CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 18-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5815 |
1.5842 |
0.0027 |
0.2% |
1.5544 |
| High |
1.5855 |
1.6035 |
0.0180 |
1.1% |
1.5855 |
| Low |
1.5792 |
1.5819 |
0.0027 |
0.2% |
1.5461 |
| Close |
1.5858 |
1.5951 |
0.0093 |
0.6% |
1.5858 |
| Range |
0.0063 |
0.0216 |
0.0153 |
242.9% |
0.0394 |
| ATR |
0.0109 |
0.0117 |
0.0008 |
7.0% |
0.0000 |
| Volume |
100 |
63 |
-37 |
-37.0% |
428 |
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6583 |
1.6483 |
1.6070 |
|
| R3 |
1.6367 |
1.6267 |
1.6010 |
|
| R2 |
1.6151 |
1.6151 |
1.5991 |
|
| R1 |
1.6051 |
1.6051 |
1.5971 |
1.6101 |
| PP |
1.5935 |
1.5935 |
1.5935 |
1.5960 |
| S1 |
1.5835 |
1.5835 |
1.5931 |
1.5885 |
| S2 |
1.5719 |
1.5719 |
1.5911 |
|
| S3 |
1.5503 |
1.5619 |
1.5892 |
|
| S4 |
1.5287 |
1.5403 |
1.5832 |
|
|
| 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 |
1.6953 |
|
2.618 |
1.6600 |
|
1.618 |
1.6384 |
|
1.000 |
1.6251 |
|
0.618 |
1.6168 |
|
HIGH |
1.6035 |
|
0.618 |
1.5952 |
|
0.500 |
1.5927 |
|
0.382 |
1.5902 |
|
LOW |
1.5819 |
|
0.618 |
1.5686 |
|
1.000 |
1.5603 |
|
1.618 |
1.5470 |
|
2.618 |
1.5254 |
|
4.250 |
1.4901 |
|
|
| Fisher Pivots for day following 18-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5943 |
1.5924 |
| PP |
1.5935 |
1.5898 |
| S1 |
1.5927 |
1.5871 |
|