CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 19-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5842 |
1.5960 |
0.0118 |
0.7% |
1.5544 |
| High |
1.6035 |
1.6009 |
-0.0026 |
-0.2% |
1.5855 |
| Low |
1.5819 |
1.5934 |
0.0115 |
0.7% |
1.5461 |
| Close |
1.5951 |
1.5964 |
0.0013 |
0.1% |
1.5858 |
| Range |
0.0216 |
0.0075 |
-0.0141 |
-65.3% |
0.0394 |
| ATR |
0.0117 |
0.0114 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
63 |
210 |
147 |
233.3% |
428 |
|
| Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6194 |
1.6154 |
1.6005 |
|
| R3 |
1.6119 |
1.6079 |
1.5985 |
|
| R2 |
1.6044 |
1.6044 |
1.5978 |
|
| R1 |
1.6004 |
1.6004 |
1.5971 |
1.6024 |
| PP |
1.5969 |
1.5969 |
1.5969 |
1.5979 |
| S1 |
1.5929 |
1.5929 |
1.5957 |
1.5949 |
| S2 |
1.5894 |
1.5894 |
1.5950 |
|
| S3 |
1.5819 |
1.5854 |
1.5943 |
|
| S4 |
1.5744 |
1.5779 |
1.5923 |
|
|
| 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 |
1.6328 |
|
2.618 |
1.6205 |
|
1.618 |
1.6130 |
|
1.000 |
1.6084 |
|
0.618 |
1.6055 |
|
HIGH |
1.6009 |
|
0.618 |
1.5980 |
|
0.500 |
1.5972 |
|
0.382 |
1.5963 |
|
LOW |
1.5934 |
|
0.618 |
1.5888 |
|
1.000 |
1.5859 |
|
1.618 |
1.5813 |
|
2.618 |
1.5738 |
|
4.250 |
1.5615 |
|
|
| Fisher Pivots for day following 19-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5972 |
1.5947 |
| PP |
1.5969 |
1.5930 |
| S1 |
1.5967 |
1.5914 |
|