CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5960 |
1.5918 |
-0.0042 |
-0.3% |
1.5544 |
| High |
1.6009 |
1.5976 |
-0.0033 |
-0.2% |
1.5855 |
| Low |
1.5934 |
1.5820 |
-0.0114 |
-0.7% |
1.5461 |
| Close |
1.5964 |
1.5888 |
-0.0076 |
-0.5% |
1.5858 |
| Range |
0.0075 |
0.0156 |
0.0081 |
108.0% |
0.0394 |
| ATR |
0.0114 |
0.0117 |
0.0003 |
2.6% |
0.0000 |
| Volume |
210 |
63 |
-147 |
-70.0% |
428 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6363 |
1.6281 |
1.5974 |
|
| R3 |
1.6207 |
1.6125 |
1.5931 |
|
| R2 |
1.6051 |
1.6051 |
1.5917 |
|
| R1 |
1.5969 |
1.5969 |
1.5902 |
1.5932 |
| PP |
1.5895 |
1.5895 |
1.5895 |
1.5876 |
| S1 |
1.5813 |
1.5813 |
1.5874 |
1.5776 |
| S2 |
1.5739 |
1.5739 |
1.5859 |
|
| S3 |
1.5583 |
1.5657 |
1.5845 |
|
| S4 |
1.5427 |
1.5501 |
1.5802 |
|
|
| 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 |
1.6639 |
|
2.618 |
1.6384 |
|
1.618 |
1.6228 |
|
1.000 |
1.6132 |
|
0.618 |
1.6072 |
|
HIGH |
1.5976 |
|
0.618 |
1.5916 |
|
0.500 |
1.5898 |
|
0.382 |
1.5880 |
|
LOW |
1.5820 |
|
0.618 |
1.5724 |
|
1.000 |
1.5664 |
|
1.618 |
1.5568 |
|
2.618 |
1.5412 |
|
4.250 |
1.5157 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5898 |
1.5927 |
| PP |
1.5895 |
1.5914 |
| S1 |
1.5891 |
1.5901 |
|