CME British Pound Future September 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 |
1.5951 |
1.5945 |
-0.0006 |
0.0% |
1.5840 |
| High |
1.5951 |
1.5945 |
-0.0006 |
0.0% |
1.5951 |
| Low |
1.5951 |
1.5945 |
-0.0006 |
0.0% |
1.5840 |
| Close |
1.5951 |
1.5945 |
-0.0006 |
0.0% |
1.5951 |
| Range |
|
|
|
|
|
| ATR |
0.0074 |
0.0069 |
-0.0005 |
-6.6% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
11 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5945 |
1.5945 |
1.5945 |
|
| R3 |
1.5945 |
1.5945 |
1.5945 |
|
| R2 |
1.5945 |
1.5945 |
1.5945 |
|
| R1 |
1.5945 |
1.5945 |
1.5945 |
1.5945 |
| PP |
1.5945 |
1.5945 |
1.5945 |
1.5945 |
| S1 |
1.5945 |
1.5945 |
1.5945 |
1.5945 |
| S2 |
1.5945 |
1.5945 |
1.5945 |
|
| S3 |
1.5945 |
1.5945 |
1.5945 |
|
| S4 |
1.5945 |
1.5945 |
1.5945 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6247 |
1.6210 |
1.6012 |
|
| R3 |
1.6136 |
1.6099 |
1.5982 |
|
| R2 |
1.6025 |
1.6025 |
1.5971 |
|
| R1 |
1.5988 |
1.5988 |
1.5961 |
1.6007 |
| PP |
1.5914 |
1.5914 |
1.5914 |
1.5923 |
| S1 |
1.5877 |
1.5877 |
1.5941 |
1.5896 |
| S2 |
1.5803 |
1.5803 |
1.5931 |
|
| S3 |
1.5692 |
1.5766 |
1.5920 |
|
| S4 |
1.5581 |
1.5655 |
1.5890 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5945 |
|
2.618 |
1.5945 |
|
1.618 |
1.5945 |
|
1.000 |
1.5945 |
|
0.618 |
1.5945 |
|
HIGH |
1.5945 |
|
0.618 |
1.5945 |
|
0.500 |
1.5945 |
|
0.382 |
1.5945 |
|
LOW |
1.5945 |
|
0.618 |
1.5945 |
|
1.000 |
1.5945 |
|
1.618 |
1.5945 |
|
2.618 |
1.5945 |
|
4.250 |
1.5945 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5945 |
1.5932 |
| PP |
1.5945 |
1.5919 |
| S1 |
1.5945 |
1.5906 |
|