CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 18-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6065 |
1.6165 |
0.0100 |
0.6% |
1.6027 |
| High |
1.6165 |
1.6238 |
0.0073 |
0.5% |
1.6238 |
| Low |
1.6065 |
1.6145 |
0.0080 |
0.5% |
1.5967 |
| Close |
1.6152 |
1.6223 |
0.0071 |
0.4% |
1.6223 |
| Range |
0.0100 |
0.0093 |
-0.0007 |
-7.0% |
0.0271 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
554 |
65 |
-489 |
-88.3% |
1,160 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6481 |
1.6445 |
1.6274 |
|
| R3 |
1.6388 |
1.6352 |
1.6249 |
|
| R2 |
1.6295 |
1.6295 |
1.6240 |
|
| R1 |
1.6259 |
1.6259 |
1.6232 |
1.6277 |
| PP |
1.6202 |
1.6202 |
1.6202 |
1.6211 |
| S1 |
1.6166 |
1.6166 |
1.6214 |
1.6184 |
| S2 |
1.6109 |
1.6109 |
1.6206 |
|
| S3 |
1.6016 |
1.6073 |
1.6197 |
|
| S4 |
1.5923 |
1.5980 |
1.6172 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6956 |
1.6860 |
1.6372 |
|
| R3 |
1.6685 |
1.6589 |
1.6298 |
|
| R2 |
1.6414 |
1.6414 |
1.6273 |
|
| R1 |
1.6318 |
1.6318 |
1.6248 |
1.6366 |
| PP |
1.6143 |
1.6143 |
1.6143 |
1.6167 |
| S1 |
1.6047 |
1.6047 |
1.6198 |
1.6095 |
| S2 |
1.5872 |
1.5872 |
1.6173 |
|
| S3 |
1.5601 |
1.5776 |
1.6148 |
|
| S4 |
1.5330 |
1.5505 |
1.6074 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6633 |
|
2.618 |
1.6481 |
|
1.618 |
1.6388 |
|
1.000 |
1.6331 |
|
0.618 |
1.6295 |
|
HIGH |
1.6238 |
|
0.618 |
1.6202 |
|
0.500 |
1.6192 |
|
0.382 |
1.6181 |
|
LOW |
1.6145 |
|
0.618 |
1.6088 |
|
1.000 |
1.6052 |
|
1.618 |
1.5995 |
|
2.618 |
1.5902 |
|
4.250 |
1.5750 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6213 |
1.6183 |
| PP |
1.6202 |
1.6143 |
| S1 |
1.6192 |
1.6103 |
|