CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 07-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5489 |
1.5420 |
-0.0069 |
-0.4% |
1.5546 |
| High |
1.5523 |
1.5530 |
0.0007 |
0.0% |
1.5609 |
| Low |
1.5430 |
1.5405 |
-0.0025 |
-0.2% |
1.5405 |
| Close |
1.5445 |
1.5526 |
0.0081 |
0.5% |
1.5526 |
| Range |
0.0093 |
0.0125 |
0.0032 |
34.4% |
0.0204 |
| ATR |
0.0105 |
0.0107 |
0.0001 |
1.3% |
0.0000 |
| Volume |
36 |
55 |
19 |
52.8% |
460 |
|
| Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5862 |
1.5819 |
1.5595 |
|
| R3 |
1.5737 |
1.5694 |
1.5560 |
|
| R2 |
1.5612 |
1.5612 |
1.5549 |
|
| R1 |
1.5569 |
1.5569 |
1.5537 |
1.5591 |
| PP |
1.5487 |
1.5487 |
1.5487 |
1.5498 |
| S1 |
1.5444 |
1.5444 |
1.5515 |
1.5466 |
| S2 |
1.5362 |
1.5362 |
1.5503 |
|
| S3 |
1.5237 |
1.5319 |
1.5492 |
|
| S4 |
1.5112 |
1.5194 |
1.5457 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6125 |
1.6030 |
1.5638 |
|
| R3 |
1.5921 |
1.5826 |
1.5582 |
|
| R2 |
1.5717 |
1.5717 |
1.5563 |
|
| R1 |
1.5622 |
1.5622 |
1.5545 |
1.5568 |
| PP |
1.5513 |
1.5513 |
1.5513 |
1.5486 |
| S1 |
1.5418 |
1.5418 |
1.5507 |
1.5364 |
| S2 |
1.5309 |
1.5309 |
1.5489 |
|
| S3 |
1.5105 |
1.5214 |
1.5470 |
|
| S4 |
1.4901 |
1.5010 |
1.5414 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6061 |
|
2.618 |
1.5857 |
|
1.618 |
1.5732 |
|
1.000 |
1.5655 |
|
0.618 |
1.5607 |
|
HIGH |
1.5530 |
|
0.618 |
1.5482 |
|
0.500 |
1.5468 |
|
0.382 |
1.5453 |
|
LOW |
1.5405 |
|
0.618 |
1.5328 |
|
1.000 |
1.5280 |
|
1.618 |
1.5203 |
|
2.618 |
1.5078 |
|
4.250 |
1.4874 |
|
|
| Fisher Pivots for day following 07-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5507 |
1.5514 |
| PP |
1.5487 |
1.5503 |
| S1 |
1.5468 |
1.5491 |
|