CME British Pound Future June 2011
Trading Metrics calculated at close of trading on 26-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1.5966 |
1.5802 |
-0.0164 |
-1.0% |
1.5842 |
High |
1.5983 |
1.5913 |
-0.0070 |
-0.4% |
1.6035 |
Low |
1.5734 |
1.5780 |
0.0046 |
0.3% |
1.5819 |
Close |
1.5773 |
1.5859 |
0.0086 |
0.5% |
1.5978 |
Range |
0.0249 |
0.0133 |
-0.0116 |
-46.6% |
0.0216 |
ATR |
0.0122 |
0.0123 |
0.0001 |
1.0% |
0.0000 |
Volume |
66 |
539 |
473 |
716.7% |
369 |
|
Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6250 |
1.6187 |
1.5932 |
|
R3 |
1.6117 |
1.6054 |
1.5896 |
|
R2 |
1.5984 |
1.5984 |
1.5883 |
|
R1 |
1.5921 |
1.5921 |
1.5871 |
1.5953 |
PP |
1.5851 |
1.5851 |
1.5851 |
1.5866 |
S1 |
1.5788 |
1.5788 |
1.5847 |
1.5820 |
S2 |
1.5718 |
1.5718 |
1.5835 |
|
S3 |
1.5585 |
1.5655 |
1.5822 |
|
S4 |
1.5452 |
1.5522 |
1.5786 |
|
|
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 |
1.6478 |
2.618 |
1.6261 |
1.618 |
1.6128 |
1.000 |
1.6046 |
0.618 |
1.5995 |
HIGH |
1.5913 |
0.618 |
1.5862 |
0.500 |
1.5847 |
0.382 |
1.5831 |
LOW |
1.5780 |
0.618 |
1.5698 |
1.000 |
1.5647 |
1.618 |
1.5565 |
2.618 |
1.5432 |
4.250 |
1.5215 |
|
|
Fisher Pivots for day following 26-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1.5855 |
1.5859 |
PP |
1.5851 |
1.5859 |
S1 |
1.5847 |
1.5859 |
|