CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 30-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5355 |
1.5467 |
0.0112 |
0.7% |
1.5483 |
| High |
1.5413 |
1.5497 |
0.0084 |
0.5% |
1.5537 |
| Low |
1.5355 |
1.5364 |
0.0009 |
0.1% |
1.5337 |
| Close |
1.5487 |
1.5393 |
-0.0094 |
-0.6% |
1.5389 |
| Range |
0.0058 |
0.0133 |
0.0075 |
129.3% |
0.0200 |
| ATR |
0.0081 |
0.0084 |
0.0004 |
4.6% |
0.0000 |
| Volume |
15 |
10 |
-5 |
-33.3% |
109 |
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5817 |
1.5738 |
1.5466 |
|
| R3 |
1.5684 |
1.5605 |
1.5430 |
|
| R2 |
1.5551 |
1.5551 |
1.5417 |
|
| R1 |
1.5472 |
1.5472 |
1.5405 |
1.5445 |
| PP |
1.5418 |
1.5418 |
1.5418 |
1.5405 |
| S1 |
1.5339 |
1.5339 |
1.5381 |
1.5312 |
| S2 |
1.5285 |
1.5285 |
1.5369 |
|
| S3 |
1.5152 |
1.5206 |
1.5356 |
|
| S4 |
1.5019 |
1.5073 |
1.5320 |
|
|
| 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 |
1.6062 |
|
2.618 |
1.5845 |
|
1.618 |
1.5712 |
|
1.000 |
1.5630 |
|
0.618 |
1.5579 |
|
HIGH |
1.5497 |
|
0.618 |
1.5446 |
|
0.500 |
1.5431 |
|
0.382 |
1.5415 |
|
LOW |
1.5364 |
|
0.618 |
1.5282 |
|
1.000 |
1.5231 |
|
1.618 |
1.5149 |
|
2.618 |
1.5016 |
|
4.250 |
1.4799 |
|
|
| Fisher Pivots for day following 30-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5431 |
1.5426 |
| PP |
1.5418 |
1.5415 |
| S1 |
1.5406 |
1.5404 |
|