CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6055 |
1.6080 |
0.0025 |
0.2% |
1.6143 |
| High |
1.6115 |
1.6080 |
-0.0035 |
-0.2% |
1.6158 |
| Low |
1.6000 |
1.5944 |
-0.0056 |
-0.4% |
1.5944 |
| Close |
1.6070 |
1.6001 |
-0.0069 |
-0.4% |
1.6001 |
| Range |
0.0115 |
0.0136 |
0.0021 |
18.3% |
0.0214 |
| ATR |
0.0110 |
0.0112 |
0.0002 |
1.7% |
0.0000 |
| Volume |
25 |
74 |
49 |
196.0% |
295 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6416 |
1.6345 |
1.6076 |
|
| R3 |
1.6280 |
1.6209 |
1.6038 |
|
| R2 |
1.6144 |
1.6144 |
1.6026 |
|
| R1 |
1.6073 |
1.6073 |
1.6013 |
1.6041 |
| PP |
1.6008 |
1.6008 |
1.6008 |
1.5992 |
| S1 |
1.5937 |
1.5937 |
1.5989 |
1.5905 |
| S2 |
1.5872 |
1.5872 |
1.5976 |
|
| S3 |
1.5736 |
1.5801 |
1.5964 |
|
| S4 |
1.5600 |
1.5665 |
1.5926 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6676 |
1.6553 |
1.6119 |
|
| R3 |
1.6462 |
1.6339 |
1.6060 |
|
| R2 |
1.6248 |
1.6248 |
1.6040 |
|
| R1 |
1.6125 |
1.6125 |
1.6021 |
1.6080 |
| PP |
1.6034 |
1.6034 |
1.6034 |
1.6012 |
| S1 |
1.5911 |
1.5911 |
1.5981 |
1.5866 |
| S2 |
1.5820 |
1.5820 |
1.5962 |
|
| S3 |
1.5606 |
1.5697 |
1.5942 |
|
| S4 |
1.5392 |
1.5483 |
1.5883 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6658 |
|
2.618 |
1.6436 |
|
1.618 |
1.6300 |
|
1.000 |
1.6216 |
|
0.618 |
1.6164 |
|
HIGH |
1.6080 |
|
0.618 |
1.6028 |
|
0.500 |
1.6012 |
|
0.382 |
1.5996 |
|
LOW |
1.5944 |
|
0.618 |
1.5860 |
|
1.000 |
1.5808 |
|
1.618 |
1.5724 |
|
2.618 |
1.5588 |
|
4.250 |
1.5366 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6012 |
1.6030 |
| PP |
1.6008 |
1.6020 |
| S1 |
1.6005 |
1.6011 |
|