CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 23-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5325 |
1.5371 |
0.0046 |
0.3% |
1.5758 |
| High |
1.5325 |
1.5371 |
0.0046 |
0.3% |
1.5857 |
| Low |
1.5325 |
1.5371 |
0.0046 |
0.3% |
1.5466 |
| Close |
1.5325 |
1.5371 |
0.0046 |
0.3% |
1.5466 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
2 |
2 |
0 |
0.0% |
16 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5371 |
1.5371 |
1.5371 |
|
| R3 |
1.5371 |
1.5371 |
1.5371 |
|
| R2 |
1.5371 |
1.5371 |
1.5371 |
|
| R1 |
1.5371 |
1.5371 |
1.5371 |
1.5371 |
| PP |
1.5371 |
1.5371 |
1.5371 |
1.5371 |
| S1 |
1.5371 |
1.5371 |
1.5371 |
1.5371 |
| S2 |
1.5371 |
1.5371 |
1.5371 |
|
| S3 |
1.5371 |
1.5371 |
1.5371 |
|
| S4 |
1.5371 |
1.5371 |
1.5371 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6769 |
1.6509 |
1.5681 |
|
| R3 |
1.6378 |
1.6118 |
1.5574 |
|
| R2 |
1.5987 |
1.5987 |
1.5538 |
|
| R1 |
1.5727 |
1.5727 |
1.5502 |
1.5662 |
| PP |
1.5596 |
1.5596 |
1.5596 |
1.5564 |
| S1 |
1.5336 |
1.5336 |
1.5430 |
1.5271 |
| S2 |
1.5205 |
1.5205 |
1.5394 |
|
| S3 |
1.4814 |
1.4945 |
1.5358 |
|
| S4 |
1.4423 |
1.4554 |
1.5251 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5371 |
|
2.618 |
1.5371 |
|
1.618 |
1.5371 |
|
1.000 |
1.5371 |
|
0.618 |
1.5371 |
|
HIGH |
1.5371 |
|
0.618 |
1.5371 |
|
0.500 |
1.5371 |
|
0.382 |
1.5371 |
|
LOW |
1.5371 |
|
0.618 |
1.5371 |
|
1.000 |
1.5371 |
|
1.618 |
1.5371 |
|
2.618 |
1.5371 |
|
4.250 |
1.5371 |
|
|
| Fisher Pivots for day following 23-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5371 |
1.5371 |
| PP |
1.5371 |
1.5371 |
| S1 |
1.5371 |
1.5371 |
|