
| PP |
1.6083 |
1.6083 |
1.6083 |
1.6069 |
| S1 |
1.6018 |
1.6018 |
1.6062 |
1.5991 |
| S2 |
1.5964 |
1.5964 |
1.6051 |
|
| S3 |
1.5845 |
1.5899 |
1.6040 |
|
| S4 |
1.5726 |
1.5780 |
1.6008 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7202 |
1.7020 |
1.6283 |
|
| R3 |
1.6820 |
1.6638 |
1.6178 |
|
| R2 |
1.6438 |
1.6438 |
1.6143 |
|
| R1 |
1.6256 |
1.6256 |
1.6108 |
1.6347 |
| PP |
1.6056 |
1.6056 |
1.6056 |
1.6102 |
| S1 |
1.5874 |
1.5874 |
1.6038 |
1.5965 |
| S2 |
1.5674 |
1.5674 |
1.6003 |
|
| S3 |
1.5292 |
1.5492 |
1.5968 |
|
| S4 |
1.4910 |
1.5110 |
1.5863 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6653 |
|
2.618 |
1.6459 |
|
1.618 |
1.6340 |
|
1.000 |
1.6266 |
|
0.618 |
1.6221 |
|
HIGH |
1.6147 |
|
0.618 |
1.6102 |
|
0.500 |
1.6088 |
|
0.382 |
1.6073 |
|
LOW |
1.6028 |
|
0.618 |
1.5954 |
|
1.000 |
1.5909 |
|
1.618 |
1.5835 |
|
2.618 |
1.5716 |
|
4.250 |
1.5522 |
|
|
| Fisher Pivots for day following 04-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6088 |
1.6134 |
| PP |
1.6083 |
1.6113 |
| S1 |
1.6078 |
1.6093 |
|