CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 31-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5467 |
1.5422 |
-0.0045 |
-0.3% |
1.5410 |
| High |
1.5497 |
1.5642 |
0.0145 |
0.9% |
1.5642 |
| Low |
1.5364 |
1.5416 |
0.0052 |
0.3% |
1.5355 |
| Close |
1.5393 |
1.5566 |
0.0173 |
1.1% |
1.5566 |
| Range |
0.0133 |
0.0226 |
0.0093 |
69.9% |
0.0287 |
| ATR |
0.0084 |
0.0096 |
0.0012 |
13.9% |
0.0000 |
| Volume |
10 |
64 |
54 |
540.0% |
180 |
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6219 |
1.6119 |
1.5690 |
|
| R3 |
1.5993 |
1.5893 |
1.5628 |
|
| R2 |
1.5767 |
1.5767 |
1.5607 |
|
| R1 |
1.5667 |
1.5667 |
1.5587 |
1.5717 |
| PP |
1.5541 |
1.5541 |
1.5541 |
1.5567 |
| S1 |
1.5441 |
1.5441 |
1.5545 |
1.5491 |
| S2 |
1.5315 |
1.5315 |
1.5525 |
|
| S3 |
1.5089 |
1.5215 |
1.5504 |
|
| S4 |
1.4863 |
1.4989 |
1.5442 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6382 |
1.6261 |
1.5724 |
|
| R3 |
1.6095 |
1.5974 |
1.5645 |
|
| R2 |
1.5808 |
1.5808 |
1.5619 |
|
| R1 |
1.5687 |
1.5687 |
1.5592 |
1.5748 |
| PP |
1.5521 |
1.5521 |
1.5521 |
1.5551 |
| S1 |
1.5400 |
1.5400 |
1.5540 |
1.5461 |
| S2 |
1.5234 |
1.5234 |
1.5513 |
|
| S3 |
1.4947 |
1.5113 |
1.5487 |
|
| S4 |
1.4660 |
1.4826 |
1.5408 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6603 |
|
2.618 |
1.6234 |
|
1.618 |
1.6008 |
|
1.000 |
1.5868 |
|
0.618 |
1.5782 |
|
HIGH |
1.5642 |
|
0.618 |
1.5556 |
|
0.500 |
1.5529 |
|
0.382 |
1.5502 |
|
LOW |
1.5416 |
|
0.618 |
1.5276 |
|
1.000 |
1.5190 |
|
1.618 |
1.5050 |
|
2.618 |
1.4824 |
|
4.250 |
1.4456 |
|
|
| Fisher Pivots for day following 31-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5554 |
1.5544 |
| PP |
1.5541 |
1.5521 |
| S1 |
1.5529 |
1.5499 |
|