CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 03-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5547 |
1.5449 |
-0.0098 |
-0.6% |
1.5363 |
| High |
1.5547 |
1.5449 |
-0.0098 |
-0.6% |
1.5547 |
| Low |
1.5547 |
1.5449 |
-0.0098 |
-0.6% |
1.5329 |
| Close |
1.5547 |
1.5449 |
-0.0098 |
-0.6% |
1.5547 |
| Range |
|
|
|
|
|
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.6% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5449 |
1.5449 |
1.5449 |
|
| R3 |
1.5449 |
1.5449 |
1.5449 |
|
| R2 |
1.5449 |
1.5449 |
1.5449 |
|
| R1 |
1.5449 |
1.5449 |
1.5449 |
1.5449 |
| PP |
1.5449 |
1.5449 |
1.5449 |
1.5449 |
| S1 |
1.5449 |
1.5449 |
1.5449 |
1.5449 |
| S2 |
1.5449 |
1.5449 |
1.5449 |
|
| S3 |
1.5449 |
1.5449 |
1.5449 |
|
| S4 |
1.5449 |
1.5449 |
1.5449 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6128 |
1.6056 |
1.5667 |
|
| R3 |
1.5910 |
1.5838 |
1.5607 |
|
| R2 |
1.5692 |
1.5692 |
1.5587 |
|
| R1 |
1.5620 |
1.5620 |
1.5567 |
1.5656 |
| PP |
1.5474 |
1.5474 |
1.5474 |
1.5493 |
| S1 |
1.5402 |
1.5402 |
1.5527 |
1.5438 |
| S2 |
1.5256 |
1.5256 |
1.5507 |
|
| S3 |
1.5038 |
1.5184 |
1.5487 |
|
| S4 |
1.4820 |
1.4966 |
1.5427 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5449 |
|
2.618 |
1.5449 |
|
1.618 |
1.5449 |
|
1.000 |
1.5449 |
|
0.618 |
1.5449 |
|
HIGH |
1.5449 |
|
0.618 |
1.5449 |
|
0.500 |
1.5449 |
|
0.382 |
1.5449 |
|
LOW |
1.5449 |
|
0.618 |
1.5449 |
|
1.000 |
1.5449 |
|
1.618 |
1.5449 |
|
2.618 |
1.5449 |
|
4.250 |
1.5449 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5449 |
1.5461 |
| PP |
1.5449 |
1.5457 |
| S1 |
1.5449 |
1.5453 |
|