CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 08-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6064 |
1.6010 |
-0.0054 |
-0.3% |
1.5938 |
| High |
1.6064 |
1.6010 |
-0.0054 |
-0.3% |
1.6170 |
| Low |
1.6064 |
1.6010 |
-0.0054 |
-0.3% |
1.5938 |
| Close |
1.6064 |
1.6003 |
-0.0061 |
-0.4% |
1.6042 |
| Range |
|
|
|
|
|
| ATR |
0.0074 |
0.0072 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
13 |
13 |
0 |
0.0% |
53 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6008 |
1.6005 |
1.6003 |
|
| R3 |
1.6008 |
1.6005 |
1.6003 |
|
| R2 |
1.6008 |
1.6008 |
1.6003 |
|
| R1 |
1.6005 |
1.6005 |
1.6003 |
1.6007 |
| PP |
1.6008 |
1.6008 |
1.6008 |
1.6008 |
| S1 |
1.6005 |
1.6005 |
1.6003 |
1.6007 |
| S2 |
1.6008 |
1.6008 |
1.6003 |
|
| S3 |
1.6008 |
1.6005 |
1.6003 |
|
| S4 |
1.6008 |
1.6005 |
1.6003 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6746 |
1.6626 |
1.6170 |
|
| R3 |
1.6514 |
1.6394 |
1.6106 |
|
| R2 |
1.6282 |
1.6282 |
1.6085 |
|
| R1 |
1.6162 |
1.6162 |
1.6063 |
1.6222 |
| PP |
1.6050 |
1.6050 |
1.6050 |
1.6080 |
| S1 |
1.5930 |
1.5930 |
1.6021 |
1.5990 |
| S2 |
1.5818 |
1.5818 |
1.5999 |
|
| S3 |
1.5586 |
1.5698 |
1.5978 |
|
| S4 |
1.5354 |
1.5466 |
1.5914 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6010 |
|
2.618 |
1.6010 |
|
1.618 |
1.6010 |
|
1.000 |
1.6010 |
|
0.618 |
1.6010 |
|
HIGH |
1.6010 |
|
0.618 |
1.6010 |
|
0.500 |
1.6010 |
|
0.382 |
1.6010 |
|
LOW |
1.6010 |
|
0.618 |
1.6010 |
|
1.000 |
1.6010 |
|
1.618 |
1.6010 |
|
2.618 |
1.6010 |
|
4.250 |
1.6010 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6010 |
1.6037 |
| PP |
1.6008 |
1.6026 |
| S1 |
1.6005 |
1.6014 |
|