CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 28-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5410 |
1.5420 |
0.0010 |
0.1% |
1.5483 |
| High |
1.5421 |
1.5463 |
0.0042 |
0.3% |
1.5537 |
| Low |
1.5384 |
1.5415 |
0.0031 |
0.2% |
1.5337 |
| Close |
1.5381 |
1.5347 |
-0.0034 |
-0.2% |
1.5389 |
| Range |
0.0037 |
0.0048 |
0.0011 |
29.7% |
0.0200 |
| ATR |
0.0000 |
0.0082 |
0.0082 |
|
0.0000 |
| Volume |
48 |
43 |
-5 |
-10.4% |
109 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5552 |
1.5498 |
1.5373 |
|
| R3 |
1.5504 |
1.5450 |
1.5360 |
|
| R2 |
1.5456 |
1.5456 |
1.5356 |
|
| R1 |
1.5402 |
1.5402 |
1.5351 |
1.5405 |
| PP |
1.5408 |
1.5408 |
1.5408 |
1.5410 |
| S1 |
1.5354 |
1.5354 |
1.5343 |
1.5357 |
| S2 |
1.5360 |
1.5360 |
1.5338 |
|
| S3 |
1.5312 |
1.5306 |
1.5334 |
|
| S4 |
1.5264 |
1.5258 |
1.5321 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6021 |
1.5905 |
1.5499 |
|
| R3 |
1.5821 |
1.5705 |
1.5444 |
|
| R2 |
1.5621 |
1.5621 |
1.5426 |
|
| R1 |
1.5505 |
1.5505 |
1.5407 |
1.5463 |
| PP |
1.5421 |
1.5421 |
1.5421 |
1.5400 |
| S1 |
1.5305 |
1.5305 |
1.5371 |
1.5263 |
| S2 |
1.5221 |
1.5221 |
1.5352 |
|
| S3 |
1.5021 |
1.5105 |
1.5334 |
|
| S4 |
1.4821 |
1.4905 |
1.5279 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5667 |
|
2.618 |
1.5589 |
|
1.618 |
1.5541 |
|
1.000 |
1.5511 |
|
0.618 |
1.5493 |
|
HIGH |
1.5463 |
|
0.618 |
1.5445 |
|
0.500 |
1.5439 |
|
0.382 |
1.5433 |
|
LOW |
1.5415 |
|
0.618 |
1.5385 |
|
1.000 |
1.5367 |
|
1.618 |
1.5337 |
|
2.618 |
1.5289 |
|
4.250 |
1.5211 |
|
|
| Fisher Pivots for day following 28-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5439 |
1.5407 |
| PP |
1.5408 |
1.5387 |
| S1 |
1.5378 |
1.5367 |
|