CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6030 |
1.6055 |
0.0025 |
0.2% |
1.5859 |
| High |
1.6083 |
1.6115 |
0.0032 |
0.2% |
1.6239 |
| Low |
1.6030 |
1.6000 |
-0.0030 |
-0.2% |
1.5857 |
| Close |
1.6073 |
1.6070 |
-0.0003 |
0.0% |
1.6073 |
| Range |
0.0053 |
0.0115 |
0.0062 |
117.0% |
0.0382 |
| ATR |
0.0110 |
0.0110 |
0.0000 |
0.3% |
0.0000 |
| Volume |
21 |
25 |
4 |
19.0% |
456 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6407 |
1.6353 |
1.6133 |
|
| R3 |
1.6292 |
1.6238 |
1.6102 |
|
| R2 |
1.6177 |
1.6177 |
1.6091 |
|
| R1 |
1.6123 |
1.6123 |
1.6081 |
1.6150 |
| PP |
1.6062 |
1.6062 |
1.6062 |
1.6075 |
| S1 |
1.6008 |
1.6008 |
1.6059 |
1.6035 |
| S2 |
1.5947 |
1.5947 |
1.6049 |
|
| S3 |
1.5832 |
1.5893 |
1.6038 |
|
| S4 |
1.5717 |
1.5778 |
1.6007 |
|
|
| 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 |
1.6604 |
|
2.618 |
1.6416 |
|
1.618 |
1.6301 |
|
1.000 |
1.6230 |
|
0.618 |
1.6186 |
|
HIGH |
1.6115 |
|
0.618 |
1.6071 |
|
0.500 |
1.6058 |
|
0.382 |
1.6044 |
|
LOW |
1.6000 |
|
0.618 |
1.5929 |
|
1.000 |
1.5885 |
|
1.618 |
1.5814 |
|
2.618 |
1.5699 |
|
4.250 |
1.5511 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6066 |
1.6066 |
| PP |
1.6062 |
1.6062 |
| S1 |
1.6058 |
1.6058 |
|