CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 10-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5420 |
1.5544 |
0.0124 |
0.8% |
1.5546 |
| High |
1.5530 |
1.5564 |
0.0034 |
0.2% |
1.5609 |
| Low |
1.5405 |
1.5461 |
0.0056 |
0.4% |
1.5405 |
| Close |
1.5526 |
1.5559 |
0.0033 |
0.2% |
1.5526 |
| Range |
0.0125 |
0.0103 |
-0.0022 |
-17.6% |
0.0204 |
| ATR |
0.0107 |
0.0106 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
55 |
85 |
30 |
54.5% |
460 |
|
| Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5837 |
1.5801 |
1.5616 |
|
| R3 |
1.5734 |
1.5698 |
1.5587 |
|
| R2 |
1.5631 |
1.5631 |
1.5578 |
|
| R1 |
1.5595 |
1.5595 |
1.5568 |
1.5613 |
| PP |
1.5528 |
1.5528 |
1.5528 |
1.5537 |
| S1 |
1.5492 |
1.5492 |
1.5550 |
1.5510 |
| S2 |
1.5425 |
1.5425 |
1.5540 |
|
| S3 |
1.5322 |
1.5389 |
1.5531 |
|
| S4 |
1.5219 |
1.5286 |
1.5502 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6125 |
1.6030 |
1.5638 |
|
| R3 |
1.5921 |
1.5826 |
1.5582 |
|
| R2 |
1.5717 |
1.5717 |
1.5563 |
|
| R1 |
1.5622 |
1.5622 |
1.5545 |
1.5568 |
| PP |
1.5513 |
1.5513 |
1.5513 |
1.5486 |
| S1 |
1.5418 |
1.5418 |
1.5507 |
1.5364 |
| S2 |
1.5309 |
1.5309 |
1.5489 |
|
| S3 |
1.5105 |
1.5214 |
1.5470 |
|
| S4 |
1.4901 |
1.5010 |
1.5414 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6002 |
|
2.618 |
1.5834 |
|
1.618 |
1.5731 |
|
1.000 |
1.5667 |
|
0.618 |
1.5628 |
|
HIGH |
1.5564 |
|
0.618 |
1.5525 |
|
0.500 |
1.5513 |
|
0.382 |
1.5500 |
|
LOW |
1.5461 |
|
0.618 |
1.5397 |
|
1.000 |
1.5358 |
|
1.618 |
1.5294 |
|
2.618 |
1.5191 |
|
4.250 |
1.5023 |
|
|
| Fisher Pivots for day following 10-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5544 |
1.5534 |
| PP |
1.5528 |
1.5509 |
| S1 |
1.5513 |
1.5485 |
|