CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 28-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5908 |
1.5868 |
-0.0040 |
-0.3% |
1.5963 |
| High |
1.5951 |
1.5940 |
-0.0011 |
-0.1% |
1.5983 |
| Low |
1.5876 |
1.5811 |
-0.0065 |
-0.4% |
1.5734 |
| Close |
1.5915 |
1.5849 |
-0.0066 |
-0.4% |
1.5849 |
| Range |
0.0075 |
0.0129 |
0.0054 |
72.0% |
0.0249 |
| ATR |
0.0121 |
0.0122 |
0.0001 |
0.5% |
0.0000 |
| Volume |
134 |
133 |
-1 |
-0.7% |
925 |
|
| Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6254 |
1.6180 |
1.5920 |
|
| R3 |
1.6125 |
1.6051 |
1.5884 |
|
| R2 |
1.5996 |
1.5996 |
1.5873 |
|
| R1 |
1.5922 |
1.5922 |
1.5861 |
1.5895 |
| PP |
1.5867 |
1.5867 |
1.5867 |
1.5853 |
| S1 |
1.5793 |
1.5793 |
1.5837 |
1.5766 |
| S2 |
1.5738 |
1.5738 |
1.5825 |
|
| S3 |
1.5609 |
1.5664 |
1.5814 |
|
| S4 |
1.5480 |
1.5535 |
1.5778 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6602 |
1.6475 |
1.5986 |
|
| R3 |
1.6353 |
1.6226 |
1.5917 |
|
| R2 |
1.6104 |
1.6104 |
1.5895 |
|
| R1 |
1.5977 |
1.5977 |
1.5872 |
1.5916 |
| PP |
1.5855 |
1.5855 |
1.5855 |
1.5825 |
| S1 |
1.5728 |
1.5728 |
1.5826 |
1.5667 |
| S2 |
1.5606 |
1.5606 |
1.5803 |
|
| S3 |
1.5357 |
1.5479 |
1.5781 |
|
| S4 |
1.5108 |
1.5230 |
1.5712 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6488 |
|
2.618 |
1.6278 |
|
1.618 |
1.6149 |
|
1.000 |
1.6069 |
|
0.618 |
1.6020 |
|
HIGH |
1.5940 |
|
0.618 |
1.5891 |
|
0.500 |
1.5876 |
|
0.382 |
1.5860 |
|
LOW |
1.5811 |
|
0.618 |
1.5731 |
|
1.000 |
1.5682 |
|
1.618 |
1.5602 |
|
2.618 |
1.5473 |
|
4.250 |
1.5263 |
|
|
| Fisher Pivots for day following 28-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5876 |
1.5866 |
| PP |
1.5867 |
1.5860 |
| S1 |
1.5858 |
1.5855 |
|