CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 23-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5438 |
1.5400 |
-0.0038 |
-0.2% |
1.5776 |
| High |
1.5464 |
1.5419 |
-0.0045 |
-0.3% |
1.5852 |
| Low |
1.5337 |
1.5350 |
0.0013 |
0.1% |
1.5458 |
| Close |
1.5343 |
1.5389 |
0.0046 |
0.3% |
1.5487 |
| Range |
0.0127 |
0.0069 |
-0.0058 |
-45.7% |
0.0394 |
| ATR |
|
|
|
|
|
| Volume |
1 |
59 |
58 |
5,800.0% |
114 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5593 |
1.5560 |
1.5427 |
|
| R3 |
1.5524 |
1.5491 |
1.5408 |
|
| R2 |
1.5455 |
1.5455 |
1.5402 |
|
| R1 |
1.5422 |
1.5422 |
1.5395 |
1.5404 |
| PP |
1.5386 |
1.5386 |
1.5386 |
1.5377 |
| S1 |
1.5353 |
1.5353 |
1.5383 |
1.5335 |
| S2 |
1.5317 |
1.5317 |
1.5376 |
|
| S3 |
1.5248 |
1.5284 |
1.5370 |
|
| S4 |
1.5179 |
1.5215 |
1.5351 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6781 |
1.6528 |
1.5704 |
|
| R3 |
1.6387 |
1.6134 |
1.5595 |
|
| R2 |
1.5993 |
1.5993 |
1.5559 |
|
| R1 |
1.5740 |
1.5740 |
1.5523 |
1.5670 |
| PP |
1.5599 |
1.5599 |
1.5599 |
1.5564 |
| S1 |
1.5346 |
1.5346 |
1.5451 |
1.5276 |
| S2 |
1.5205 |
1.5205 |
1.5415 |
|
| S3 |
1.4811 |
1.4952 |
1.5379 |
|
| S4 |
1.4417 |
1.4558 |
1.5270 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5712 |
|
2.618 |
1.5600 |
|
1.618 |
1.5531 |
|
1.000 |
1.5488 |
|
0.618 |
1.5462 |
|
HIGH |
1.5419 |
|
0.618 |
1.5393 |
|
0.500 |
1.5385 |
|
0.382 |
1.5376 |
|
LOW |
1.5350 |
|
0.618 |
1.5307 |
|
1.000 |
1.5281 |
|
1.618 |
1.5238 |
|
2.618 |
1.5169 |
|
4.250 |
1.5057 |
|
|
| Fisher Pivots for day following 23-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5388 |
1.5401 |
| PP |
1.5386 |
1.5397 |
| S1 |
1.5385 |
1.5393 |
|