CME British Pound Future June 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 |
1.5859 |
1.6015 |
0.0156 |
1.0% |
1.5963 |
| High |
1.6027 |
1.6122 |
0.0095 |
0.6% |
1.5983 |
| Low |
1.5857 |
1.6010 |
0.0153 |
1.0% |
1.5734 |
| Close |
1.6006 |
1.6119 |
0.0113 |
0.7% |
1.5849 |
| Range |
0.0170 |
0.0112 |
-0.0058 |
-34.1% |
0.0249 |
| ATR |
0.0126 |
0.0125 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
46 |
47 |
1 |
2.2% |
925 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6420 |
1.6381 |
1.6181 |
|
| R3 |
1.6308 |
1.6269 |
1.6150 |
|
| R2 |
1.6196 |
1.6196 |
1.6140 |
|
| R1 |
1.6157 |
1.6157 |
1.6129 |
1.6177 |
| PP |
1.6084 |
1.6084 |
1.6084 |
1.6093 |
| S1 |
1.6045 |
1.6045 |
1.6109 |
1.6065 |
| S2 |
1.5972 |
1.5972 |
1.6098 |
|
| S3 |
1.5860 |
1.5933 |
1.6088 |
|
| S4 |
1.5748 |
1.5821 |
1.6057 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6602 |
1.6475 |
1.5986 |
|
| R3 |
1.6353 |
1.6226 |
1.5917 |
|
| R2 |
1.6104 |
1.6104 |
1.5895 |
|
| R1 |
1.5977 |
1.5977 |
1.5872 |
1.5916 |
| PP |
1.5855 |
1.5855 |
1.5855 |
1.5825 |
| S1 |
1.5728 |
1.5728 |
1.5826 |
1.5667 |
| S2 |
1.5606 |
1.5606 |
1.5803 |
|
| S3 |
1.5357 |
1.5479 |
1.5781 |
|
| S4 |
1.5108 |
1.5230 |
1.5712 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6598 |
|
2.618 |
1.6415 |
|
1.618 |
1.6303 |
|
1.000 |
1.6234 |
|
0.618 |
1.6191 |
|
HIGH |
1.6122 |
|
0.618 |
1.6079 |
|
0.500 |
1.6066 |
|
0.382 |
1.6053 |
|
LOW |
1.6010 |
|
0.618 |
1.5941 |
|
1.000 |
1.5898 |
|
1.618 |
1.5829 |
|
2.618 |
1.5717 |
|
4.250 |
1.5534 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6101 |
1.6068 |
| PP |
1.6084 |
1.6017 |
| S1 |
1.6066 |
1.5967 |
|