CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 01-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5938 |
1.6037 |
0.0099 |
0.6% |
1.5945 |
| High |
1.5985 |
1.6100 |
0.0115 |
0.7% |
1.5945 |
| Low |
1.5938 |
1.6027 |
0.0089 |
0.6% |
1.5750 |
| Close |
1.5981 |
1.6092 |
0.0111 |
0.7% |
1.5825 |
| Range |
0.0047 |
0.0073 |
0.0026 |
55.3% |
0.0195 |
| ATR |
0.0084 |
0.0086 |
0.0003 |
3.0% |
0.0000 |
| Volume |
10 |
2 |
-8 |
-80.0% |
24 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6292 |
1.6265 |
1.6132 |
|
| R3 |
1.6219 |
1.6192 |
1.6112 |
|
| R2 |
1.6146 |
1.6146 |
1.6105 |
|
| R1 |
1.6119 |
1.6119 |
1.6099 |
1.6133 |
| PP |
1.6073 |
1.6073 |
1.6073 |
1.6080 |
| S1 |
1.6046 |
1.6046 |
1.6085 |
1.6060 |
| S2 |
1.6000 |
1.6000 |
1.6079 |
|
| S3 |
1.5927 |
1.5973 |
1.6072 |
|
| S4 |
1.5854 |
1.5900 |
1.6052 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6425 |
1.6320 |
1.5932 |
|
| R3 |
1.6230 |
1.6125 |
1.5879 |
|
| R2 |
1.6035 |
1.6035 |
1.5861 |
|
| R1 |
1.5930 |
1.5930 |
1.5843 |
1.5885 |
| PP |
1.5840 |
1.5840 |
1.5840 |
1.5818 |
| S1 |
1.5735 |
1.5735 |
1.5807 |
1.5690 |
| S2 |
1.5645 |
1.5645 |
1.5789 |
|
| S3 |
1.5450 |
1.5540 |
1.5771 |
|
| S4 |
1.5255 |
1.5345 |
1.5718 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6410 |
|
2.618 |
1.6291 |
|
1.618 |
1.6218 |
|
1.000 |
1.6173 |
|
0.618 |
1.6145 |
|
HIGH |
1.6100 |
|
0.618 |
1.6072 |
|
0.500 |
1.6064 |
|
0.382 |
1.6055 |
|
LOW |
1.6027 |
|
0.618 |
1.5982 |
|
1.000 |
1.5954 |
|
1.618 |
1.5909 |
|
2.618 |
1.5836 |
|
4.250 |
1.5717 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6083 |
1.6049 |
| PP |
1.6073 |
1.6006 |
| S1 |
1.6064 |
1.5963 |
|