CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 31-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5825 |
1.5938 |
0.0113 |
0.7% |
1.5945 |
| High |
1.5825 |
1.5985 |
0.0160 |
1.0% |
1.5945 |
| Low |
1.5825 |
1.5938 |
0.0113 |
0.7% |
1.5750 |
| Close |
1.5825 |
1.5981 |
0.0156 |
1.0% |
1.5825 |
| Range |
0.0000 |
0.0047 |
0.0047 |
|
0.0195 |
| ATR |
0.0078 |
0.0084 |
0.0006 |
7.6% |
0.0000 |
| Volume |
10 |
10 |
0 |
0.0% |
24 |
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6109 |
1.6092 |
1.6007 |
|
| R3 |
1.6062 |
1.6045 |
1.5994 |
|
| R2 |
1.6015 |
1.6015 |
1.5990 |
|
| R1 |
1.5998 |
1.5998 |
1.5985 |
1.6007 |
| PP |
1.5968 |
1.5968 |
1.5968 |
1.5972 |
| S1 |
1.5951 |
1.5951 |
1.5977 |
1.5960 |
| S2 |
1.5921 |
1.5921 |
1.5972 |
|
| S3 |
1.5874 |
1.5904 |
1.5968 |
|
| S4 |
1.5827 |
1.5857 |
1.5955 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6425 |
1.6320 |
1.5932 |
|
| R3 |
1.6230 |
1.6125 |
1.5879 |
|
| R2 |
1.6035 |
1.6035 |
1.5861 |
|
| R1 |
1.5930 |
1.5930 |
1.5843 |
1.5885 |
| PP |
1.5840 |
1.5840 |
1.5840 |
1.5818 |
| S1 |
1.5735 |
1.5735 |
1.5807 |
1.5690 |
| S2 |
1.5645 |
1.5645 |
1.5789 |
|
| S3 |
1.5450 |
1.5540 |
1.5771 |
|
| S4 |
1.5255 |
1.5345 |
1.5718 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6185 |
|
2.618 |
1.6108 |
|
1.618 |
1.6061 |
|
1.000 |
1.6032 |
|
0.618 |
1.6014 |
|
HIGH |
1.5985 |
|
0.618 |
1.5967 |
|
0.500 |
1.5962 |
|
0.382 |
1.5956 |
|
LOW |
1.5938 |
|
0.618 |
1.5909 |
|
1.000 |
1.5891 |
|
1.618 |
1.5862 |
|
2.618 |
1.5815 |
|
4.250 |
1.5738 |
|
|
| Fisher Pivots for day following 31-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5975 |
1.5956 |
| PP |
1.5968 |
1.5930 |
| S1 |
1.5962 |
1.5905 |
|