CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 29-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5420 |
1.5355 |
-0.0065 |
-0.4% |
1.5483 |
| High |
1.5463 |
1.5413 |
-0.0050 |
-0.3% |
1.5537 |
| Low |
1.5415 |
1.5355 |
-0.0060 |
-0.4% |
1.5337 |
| Close |
1.5347 |
1.5487 |
0.0140 |
0.9% |
1.5389 |
| Range |
0.0048 |
0.0058 |
0.0010 |
20.8% |
0.0200 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
43 |
15 |
-28 |
-65.1% |
109 |
|
| Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5592 |
1.5598 |
1.5519 |
|
| R3 |
1.5534 |
1.5540 |
1.5503 |
|
| R2 |
1.5476 |
1.5476 |
1.5498 |
|
| R1 |
1.5482 |
1.5482 |
1.5492 |
1.5479 |
| PP |
1.5418 |
1.5418 |
1.5418 |
1.5417 |
| S1 |
1.5424 |
1.5424 |
1.5482 |
1.5421 |
| S2 |
1.5360 |
1.5360 |
1.5476 |
|
| S3 |
1.5302 |
1.5366 |
1.5471 |
|
| S4 |
1.5244 |
1.5308 |
1.5455 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6021 |
1.5905 |
1.5499 |
|
| R3 |
1.5821 |
1.5705 |
1.5444 |
|
| R2 |
1.5621 |
1.5621 |
1.5426 |
|
| R1 |
1.5505 |
1.5505 |
1.5407 |
1.5463 |
| PP |
1.5421 |
1.5421 |
1.5421 |
1.5400 |
| S1 |
1.5305 |
1.5305 |
1.5371 |
1.5263 |
| S2 |
1.5221 |
1.5221 |
1.5352 |
|
| S3 |
1.5021 |
1.5105 |
1.5334 |
|
| S4 |
1.4821 |
1.4905 |
1.5279 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5660 |
|
2.618 |
1.5565 |
|
1.618 |
1.5507 |
|
1.000 |
1.5471 |
|
0.618 |
1.5449 |
|
HIGH |
1.5413 |
|
0.618 |
1.5391 |
|
0.500 |
1.5384 |
|
0.382 |
1.5377 |
|
LOW |
1.5355 |
|
0.618 |
1.5319 |
|
1.000 |
1.5297 |
|
1.618 |
1.5261 |
|
2.618 |
1.5203 |
|
4.250 |
1.5109 |
|
|
| Fisher Pivots for day following 29-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5453 |
1.5461 |
| PP |
1.5418 |
1.5435 |
| S1 |
1.5384 |
1.5409 |
|