CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 31-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5868 |
1.5859 |
-0.0009 |
-0.1% |
1.5963 |
| High |
1.5940 |
1.6027 |
0.0087 |
0.5% |
1.5983 |
| Low |
1.5811 |
1.5857 |
0.0046 |
0.3% |
1.5734 |
| Close |
1.5849 |
1.6006 |
0.0157 |
1.0% |
1.5849 |
| Range |
0.0129 |
0.0170 |
0.0041 |
31.8% |
0.0249 |
| ATR |
0.0122 |
0.0126 |
0.0004 |
3.3% |
0.0000 |
| Volume |
133 |
46 |
-87 |
-65.4% |
925 |
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6473 |
1.6410 |
1.6100 |
|
| R3 |
1.6303 |
1.6240 |
1.6053 |
|
| R2 |
1.6133 |
1.6133 |
1.6037 |
|
| R1 |
1.6070 |
1.6070 |
1.6022 |
1.6102 |
| PP |
1.5963 |
1.5963 |
1.5963 |
1.5979 |
| S1 |
1.5900 |
1.5900 |
1.5990 |
1.5932 |
| S2 |
1.5793 |
1.5793 |
1.5975 |
|
| S3 |
1.5623 |
1.5730 |
1.5959 |
|
| S4 |
1.5453 |
1.5560 |
1.5913 |
|
|
| 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 |
1.6750 |
|
2.618 |
1.6472 |
|
1.618 |
1.6302 |
|
1.000 |
1.6197 |
|
0.618 |
1.6132 |
|
HIGH |
1.6027 |
|
0.618 |
1.5962 |
|
0.500 |
1.5942 |
|
0.382 |
1.5922 |
|
LOW |
1.5857 |
|
0.618 |
1.5752 |
|
1.000 |
1.5687 |
|
1.618 |
1.5582 |
|
2.618 |
1.5412 |
|
4.250 |
1.5135 |
|
|
| Fisher Pivots for day following 31-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5985 |
1.5977 |
| PP |
1.5963 |
1.5948 |
| S1 |
1.5942 |
1.5919 |
|