CME British Pound Future June 2011
Trading Metrics calculated at close of trading on 14-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1.5759 |
1.5815 |
0.0056 |
0.4% |
1.5544 |
High |
1.5850 |
1.5855 |
0.0005 |
0.0% |
1.5855 |
Low |
1.5707 |
1.5792 |
0.0085 |
0.5% |
1.5461 |
Close |
1.5819 |
1.5858 |
0.0039 |
0.2% |
1.5858 |
Range |
0.0143 |
0.0063 |
-0.0080 |
-55.9% |
0.0394 |
ATR |
0.0113 |
0.0109 |
-0.0004 |
-3.2% |
0.0000 |
Volume |
120 |
100 |
-20 |
-16.7% |
428 |
|
Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6024 |
1.6004 |
1.5893 |
|
R3 |
1.5961 |
1.5941 |
1.5875 |
|
R2 |
1.5898 |
1.5898 |
1.5870 |
|
R1 |
1.5878 |
1.5878 |
1.5864 |
1.5888 |
PP |
1.5835 |
1.5835 |
1.5835 |
1.5840 |
S1 |
1.5815 |
1.5815 |
1.5852 |
1.5825 |
S2 |
1.5772 |
1.5772 |
1.5846 |
|
S3 |
1.5709 |
1.5752 |
1.5841 |
|
S4 |
1.5646 |
1.5689 |
1.5823 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6907 |
1.6776 |
1.6075 |
|
R3 |
1.6513 |
1.6382 |
1.5966 |
|
R2 |
1.6119 |
1.6119 |
1.5930 |
|
R1 |
1.5988 |
1.5988 |
1.5894 |
1.6054 |
PP |
1.5725 |
1.5725 |
1.5725 |
1.5757 |
S1 |
1.5594 |
1.5594 |
1.5822 |
1.5660 |
S2 |
1.5331 |
1.5331 |
1.5786 |
|
S3 |
1.4937 |
1.5200 |
1.5750 |
|
S4 |
1.4543 |
1.4806 |
1.5641 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6123 |
2.618 |
1.6020 |
1.618 |
1.5957 |
1.000 |
1.5918 |
0.618 |
1.5894 |
HIGH |
1.5855 |
0.618 |
1.5831 |
0.500 |
1.5824 |
0.382 |
1.5816 |
LOW |
1.5792 |
0.618 |
1.5753 |
1.000 |
1.5729 |
1.618 |
1.5690 |
2.618 |
1.5627 |
4.250 |
1.5524 |
|
|
Fisher Pivots for day following 14-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1.5847 |
1.5810 |
PP |
1.5835 |
1.5761 |
S1 |
1.5824 |
1.5713 |
|