CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 04-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6313 |
1.6262 |
-0.0051 |
-0.3% |
1.6076 |
| High |
1.6313 |
1.6312 |
-0.0001 |
0.0% |
1.6326 |
| Low |
1.6236 |
1.6200 |
-0.0036 |
-0.2% |
1.6064 |
| Close |
1.6255 |
1.6243 |
-0.0012 |
-0.1% |
1.6243 |
| Range |
0.0077 |
0.0112 |
0.0035 |
45.5% |
0.0262 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
1,898 |
2,955 |
1,057 |
55.7% |
6,728 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6588 |
1.6527 |
1.6305 |
|
| R3 |
1.6476 |
1.6415 |
1.6274 |
|
| R2 |
1.6364 |
1.6364 |
1.6264 |
|
| R1 |
1.6303 |
1.6303 |
1.6253 |
1.6278 |
| PP |
1.6252 |
1.6252 |
1.6252 |
1.6239 |
| S1 |
1.6191 |
1.6191 |
1.6233 |
1.6166 |
| S2 |
1.6140 |
1.6140 |
1.6222 |
|
| S3 |
1.6028 |
1.6079 |
1.6212 |
|
| S4 |
1.5916 |
1.5967 |
1.6181 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6997 |
1.6882 |
1.6387 |
|
| R3 |
1.6735 |
1.6620 |
1.6315 |
|
| R2 |
1.6473 |
1.6473 |
1.6291 |
|
| R1 |
1.6358 |
1.6358 |
1.6267 |
1.6416 |
| PP |
1.6211 |
1.6211 |
1.6211 |
1.6240 |
| S1 |
1.6096 |
1.6096 |
1.6219 |
1.6154 |
| S2 |
1.5949 |
1.5949 |
1.6195 |
|
| S3 |
1.5687 |
1.5834 |
1.6171 |
|
| S4 |
1.5425 |
1.5572 |
1.6099 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6788 |
|
2.618 |
1.6605 |
|
1.618 |
1.6493 |
|
1.000 |
1.6424 |
|
0.618 |
1.6381 |
|
HIGH |
1.6312 |
|
0.618 |
1.6269 |
|
0.500 |
1.6256 |
|
0.382 |
1.6243 |
|
LOW |
1.6200 |
|
0.618 |
1.6131 |
|
1.000 |
1.6088 |
|
1.618 |
1.6019 |
|
2.618 |
1.5907 |
|
4.250 |
1.5724 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6256 |
1.6262 |
| PP |
1.6252 |
1.6255 |
| S1 |
1.6247 |
1.6249 |
|