CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 05-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5454 |
1.5566 |
0.0112 |
0.7% |
1.5410 |
| High |
1.5609 |
1.5577 |
-0.0032 |
-0.2% |
1.5642 |
| Low |
1.5454 |
1.5435 |
-0.0019 |
-0.1% |
1.5355 |
| Close |
1.5558 |
1.5469 |
-0.0089 |
-0.6% |
1.5566 |
| Range |
0.0155 |
0.0142 |
-0.0013 |
-8.4% |
0.0287 |
| ATR |
0.0103 |
0.0106 |
0.0003 |
2.7% |
0.0000 |
| Volume |
89 |
131 |
42 |
47.2% |
180 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5920 |
1.5836 |
1.5547 |
|
| R3 |
1.5778 |
1.5694 |
1.5508 |
|
| R2 |
1.5636 |
1.5636 |
1.5495 |
|
| R1 |
1.5552 |
1.5552 |
1.5482 |
1.5523 |
| PP |
1.5494 |
1.5494 |
1.5494 |
1.5479 |
| S1 |
1.5410 |
1.5410 |
1.5456 |
1.5381 |
| S2 |
1.5352 |
1.5352 |
1.5443 |
|
| S3 |
1.5210 |
1.5268 |
1.5430 |
|
| S4 |
1.5068 |
1.5126 |
1.5391 |
|
|
| 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 |
1.6181 |
|
2.618 |
1.5949 |
|
1.618 |
1.5807 |
|
1.000 |
1.5719 |
|
0.618 |
1.5665 |
|
HIGH |
1.5577 |
|
0.618 |
1.5523 |
|
0.500 |
1.5506 |
|
0.382 |
1.5489 |
|
LOW |
1.5435 |
|
0.618 |
1.5347 |
|
1.000 |
1.5293 |
|
1.618 |
1.5205 |
|
2.618 |
1.5063 |
|
4.250 |
1.4832 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5506 |
1.5516 |
| PP |
1.5494 |
1.5500 |
| S1 |
1.5481 |
1.5485 |
|