CME British Pound Future June 2011
Trading Metrics calculated at close of trading on 27-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1.5802 |
1.5908 |
0.0106 |
0.7% |
1.5842 |
High |
1.5913 |
1.5951 |
0.0038 |
0.2% |
1.6035 |
Low |
1.5780 |
1.5876 |
0.0096 |
0.6% |
1.5819 |
Close |
1.5859 |
1.5915 |
0.0056 |
0.4% |
1.5978 |
Range |
0.0133 |
0.0075 |
-0.0058 |
-43.6% |
0.0216 |
ATR |
0.0123 |
0.0121 |
-0.0002 |
-1.8% |
0.0000 |
Volume |
539 |
134 |
-405 |
-75.1% |
369 |
|
Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6139 |
1.6102 |
1.5956 |
|
R3 |
1.6064 |
1.6027 |
1.5936 |
|
R2 |
1.5989 |
1.5989 |
1.5929 |
|
R1 |
1.5952 |
1.5952 |
1.5922 |
1.5971 |
PP |
1.5914 |
1.5914 |
1.5914 |
1.5923 |
S1 |
1.5877 |
1.5877 |
1.5908 |
1.5896 |
S2 |
1.5839 |
1.5839 |
1.5901 |
|
S3 |
1.5764 |
1.5802 |
1.5894 |
|
S4 |
1.5689 |
1.5727 |
1.5874 |
|
|
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 |
1.6270 |
2.618 |
1.6147 |
1.618 |
1.6072 |
1.000 |
1.6026 |
0.618 |
1.5997 |
HIGH |
1.5951 |
0.618 |
1.5922 |
0.500 |
1.5914 |
0.382 |
1.5905 |
LOW |
1.5876 |
0.618 |
1.5830 |
1.000 |
1.5801 |
1.618 |
1.5755 |
2.618 |
1.5680 |
4.250 |
1.5557 |
|
|
Fisher Pivots for day following 27-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1.5915 |
1.5896 |
PP |
1.5914 |
1.5877 |
S1 |
1.5914 |
1.5859 |
|