CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 31-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5895 |
1.6061 |
0.0166 |
1.0% |
1.6120 |
| High |
1.6078 |
1.6212 |
0.0134 |
0.8% |
1.6139 |
| Low |
1.5816 |
1.6061 |
0.0245 |
1.5% |
1.5912 |
| Close |
1.6053 |
1.6138 |
0.0085 |
0.5% |
1.5930 |
| Range |
0.0262 |
0.0151 |
-0.0111 |
-42.4% |
0.0227 |
| ATR |
|
|
|
|
|
| Volume |
133 |
258 |
125 |
94.0% |
408 |
|
| Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6590 |
1.6515 |
1.6221 |
|
| R3 |
1.6439 |
1.6364 |
1.6180 |
|
| R2 |
1.6288 |
1.6288 |
1.6166 |
|
| R1 |
1.6213 |
1.6213 |
1.6152 |
1.6251 |
| PP |
1.6137 |
1.6137 |
1.6137 |
1.6156 |
| S1 |
1.6062 |
1.6062 |
1.6124 |
1.6100 |
| S2 |
1.5986 |
1.5986 |
1.6110 |
|
| S3 |
1.5835 |
1.5911 |
1.6096 |
|
| S4 |
1.5684 |
1.5760 |
1.6055 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6675 |
1.6529 |
1.6055 |
|
| R3 |
1.6448 |
1.6302 |
1.5992 |
|
| R2 |
1.6221 |
1.6221 |
1.5972 |
|
| R1 |
1.6075 |
1.6075 |
1.5951 |
1.6035 |
| PP |
1.5994 |
1.5994 |
1.5994 |
1.5973 |
| S1 |
1.5848 |
1.5848 |
1.5909 |
1.5808 |
| S2 |
1.5767 |
1.5767 |
1.5888 |
|
| S3 |
1.5540 |
1.5621 |
1.5868 |
|
| S4 |
1.5313 |
1.5394 |
1.5805 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6854 |
|
2.618 |
1.6607 |
|
1.618 |
1.6456 |
|
1.000 |
1.6363 |
|
0.618 |
1.6305 |
|
HIGH |
1.6212 |
|
0.618 |
1.6154 |
|
0.500 |
1.6137 |
|
0.382 |
1.6119 |
|
LOW |
1.6061 |
|
0.618 |
1.5968 |
|
1.000 |
1.5910 |
|
1.618 |
1.5817 |
|
2.618 |
1.5666 |
|
4.250 |
1.5419 |
|
|
| Fisher Pivots for day following 31-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6138 |
1.6097 |
| PP |
1.6137 |
1.6055 |
| S1 |
1.6137 |
1.6014 |
|