CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 07-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6147 |
1.6143 |
-0.0004 |
0.0% |
1.5859 |
| High |
1.6147 |
1.6158 |
0.0011 |
0.1% |
1.6239 |
| Low |
1.6028 |
1.6088 |
0.0060 |
0.4% |
1.5857 |
| Close |
1.6073 |
1.6095 |
0.0022 |
0.1% |
1.6073 |
| Range |
0.0119 |
0.0070 |
-0.0049 |
-41.2% |
0.0382 |
| ATR |
0.0119 |
0.0117 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
90 |
19 |
-71 |
-78.9% |
456 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6324 |
1.6279 |
1.6134 |
|
| R3 |
1.6254 |
1.6209 |
1.6114 |
|
| R2 |
1.6184 |
1.6184 |
1.6108 |
|
| R1 |
1.6139 |
1.6139 |
1.6101 |
1.6127 |
| PP |
1.6114 |
1.6114 |
1.6114 |
1.6107 |
| S1 |
1.6069 |
1.6069 |
1.6089 |
1.6057 |
| S2 |
1.6044 |
1.6044 |
1.6082 |
|
| S3 |
1.5974 |
1.5999 |
1.6076 |
|
| S4 |
1.5904 |
1.5929 |
1.6057 |
|
|
| 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 |
1.6456 |
|
2.618 |
1.6341 |
|
1.618 |
1.6271 |
|
1.000 |
1.6228 |
|
0.618 |
1.6201 |
|
HIGH |
1.6158 |
|
0.618 |
1.6131 |
|
0.500 |
1.6123 |
|
0.382 |
1.6115 |
|
LOW |
1.6088 |
|
0.618 |
1.6045 |
|
1.000 |
1.6018 |
|
1.618 |
1.5975 |
|
2.618 |
1.5905 |
|
4.250 |
1.5791 |
|
|
| Fisher Pivots for day following 07-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6123 |
1.6134 |
| PP |
1.6114 |
1.6121 |
| S1 |
1.6104 |
1.6108 |
|