CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 11-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5544 |
1.5523 |
-0.0021 |
-0.1% |
1.5546 |
| High |
1.5564 |
1.5593 |
0.0029 |
0.2% |
1.5609 |
| Low |
1.5461 |
1.5503 |
0.0042 |
0.3% |
1.5405 |
| Close |
1.5559 |
1.5577 |
0.0018 |
0.1% |
1.5526 |
| Range |
0.0103 |
0.0090 |
-0.0013 |
-12.6% |
0.0204 |
| ATR |
0.0106 |
0.0105 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
85 |
32 |
-53 |
-62.4% |
460 |
|
| Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5828 |
1.5792 |
1.5627 |
|
| R3 |
1.5738 |
1.5702 |
1.5602 |
|
| R2 |
1.5648 |
1.5648 |
1.5594 |
|
| R1 |
1.5612 |
1.5612 |
1.5585 |
1.5630 |
| PP |
1.5558 |
1.5558 |
1.5558 |
1.5567 |
| S1 |
1.5522 |
1.5522 |
1.5569 |
1.5540 |
| S2 |
1.5468 |
1.5468 |
1.5561 |
|
| S3 |
1.5378 |
1.5432 |
1.5552 |
|
| S4 |
1.5288 |
1.5342 |
1.5528 |
|
|
| 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 |
1.5976 |
|
2.618 |
1.5829 |
|
1.618 |
1.5739 |
|
1.000 |
1.5683 |
|
0.618 |
1.5649 |
|
HIGH |
1.5593 |
|
0.618 |
1.5559 |
|
0.500 |
1.5548 |
|
0.382 |
1.5537 |
|
LOW |
1.5503 |
|
0.618 |
1.5447 |
|
1.000 |
1.5413 |
|
1.618 |
1.5357 |
|
2.618 |
1.5267 |
|
4.250 |
1.5121 |
|
|
| Fisher Pivots for day following 11-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5567 |
1.5551 |
| PP |
1.5558 |
1.5525 |
| S1 |
1.5548 |
1.5499 |
|