CME British Pound Future September 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 |
1.6022 |
1.6122 |
0.0100 |
0.6% |
1.6064 |
| High |
1.6022 |
1.6122 |
0.0100 |
0.6% |
1.6064 |
| Low |
1.6022 |
1.6122 |
0.0100 |
0.6% |
1.5931 |
| Close |
1.6045 |
1.6122 |
0.0077 |
0.5% |
1.5972 |
| Range |
|
|
|
|
|
| ATR |
0.0068 |
0.0069 |
0.0001 |
0.9% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
41 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6122 |
1.6122 |
1.6122 |
|
| R3 |
1.6122 |
1.6122 |
1.6122 |
|
| R2 |
1.6122 |
1.6122 |
1.6122 |
|
| R1 |
1.6122 |
1.6122 |
1.6122 |
1.6122 |
| PP |
1.6122 |
1.6122 |
1.6122 |
1.6122 |
| S1 |
1.6122 |
1.6122 |
1.6122 |
1.6122 |
| S2 |
1.6122 |
1.6122 |
1.6122 |
|
| S3 |
1.6122 |
1.6122 |
1.6122 |
|
| S4 |
1.6122 |
1.6122 |
1.6122 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6388 |
1.6313 |
1.6045 |
|
| R3 |
1.6255 |
1.6180 |
1.6009 |
|
| R2 |
1.6122 |
1.6122 |
1.5996 |
|
| R1 |
1.6047 |
1.6047 |
1.5984 |
1.6018 |
| PP |
1.5989 |
1.5989 |
1.5989 |
1.5975 |
| S1 |
1.5914 |
1.5914 |
1.5960 |
1.5885 |
| S2 |
1.5856 |
1.5856 |
1.5948 |
|
| S3 |
1.5723 |
1.5781 |
1.5935 |
|
| S4 |
1.5590 |
1.5648 |
1.5899 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6122 |
|
2.618 |
1.6122 |
|
1.618 |
1.6122 |
|
1.000 |
1.6122 |
|
0.618 |
1.6122 |
|
HIGH |
1.6122 |
|
0.618 |
1.6122 |
|
0.500 |
1.6122 |
|
0.382 |
1.6122 |
|
LOW |
1.6122 |
|
0.618 |
1.6122 |
|
1.000 |
1.6122 |
|
1.618 |
1.6122 |
|
2.618 |
1.6122 |
|
4.250 |
1.6122 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6122 |
1.6105 |
| PP |
1.6122 |
1.6089 |
| S1 |
1.6122 |
1.6072 |
|