CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 13-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5598 |
1.5759 |
0.0161 |
1.0% |
1.5546 |
| High |
1.5749 |
1.5850 |
0.0101 |
0.6% |
1.5609 |
| Low |
1.5570 |
1.5707 |
0.0137 |
0.9% |
1.5405 |
| Close |
1.5741 |
1.5819 |
0.0078 |
0.5% |
1.5526 |
| Range |
0.0179 |
0.0143 |
-0.0036 |
-20.1% |
0.0204 |
| ATR |
0.0111 |
0.0113 |
0.0002 |
2.1% |
0.0000 |
| Volume |
91 |
120 |
29 |
31.9% |
460 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6221 |
1.6163 |
1.5898 |
|
| R3 |
1.6078 |
1.6020 |
1.5858 |
|
| R2 |
1.5935 |
1.5935 |
1.5845 |
|
| R1 |
1.5877 |
1.5877 |
1.5832 |
1.5906 |
| PP |
1.5792 |
1.5792 |
1.5792 |
1.5807 |
| S1 |
1.5734 |
1.5734 |
1.5806 |
1.5763 |
| S2 |
1.5649 |
1.5649 |
1.5793 |
|
| S3 |
1.5506 |
1.5591 |
1.5780 |
|
| S4 |
1.5363 |
1.5448 |
1.5740 |
|
|
| 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 |
1.6458 |
|
2.618 |
1.6224 |
|
1.618 |
1.6081 |
|
1.000 |
1.5993 |
|
0.618 |
1.5938 |
|
HIGH |
1.5850 |
|
0.618 |
1.5795 |
|
0.500 |
1.5779 |
|
0.382 |
1.5762 |
|
LOW |
1.5707 |
|
0.618 |
1.5619 |
|
1.000 |
1.5564 |
|
1.618 |
1.5476 |
|
2.618 |
1.5333 |
|
4.250 |
1.5099 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5806 |
1.5772 |
| PP |
1.5792 |
1.5724 |
| S1 |
1.5779 |
1.5677 |
|