CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 03-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5422 |
1.5546 |
0.0124 |
0.8% |
1.5410 |
| High |
1.5642 |
1.5551 |
-0.0091 |
-0.6% |
1.5642 |
| Low |
1.5416 |
1.5423 |
0.0007 |
0.0% |
1.5355 |
| Close |
1.5566 |
1.5468 |
-0.0098 |
-0.6% |
1.5566 |
| Range |
0.0226 |
0.0128 |
-0.0098 |
-43.4% |
0.0287 |
| ATR |
0.0096 |
0.0100 |
0.0003 |
3.5% |
0.0000 |
| Volume |
64 |
149 |
85 |
132.8% |
180 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5865 |
1.5794 |
1.5538 |
|
| R3 |
1.5737 |
1.5666 |
1.5503 |
|
| R2 |
1.5609 |
1.5609 |
1.5491 |
|
| R1 |
1.5538 |
1.5538 |
1.5480 |
1.5510 |
| PP |
1.5481 |
1.5481 |
1.5481 |
1.5466 |
| S1 |
1.5410 |
1.5410 |
1.5456 |
1.5382 |
| S2 |
1.5353 |
1.5353 |
1.5445 |
|
| S3 |
1.5225 |
1.5282 |
1.5433 |
|
| S4 |
1.5097 |
1.5154 |
1.5398 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6382 |
1.6261 |
1.5724 |
|
| R3 |
1.6095 |
1.5974 |
1.5645 |
|
| R2 |
1.5808 |
1.5808 |
1.5619 |
|
| R1 |
1.5687 |
1.5687 |
1.5592 |
1.5748 |
| PP |
1.5521 |
1.5521 |
1.5521 |
1.5551 |
| S1 |
1.5400 |
1.5400 |
1.5540 |
1.5461 |
| S2 |
1.5234 |
1.5234 |
1.5513 |
|
| S3 |
1.4947 |
1.5113 |
1.5487 |
|
| S4 |
1.4660 |
1.4826 |
1.5408 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6095 |
|
2.618 |
1.5886 |
|
1.618 |
1.5758 |
|
1.000 |
1.5679 |
|
0.618 |
1.5630 |
|
HIGH |
1.5551 |
|
0.618 |
1.5502 |
|
0.500 |
1.5487 |
|
0.382 |
1.5472 |
|
LOW |
1.5423 |
|
0.618 |
1.5344 |
|
1.000 |
1.5295 |
|
1.618 |
1.5216 |
|
2.618 |
1.5088 |
|
4.250 |
1.4879 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5487 |
1.5503 |
| PP |
1.5481 |
1.5491 |
| S1 |
1.5474 |
1.5480 |
|