CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 24-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6138 |
1.6194 |
0.0056 |
0.3% |
1.6027 |
| High |
1.6260 |
1.6228 |
-0.0032 |
-0.2% |
1.6238 |
| Low |
1.6138 |
1.6069 |
-0.0069 |
-0.4% |
1.5967 |
| Close |
1.6180 |
1.6120 |
-0.0060 |
-0.4% |
1.6223 |
| Range |
0.0122 |
0.0159 |
0.0037 |
30.3% |
0.0271 |
| ATR |
0.0118 |
0.0121 |
0.0003 |
2.5% |
0.0000 |
| Volume |
351 |
532 |
181 |
51.6% |
1,160 |
|
| Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6616 |
1.6527 |
1.6207 |
|
| R3 |
1.6457 |
1.6368 |
1.6164 |
|
| R2 |
1.6298 |
1.6298 |
1.6149 |
|
| R1 |
1.6209 |
1.6209 |
1.6135 |
1.6174 |
| PP |
1.6139 |
1.6139 |
1.6139 |
1.6122 |
| S1 |
1.6050 |
1.6050 |
1.6105 |
1.6015 |
| S2 |
1.5980 |
1.5980 |
1.6091 |
|
| S3 |
1.5821 |
1.5891 |
1.6076 |
|
| S4 |
1.5662 |
1.5732 |
1.6033 |
|
|
| 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 |
1.6904 |
|
2.618 |
1.6644 |
|
1.618 |
1.6485 |
|
1.000 |
1.6387 |
|
0.618 |
1.6326 |
|
HIGH |
1.6228 |
|
0.618 |
1.6167 |
|
0.500 |
1.6149 |
|
0.382 |
1.6130 |
|
LOW |
1.6069 |
|
0.618 |
1.5971 |
|
1.000 |
1.5910 |
|
1.618 |
1.5812 |
|
2.618 |
1.5653 |
|
4.250 |
1.5393 |
|
|
| Fisher Pivots for day following 24-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6149 |
1.6165 |
| PP |
1.6139 |
1.6150 |
| S1 |
1.6130 |
1.6135 |
|