CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 18-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6122 |
1.6140 |
0.0018 |
0.1% |
1.5929 |
| High |
1.6122 |
1.6140 |
0.0018 |
0.1% |
1.6140 |
| Low |
1.6122 |
1.6140 |
0.0018 |
0.1% |
1.5929 |
| Close |
1.6122 |
1.6190 |
0.0068 |
0.4% |
1.6190 |
| Range |
|
|
|
|
|
| ATR |
0.0069 |
0.0065 |
-0.0004 |
-5.3% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
9 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6157 |
1.6173 |
1.6190 |
|
| R3 |
1.6157 |
1.6173 |
1.6190 |
|
| R2 |
1.6157 |
1.6157 |
1.6190 |
|
| R1 |
1.6173 |
1.6173 |
1.6190 |
1.6165 |
| PP |
1.6157 |
1.6157 |
1.6157 |
1.6153 |
| S1 |
1.6173 |
1.6173 |
1.6190 |
1.6165 |
| S2 |
1.6157 |
1.6157 |
1.6190 |
|
| S3 |
1.6157 |
1.6173 |
1.6190 |
|
| S4 |
1.6157 |
1.6173 |
1.6190 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6719 |
1.6666 |
1.6306 |
|
| R3 |
1.6508 |
1.6455 |
1.6248 |
|
| R2 |
1.6297 |
1.6297 |
1.6229 |
|
| R1 |
1.6244 |
1.6244 |
1.6209 |
1.6271 |
| PP |
1.6086 |
1.6086 |
1.6086 |
1.6100 |
| S1 |
1.6033 |
1.6033 |
1.6171 |
1.6060 |
| S2 |
1.5875 |
1.5875 |
1.6151 |
|
| S3 |
1.5664 |
1.5822 |
1.6132 |
|
| S4 |
1.5453 |
1.5611 |
1.6074 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6140 |
|
2.618 |
1.6140 |
|
1.618 |
1.6140 |
|
1.000 |
1.6140 |
|
0.618 |
1.6140 |
|
HIGH |
1.6140 |
|
0.618 |
1.6140 |
|
0.500 |
1.6140 |
|
0.382 |
1.6140 |
|
LOW |
1.6140 |
|
0.618 |
1.6140 |
|
1.000 |
1.6140 |
|
1.618 |
1.6140 |
|
2.618 |
1.6140 |
|
4.250 |
1.6140 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6173 |
1.6154 |
| PP |
1.6157 |
1.6117 |
| S1 |
1.6140 |
1.6081 |
|