CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 02-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6248 |
1.6251 |
0.0003 |
0.0% |
1.6223 |
| High |
1.6310 |
1.6326 |
0.0016 |
0.1% |
1.6260 |
| Low |
1.6220 |
1.6197 |
-0.0023 |
-0.1% |
1.6011 |
| Close |
1.6245 |
1.6310 |
0.0065 |
0.4% |
1.6079 |
| Range |
0.0090 |
0.0129 |
0.0039 |
43.3% |
0.0249 |
| ATR |
0.0124 |
0.0124 |
0.0000 |
0.3% |
0.0000 |
| Volume |
629 |
870 |
241 |
38.3% |
2,232 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6665 |
1.6616 |
1.6381 |
|
| R3 |
1.6536 |
1.6487 |
1.6345 |
|
| R2 |
1.6407 |
1.6407 |
1.6334 |
|
| R1 |
1.6358 |
1.6358 |
1.6322 |
1.6383 |
| PP |
1.6278 |
1.6278 |
1.6278 |
1.6290 |
| S1 |
1.6229 |
1.6229 |
1.6298 |
1.6254 |
| S2 |
1.6149 |
1.6149 |
1.6286 |
|
| S3 |
1.6020 |
1.6100 |
1.6275 |
|
| S4 |
1.5891 |
1.5971 |
1.6239 |
|
|
| 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 |
1.6874 |
|
2.618 |
1.6664 |
|
1.618 |
1.6535 |
|
1.000 |
1.6455 |
|
0.618 |
1.6406 |
|
HIGH |
1.6326 |
|
0.618 |
1.6277 |
|
0.500 |
1.6262 |
|
0.382 |
1.6246 |
|
LOW |
1.6197 |
|
0.618 |
1.6117 |
|
1.000 |
1.6068 |
|
1.618 |
1.5988 |
|
2.618 |
1.5859 |
|
4.250 |
1.5649 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6294 |
1.6272 |
| PP |
1.6278 |
1.6233 |
| S1 |
1.6262 |
1.6195 |
|