CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6023 |
1.6102 |
0.0079 |
0.5% |
1.6143 |
| High |
1.6139 |
1.6159 |
0.0020 |
0.1% |
1.6158 |
| Low |
1.5997 |
1.5967 |
-0.0030 |
-0.2% |
1.5944 |
| Close |
1.6107 |
1.6073 |
-0.0034 |
-0.2% |
1.6001 |
| Range |
0.0142 |
0.0192 |
0.0050 |
35.2% |
0.0214 |
| ATR |
0.0112 |
0.0118 |
0.0006 |
5.1% |
0.0000 |
| Volume |
293 |
164 |
-129 |
-44.0% |
295 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6642 |
1.6550 |
1.6179 |
|
| R3 |
1.6450 |
1.6358 |
1.6126 |
|
| R2 |
1.6258 |
1.6258 |
1.6108 |
|
| R1 |
1.6166 |
1.6166 |
1.6091 |
1.6116 |
| PP |
1.6066 |
1.6066 |
1.6066 |
1.6042 |
| S1 |
1.5974 |
1.5974 |
1.6055 |
1.5924 |
| S2 |
1.5874 |
1.5874 |
1.6038 |
|
| S3 |
1.5682 |
1.5782 |
1.6020 |
|
| S4 |
1.5490 |
1.5590 |
1.5967 |
|
|
| 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 |
1.6975 |
|
2.618 |
1.6662 |
|
1.618 |
1.6470 |
|
1.000 |
1.6351 |
|
0.618 |
1.6278 |
|
HIGH |
1.6159 |
|
0.618 |
1.6086 |
|
0.500 |
1.6063 |
|
0.382 |
1.6040 |
|
LOW |
1.5967 |
|
0.618 |
1.5848 |
|
1.000 |
1.5775 |
|
1.618 |
1.5656 |
|
2.618 |
1.5464 |
|
4.250 |
1.5151 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6070 |
1.6070 |
| PP |
1.6066 |
1.6066 |
| S1 |
1.6063 |
1.6063 |
|