CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 06-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5566 |
1.5489 |
-0.0077 |
-0.5% |
1.5410 |
| High |
1.5577 |
1.5523 |
-0.0054 |
-0.3% |
1.5642 |
| Low |
1.5435 |
1.5430 |
-0.0005 |
0.0% |
1.5355 |
| Close |
1.5469 |
1.5445 |
-0.0024 |
-0.2% |
1.5566 |
| Range |
0.0142 |
0.0093 |
-0.0049 |
-34.5% |
0.0287 |
| ATR |
0.0106 |
0.0105 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
131 |
36 |
-95 |
-72.5% |
180 |
|
| Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5745 |
1.5688 |
1.5496 |
|
| R3 |
1.5652 |
1.5595 |
1.5471 |
|
| R2 |
1.5559 |
1.5559 |
1.5462 |
|
| R1 |
1.5502 |
1.5502 |
1.5454 |
1.5484 |
| PP |
1.5466 |
1.5466 |
1.5466 |
1.5457 |
| S1 |
1.5409 |
1.5409 |
1.5436 |
1.5391 |
| S2 |
1.5373 |
1.5373 |
1.5428 |
|
| S3 |
1.5280 |
1.5316 |
1.5419 |
|
| S4 |
1.5187 |
1.5223 |
1.5394 |
|
|
| 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 |
1.5918 |
|
2.618 |
1.5766 |
|
1.618 |
1.5673 |
|
1.000 |
1.5616 |
|
0.618 |
1.5580 |
|
HIGH |
1.5523 |
|
0.618 |
1.5487 |
|
0.500 |
1.5477 |
|
0.382 |
1.5466 |
|
LOW |
1.5430 |
|
0.618 |
1.5373 |
|
1.000 |
1.5337 |
|
1.618 |
1.5280 |
|
2.618 |
1.5187 |
|
4.250 |
1.5035 |
|
|
| Fisher Pivots for day following 06-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5477 |
1.5520 |
| PP |
1.5466 |
1.5495 |
| S1 |
1.5456 |
1.5470 |
|