CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6027 |
1.6023 |
-0.0004 |
0.0% |
1.6143 |
| High |
1.6050 |
1.6139 |
0.0089 |
0.6% |
1.6158 |
| Low |
1.5970 |
1.5997 |
0.0027 |
0.2% |
1.5944 |
| Close |
1.6011 |
1.6107 |
0.0096 |
0.6% |
1.6001 |
| Range |
0.0080 |
0.0142 |
0.0062 |
77.5% |
0.0214 |
| ATR |
0.0110 |
0.0112 |
0.0002 |
2.1% |
0.0000 |
| Volume |
84 |
293 |
209 |
248.8% |
295 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6507 |
1.6449 |
1.6185 |
|
| R3 |
1.6365 |
1.6307 |
1.6146 |
|
| R2 |
1.6223 |
1.6223 |
1.6133 |
|
| R1 |
1.6165 |
1.6165 |
1.6120 |
1.6194 |
| PP |
1.6081 |
1.6081 |
1.6081 |
1.6096 |
| S1 |
1.6023 |
1.6023 |
1.6094 |
1.6052 |
| S2 |
1.5939 |
1.5939 |
1.6081 |
|
| S3 |
1.5797 |
1.5881 |
1.6068 |
|
| S4 |
1.5655 |
1.5739 |
1.6029 |
|
|
| 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 |
1.6743 |
|
2.618 |
1.6511 |
|
1.618 |
1.6369 |
|
1.000 |
1.6281 |
|
0.618 |
1.6227 |
|
HIGH |
1.6139 |
|
0.618 |
1.6085 |
|
0.500 |
1.6068 |
|
0.382 |
1.6051 |
|
LOW |
1.5997 |
|
0.618 |
1.5909 |
|
1.000 |
1.5855 |
|
1.618 |
1.5767 |
|
2.618 |
1.5625 |
|
4.250 |
1.5394 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6094 |
1.6085 |
| PP |
1.6081 |
1.6063 |
| S1 |
1.6068 |
1.6042 |
|