CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 12-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5523 |
1.5598 |
0.0075 |
0.5% |
1.5546 |
| High |
1.5593 |
1.5749 |
0.0156 |
1.0% |
1.5609 |
| Low |
1.5503 |
1.5570 |
0.0067 |
0.4% |
1.5405 |
| Close |
1.5577 |
1.5741 |
0.0164 |
1.1% |
1.5526 |
| Range |
0.0090 |
0.0179 |
0.0089 |
98.9% |
0.0204 |
| ATR |
0.0105 |
0.0111 |
0.0005 |
5.0% |
0.0000 |
| Volume |
32 |
91 |
59 |
184.4% |
460 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6224 |
1.6161 |
1.5839 |
|
| R3 |
1.6045 |
1.5982 |
1.5790 |
|
| R2 |
1.5866 |
1.5866 |
1.5774 |
|
| R1 |
1.5803 |
1.5803 |
1.5757 |
1.5835 |
| PP |
1.5687 |
1.5687 |
1.5687 |
1.5702 |
| S1 |
1.5624 |
1.5624 |
1.5725 |
1.5656 |
| S2 |
1.5508 |
1.5508 |
1.5708 |
|
| S3 |
1.5329 |
1.5445 |
1.5692 |
|
| S4 |
1.5150 |
1.5266 |
1.5643 |
|
|
| 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 |
1.6510 |
|
2.618 |
1.6218 |
|
1.618 |
1.6039 |
|
1.000 |
1.5928 |
|
0.618 |
1.5860 |
|
HIGH |
1.5749 |
|
0.618 |
1.5681 |
|
0.500 |
1.5660 |
|
0.382 |
1.5638 |
|
LOW |
1.5570 |
|
0.618 |
1.5459 |
|
1.000 |
1.5391 |
|
1.618 |
1.5280 |
|
2.618 |
1.5101 |
|
4.250 |
1.4809 |
|
|
| Fisher Pivots for day following 12-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5714 |
1.5696 |
| PP |
1.5687 |
1.5650 |
| S1 |
1.5660 |
1.5605 |
|