CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5546 |
1.5454 |
-0.0092 |
-0.6% |
1.5410 |
| High |
1.5551 |
1.5609 |
0.0058 |
0.4% |
1.5642 |
| Low |
1.5423 |
1.5454 |
0.0031 |
0.2% |
1.5355 |
| Close |
1.5468 |
1.5558 |
0.0090 |
0.6% |
1.5566 |
| Range |
0.0128 |
0.0155 |
0.0027 |
21.1% |
0.0287 |
| ATR |
0.0100 |
0.0103 |
0.0004 |
4.0% |
0.0000 |
| Volume |
149 |
89 |
-60 |
-40.3% |
180 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6005 |
1.5937 |
1.5643 |
|
| R3 |
1.5850 |
1.5782 |
1.5601 |
|
| R2 |
1.5695 |
1.5695 |
1.5586 |
|
| R1 |
1.5627 |
1.5627 |
1.5572 |
1.5661 |
| PP |
1.5540 |
1.5540 |
1.5540 |
1.5558 |
| S1 |
1.5472 |
1.5472 |
1.5544 |
1.5506 |
| S2 |
1.5385 |
1.5385 |
1.5530 |
|
| S3 |
1.5230 |
1.5317 |
1.5515 |
|
| S4 |
1.5075 |
1.5162 |
1.5473 |
|
|
| 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 |
1.6268 |
|
2.618 |
1.6015 |
|
1.618 |
1.5860 |
|
1.000 |
1.5764 |
|
0.618 |
1.5705 |
|
HIGH |
1.5609 |
|
0.618 |
1.5550 |
|
0.500 |
1.5532 |
|
0.382 |
1.5513 |
|
LOW |
1.5454 |
|
0.618 |
1.5358 |
|
1.000 |
1.5299 |
|
1.618 |
1.5203 |
|
2.618 |
1.5048 |
|
4.250 |
1.4795 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5549 |
1.5548 |
| PP |
1.5540 |
1.5539 |
| S1 |
1.5532 |
1.5529 |
|