CME British Pound Future June 2011
Trading Metrics calculated at close of trading on 01-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.6076 |
1.6248 |
0.0172 |
1.1% |
1.6223 |
High |
1.6255 |
1.6310 |
0.0055 |
0.3% |
1.6260 |
Low |
1.6064 |
1.6220 |
0.0156 |
1.0% |
1.6011 |
Close |
1.6250 |
1.6245 |
-0.0005 |
0.0% |
1.6079 |
Range |
0.0191 |
0.0090 |
-0.0101 |
-52.9% |
0.0249 |
ATR |
0.0126 |
0.0124 |
-0.0003 |
-2.1% |
0.0000 |
Volume |
376 |
629 |
253 |
67.3% |
2,232 |
|
Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6528 |
1.6477 |
1.6295 |
|
R3 |
1.6438 |
1.6387 |
1.6270 |
|
R2 |
1.6348 |
1.6348 |
1.6262 |
|
R1 |
1.6297 |
1.6297 |
1.6253 |
1.6278 |
PP |
1.6258 |
1.6258 |
1.6258 |
1.6249 |
S1 |
1.6207 |
1.6207 |
1.6237 |
1.6188 |
S2 |
1.6168 |
1.6168 |
1.6229 |
|
S3 |
1.6078 |
1.6117 |
1.6220 |
|
S4 |
1.5988 |
1.6027 |
1.6196 |
|
|
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 |
1.6693 |
2.618 |
1.6546 |
1.618 |
1.6456 |
1.000 |
1.6400 |
0.618 |
1.6366 |
HIGH |
1.6310 |
0.618 |
1.6276 |
0.500 |
1.6265 |
0.382 |
1.6254 |
LOW |
1.6220 |
0.618 |
1.6164 |
1.000 |
1.6130 |
1.618 |
1.6074 |
2.618 |
1.5984 |
4.250 |
1.5838 |
|
|
Fisher Pivots for day following 01-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6265 |
1.6217 |
PP |
1.6258 |
1.6189 |
S1 |
1.6252 |
1.6161 |
|