CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6102 |
1.6065 |
-0.0037 |
-0.2% |
1.6143 |
| High |
1.6159 |
1.6165 |
0.0006 |
0.0% |
1.6158 |
| Low |
1.5967 |
1.6065 |
0.0098 |
0.6% |
1.5944 |
| Close |
1.6073 |
1.6152 |
0.0079 |
0.5% |
1.6001 |
| Range |
0.0192 |
0.0100 |
-0.0092 |
-47.9% |
0.0214 |
| ATR |
0.0118 |
0.0117 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
164 |
554 |
390 |
237.8% |
295 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6427 |
1.6390 |
1.6207 |
|
| R3 |
1.6327 |
1.6290 |
1.6180 |
|
| R2 |
1.6227 |
1.6227 |
1.6170 |
|
| R1 |
1.6190 |
1.6190 |
1.6161 |
1.6209 |
| PP |
1.6127 |
1.6127 |
1.6127 |
1.6137 |
| S1 |
1.6090 |
1.6090 |
1.6143 |
1.6109 |
| S2 |
1.6027 |
1.6027 |
1.6134 |
|
| S3 |
1.5927 |
1.5990 |
1.6125 |
|
| S4 |
1.5827 |
1.5890 |
1.6097 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6676 |
1.6553 |
1.6119 |
|
| R3 |
1.6462 |
1.6339 |
1.6060 |
|
| R2 |
1.6248 |
1.6248 |
1.6040 |
|
| R1 |
1.6125 |
1.6125 |
1.6021 |
1.6080 |
| PP |
1.6034 |
1.6034 |
1.6034 |
1.6012 |
| S1 |
1.5911 |
1.5911 |
1.5981 |
1.5866 |
| S2 |
1.5820 |
1.5820 |
1.5962 |
|
| S3 |
1.5606 |
1.5697 |
1.5942 |
|
| S4 |
1.5392 |
1.5483 |
1.5883 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6590 |
|
2.618 |
1.6427 |
|
1.618 |
1.6327 |
|
1.000 |
1.6265 |
|
0.618 |
1.6227 |
|
HIGH |
1.6165 |
|
0.618 |
1.6127 |
|
0.500 |
1.6115 |
|
0.382 |
1.6103 |
|
LOW |
1.6065 |
|
0.618 |
1.6003 |
|
1.000 |
1.5965 |
|
1.618 |
1.5903 |
|
2.618 |
1.5803 |
|
4.250 |
1.5640 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6140 |
1.6123 |
| PP |
1.6127 |
1.6095 |
| S1 |
1.6115 |
1.6066 |
|