CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 22-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5424 |
1.5438 |
0.0014 |
0.1% |
1.5776 |
| High |
1.5424 |
1.5464 |
0.0040 |
0.3% |
1.5852 |
| Low |
1.5424 |
1.5337 |
-0.0087 |
-0.6% |
1.5458 |
| Close |
1.5439 |
1.5343 |
-0.0096 |
-0.6% |
1.5487 |
| Range |
0.0000 |
0.0127 |
0.0127 |
|
0.0394 |
| ATR |
|
|
|
|
|
| Volume |
27 |
1 |
-26 |
-96.3% |
114 |
|
| Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5762 |
1.5680 |
1.5413 |
|
| R3 |
1.5635 |
1.5553 |
1.5378 |
|
| R2 |
1.5508 |
1.5508 |
1.5366 |
|
| R1 |
1.5426 |
1.5426 |
1.5355 |
1.5404 |
| PP |
1.5381 |
1.5381 |
1.5381 |
1.5370 |
| S1 |
1.5299 |
1.5299 |
1.5331 |
1.5277 |
| S2 |
1.5254 |
1.5254 |
1.5320 |
|
| S3 |
1.5127 |
1.5172 |
1.5308 |
|
| S4 |
1.5000 |
1.5045 |
1.5273 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6781 |
1.6528 |
1.5704 |
|
| R3 |
1.6387 |
1.6134 |
1.5595 |
|
| R2 |
1.5993 |
1.5993 |
1.5559 |
|
| R1 |
1.5740 |
1.5740 |
1.5523 |
1.5670 |
| PP |
1.5599 |
1.5599 |
1.5599 |
1.5564 |
| S1 |
1.5346 |
1.5346 |
1.5451 |
1.5276 |
| S2 |
1.5205 |
1.5205 |
1.5415 |
|
| S3 |
1.4811 |
1.4952 |
1.5379 |
|
| S4 |
1.4417 |
1.4558 |
1.5270 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6004 |
|
2.618 |
1.5796 |
|
1.618 |
1.5669 |
|
1.000 |
1.5591 |
|
0.618 |
1.5542 |
|
HIGH |
1.5464 |
|
0.618 |
1.5415 |
|
0.500 |
1.5401 |
|
0.382 |
1.5386 |
|
LOW |
1.5337 |
|
0.618 |
1.5259 |
|
1.000 |
1.5210 |
|
1.618 |
1.5132 |
|
2.618 |
1.5005 |
|
4.250 |
1.4797 |
|
|
| Fisher Pivots for day following 22-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5401 |
1.5437 |
| PP |
1.5381 |
1.5406 |
| S1 |
1.5362 |
1.5374 |
|