CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 21-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5918 |
1.5879 |
-0.0039 |
-0.2% |
1.5842 |
| High |
1.5976 |
1.5976 |
0.0000 |
0.0% |
1.6035 |
| Low |
1.5820 |
1.5877 |
0.0057 |
0.4% |
1.5819 |
| Close |
1.5888 |
1.5978 |
0.0090 |
0.6% |
1.5978 |
| Range |
0.0156 |
0.0099 |
-0.0057 |
-36.5% |
0.0216 |
| ATR |
0.0117 |
0.0116 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
63 |
33 |
-30 |
-47.6% |
369 |
|
| Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6241 |
1.6208 |
1.6032 |
|
| R3 |
1.6142 |
1.6109 |
1.6005 |
|
| R2 |
1.6043 |
1.6043 |
1.5996 |
|
| R1 |
1.6010 |
1.6010 |
1.5987 |
1.6027 |
| PP |
1.5944 |
1.5944 |
1.5944 |
1.5952 |
| S1 |
1.5911 |
1.5911 |
1.5969 |
1.5928 |
| S2 |
1.5845 |
1.5845 |
1.5960 |
|
| S3 |
1.5746 |
1.5812 |
1.5951 |
|
| S4 |
1.5647 |
1.5713 |
1.5924 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6592 |
1.6501 |
1.6097 |
|
| R3 |
1.6376 |
1.6285 |
1.6037 |
|
| R2 |
1.6160 |
1.6160 |
1.6018 |
|
| R1 |
1.6069 |
1.6069 |
1.5998 |
1.6115 |
| PP |
1.5944 |
1.5944 |
1.5944 |
1.5967 |
| S1 |
1.5853 |
1.5853 |
1.5958 |
1.5899 |
| S2 |
1.5728 |
1.5728 |
1.5938 |
|
| S3 |
1.5512 |
1.5637 |
1.5919 |
|
| S4 |
1.5296 |
1.5421 |
1.5859 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6397 |
|
2.618 |
1.6235 |
|
1.618 |
1.6136 |
|
1.000 |
1.6075 |
|
0.618 |
1.6037 |
|
HIGH |
1.5976 |
|
0.618 |
1.5938 |
|
0.500 |
1.5927 |
|
0.382 |
1.5915 |
|
LOW |
1.5877 |
|
0.618 |
1.5816 |
|
1.000 |
1.5778 |
|
1.618 |
1.5717 |
|
2.618 |
1.5618 |
|
4.250 |
1.5456 |
|
|
| Fisher Pivots for day following 21-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5961 |
1.5957 |
| PP |
1.5944 |
1.5936 |
| S1 |
1.5927 |
1.5915 |
|