CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 24-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5879 |
1.5963 |
0.0084 |
0.5% |
1.5842 |
| High |
1.5976 |
1.5971 |
-0.0005 |
0.0% |
1.6035 |
| Low |
1.5877 |
1.5909 |
0.0032 |
0.2% |
1.5819 |
| Close |
1.5978 |
1.5971 |
-0.0007 |
0.0% |
1.5978 |
| Range |
0.0099 |
0.0062 |
-0.0037 |
-37.4% |
0.0216 |
| ATR |
0.0116 |
0.0112 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
33 |
53 |
20 |
60.6% |
369 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6136 |
1.6116 |
1.6005 |
|
| R3 |
1.6074 |
1.6054 |
1.5988 |
|
| R2 |
1.6012 |
1.6012 |
1.5982 |
|
| R1 |
1.5992 |
1.5992 |
1.5977 |
1.6002 |
| PP |
1.5950 |
1.5950 |
1.5950 |
1.5956 |
| S1 |
1.5930 |
1.5930 |
1.5965 |
1.5940 |
| S2 |
1.5888 |
1.5888 |
1.5960 |
|
| S3 |
1.5826 |
1.5868 |
1.5954 |
|
| S4 |
1.5764 |
1.5806 |
1.5937 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6592 |
1.6501 |
1.6097 |
|
| R3 |
1.6376 |
1.6285 |
1.6037 |
|
| R2 |
1.6160 |
1.6160 |
1.6018 |
|
| R1 |
1.6069 |
1.6069 |
1.5998 |
1.6115 |
| PP |
1.5944 |
1.5944 |
1.5944 |
1.5967 |
| S1 |
1.5853 |
1.5853 |
1.5958 |
1.5899 |
| S2 |
1.5728 |
1.5728 |
1.5938 |
|
| S3 |
1.5512 |
1.5637 |
1.5919 |
|
| S4 |
1.5296 |
1.5421 |
1.5859 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6235 |
|
2.618 |
1.6133 |
|
1.618 |
1.6071 |
|
1.000 |
1.6033 |
|
0.618 |
1.6009 |
|
HIGH |
1.5971 |
|
0.618 |
1.5947 |
|
0.500 |
1.5940 |
|
0.382 |
1.5933 |
|
LOW |
1.5909 |
|
0.618 |
1.5871 |
|
1.000 |
1.5847 |
|
1.618 |
1.5809 |
|
2.618 |
1.5747 |
|
4.250 |
1.5646 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5961 |
1.5947 |
| PP |
1.5950 |
1.5922 |
| S1 |
1.5940 |
1.5898 |
|