CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6098 |
1.6076 |
-0.0022 |
-0.1% |
1.6223 |
| High |
1.6134 |
1.6255 |
0.0121 |
0.7% |
1.6260 |
| Low |
1.6011 |
1.6064 |
0.0053 |
0.3% |
1.6011 |
| Close |
1.6079 |
1.6250 |
0.0171 |
1.1% |
1.6079 |
| Range |
0.0123 |
0.0191 |
0.0068 |
55.3% |
0.0249 |
| ATR |
0.0121 |
0.0126 |
0.0005 |
4.1% |
0.0000 |
| Volume |
524 |
376 |
-148 |
-28.2% |
2,232 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6763 |
1.6697 |
1.6355 |
|
| R3 |
1.6572 |
1.6506 |
1.6303 |
|
| R2 |
1.6381 |
1.6381 |
1.6285 |
|
| R1 |
1.6315 |
1.6315 |
1.6268 |
1.6348 |
| PP |
1.6190 |
1.6190 |
1.6190 |
1.6206 |
| S1 |
1.6124 |
1.6124 |
1.6232 |
1.6157 |
| S2 |
1.5999 |
1.5999 |
1.6215 |
|
| S3 |
1.5808 |
1.5933 |
1.6197 |
|
| S4 |
1.5617 |
1.5742 |
1.6145 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6864 |
1.6720 |
1.6216 |
|
| R3 |
1.6615 |
1.6471 |
1.6147 |
|
| R2 |
1.6366 |
1.6366 |
1.6125 |
|
| R1 |
1.6222 |
1.6222 |
1.6102 |
1.6170 |
| PP |
1.6117 |
1.6117 |
1.6117 |
1.6090 |
| S1 |
1.5973 |
1.5973 |
1.6056 |
1.5921 |
| S2 |
1.5868 |
1.5868 |
1.6033 |
|
| S3 |
1.5619 |
1.5724 |
1.6011 |
|
| S4 |
1.5370 |
1.5475 |
1.5942 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7067 |
|
2.618 |
1.6755 |
|
1.618 |
1.6564 |
|
1.000 |
1.6446 |
|
0.618 |
1.6373 |
|
HIGH |
1.6255 |
|
0.618 |
1.6182 |
|
0.500 |
1.6160 |
|
0.382 |
1.6137 |
|
LOW |
1.6064 |
|
0.618 |
1.5946 |
|
1.000 |
1.5873 |
|
1.618 |
1.5755 |
|
2.618 |
1.5564 |
|
4.250 |
1.5252 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6220 |
1.6211 |
| PP |
1.6190 |
1.6172 |
| S1 |
1.6160 |
1.6133 |
|