CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6165 |
1.6223 |
0.0058 |
0.4% |
1.6027 |
| High |
1.6238 |
1.6223 |
-0.0015 |
-0.1% |
1.6238 |
| Low |
1.6145 |
1.6080 |
-0.0065 |
-0.4% |
1.5967 |
| Close |
1.6223 |
1.6124 |
-0.0099 |
-0.6% |
1.6223 |
| Range |
0.0093 |
0.0143 |
0.0050 |
53.8% |
0.0271 |
| ATR |
0.0115 |
0.0117 |
0.0002 |
1.7% |
0.0000 |
| Volume |
65 |
825 |
760 |
1,169.2% |
1,160 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6571 |
1.6491 |
1.6203 |
|
| R3 |
1.6428 |
1.6348 |
1.6163 |
|
| R2 |
1.6285 |
1.6285 |
1.6150 |
|
| R1 |
1.6205 |
1.6205 |
1.6137 |
1.6174 |
| PP |
1.6142 |
1.6142 |
1.6142 |
1.6127 |
| S1 |
1.6062 |
1.6062 |
1.6111 |
1.6031 |
| S2 |
1.5999 |
1.5999 |
1.6098 |
|
| S3 |
1.5856 |
1.5919 |
1.6085 |
|
| S4 |
1.5713 |
1.5776 |
1.6045 |
|
|
| 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 |
1.6831 |
|
2.618 |
1.6597 |
|
1.618 |
1.6454 |
|
1.000 |
1.6366 |
|
0.618 |
1.6311 |
|
HIGH |
1.6223 |
|
0.618 |
1.6168 |
|
0.500 |
1.6152 |
|
0.382 |
1.6135 |
|
LOW |
1.6080 |
|
0.618 |
1.5992 |
|
1.000 |
1.5937 |
|
1.618 |
1.5849 |
|
2.618 |
1.5706 |
|
4.250 |
1.5472 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6152 |
1.6152 |
| PP |
1.6142 |
1.6142 |
| S1 |
1.6133 |
1.6133 |
|