CME British Pound Future June 2011
Trading Metrics calculated at close of trading on 03-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.6251 |
1.6313 |
0.0062 |
0.4% |
1.6223 |
High |
1.6326 |
1.6313 |
-0.0013 |
-0.1% |
1.6260 |
Low |
1.6197 |
1.6236 |
0.0039 |
0.2% |
1.6011 |
Close |
1.6310 |
1.6255 |
-0.0055 |
-0.3% |
1.6079 |
Range |
0.0129 |
0.0077 |
-0.0052 |
-40.3% |
0.0249 |
ATR |
0.0124 |
0.0121 |
-0.0003 |
-2.7% |
0.0000 |
Volume |
870 |
1,898 |
1,028 |
118.2% |
2,232 |
|
Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6499 |
1.6454 |
1.6297 |
|
R3 |
1.6422 |
1.6377 |
1.6276 |
|
R2 |
1.6345 |
1.6345 |
1.6269 |
|
R1 |
1.6300 |
1.6300 |
1.6262 |
1.6284 |
PP |
1.6268 |
1.6268 |
1.6268 |
1.6260 |
S1 |
1.6223 |
1.6223 |
1.6248 |
1.6207 |
S2 |
1.6191 |
1.6191 |
1.6241 |
|
S3 |
1.6114 |
1.6146 |
1.6234 |
|
S4 |
1.6037 |
1.6069 |
1.6213 |
|
|
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 |
1.6640 |
2.618 |
1.6515 |
1.618 |
1.6438 |
1.000 |
1.6390 |
0.618 |
1.6361 |
HIGH |
1.6313 |
0.618 |
1.6284 |
0.500 |
1.6275 |
0.382 |
1.6265 |
LOW |
1.6236 |
0.618 |
1.6188 |
1.000 |
1.6159 |
1.618 |
1.6111 |
2.618 |
1.6034 |
4.250 |
1.5909 |
|
|
Fisher Pivots for day following 03-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6275 |
1.6262 |
PP |
1.6268 |
1.6259 |
S1 |
1.6262 |
1.6257 |
|