CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 25-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5963 |
1.5966 |
0.0003 |
0.0% |
1.5842 |
| High |
1.5971 |
1.5983 |
0.0012 |
0.1% |
1.6035 |
| Low |
1.5909 |
1.5734 |
-0.0175 |
-1.1% |
1.5819 |
| Close |
1.5971 |
1.5773 |
-0.0198 |
-1.2% |
1.5978 |
| Range |
0.0062 |
0.0249 |
0.0187 |
301.6% |
0.0216 |
| ATR |
0.0112 |
0.0122 |
0.0010 |
8.7% |
0.0000 |
| Volume |
53 |
66 |
13 |
24.5% |
369 |
|
| Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6577 |
1.6424 |
1.5910 |
|
| R3 |
1.6328 |
1.6175 |
1.5841 |
|
| R2 |
1.6079 |
1.6079 |
1.5819 |
|
| R1 |
1.5926 |
1.5926 |
1.5796 |
1.5878 |
| PP |
1.5830 |
1.5830 |
1.5830 |
1.5806 |
| S1 |
1.5677 |
1.5677 |
1.5750 |
1.5629 |
| S2 |
1.5581 |
1.5581 |
1.5727 |
|
| S3 |
1.5332 |
1.5428 |
1.5705 |
|
| S4 |
1.5083 |
1.5179 |
1.5636 |
|
|
| 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 |
1.7041 |
|
2.618 |
1.6635 |
|
1.618 |
1.6386 |
|
1.000 |
1.6232 |
|
0.618 |
1.6137 |
|
HIGH |
1.5983 |
|
0.618 |
1.5888 |
|
0.500 |
1.5859 |
|
0.382 |
1.5829 |
|
LOW |
1.5734 |
|
0.618 |
1.5580 |
|
1.000 |
1.5485 |
|
1.618 |
1.5331 |
|
2.618 |
1.5082 |
|
4.250 |
1.4676 |
|
|
| Fisher Pivots for day following 25-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5859 |
1.5859 |
| PP |
1.5830 |
1.5830 |
| S1 |
1.5802 |
1.5802 |
|