CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 04-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6061 |
1.6132 |
0.0071 |
0.4% |
1.5930 |
| High |
1.6212 |
1.6205 |
-0.0007 |
0.0% |
1.6212 |
| Low |
1.6061 |
1.6048 |
-0.0013 |
-0.1% |
1.5816 |
| Close |
1.6138 |
1.6077 |
-0.0061 |
-0.4% |
1.6138 |
| Range |
0.0151 |
0.0157 |
0.0006 |
4.0% |
0.0396 |
| ATR |
|
|
|
|
|
| Volume |
258 |
261 |
3 |
1.2% |
588 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6581 |
1.6486 |
1.6163 |
|
| R3 |
1.6424 |
1.6329 |
1.6120 |
|
| R2 |
1.6267 |
1.6267 |
1.6106 |
|
| R1 |
1.6172 |
1.6172 |
1.6091 |
1.6141 |
| PP |
1.6110 |
1.6110 |
1.6110 |
1.6095 |
| S1 |
1.6015 |
1.6015 |
1.6063 |
1.5984 |
| S2 |
1.5953 |
1.5953 |
1.6048 |
|
| S3 |
1.5796 |
1.5858 |
1.6034 |
|
| S4 |
1.5639 |
1.5701 |
1.5991 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7243 |
1.7087 |
1.6356 |
|
| R3 |
1.6847 |
1.6691 |
1.6247 |
|
| R2 |
1.6451 |
1.6451 |
1.6211 |
|
| R1 |
1.6295 |
1.6295 |
1.6174 |
1.6373 |
| PP |
1.6055 |
1.6055 |
1.6055 |
1.6095 |
| S1 |
1.5899 |
1.5899 |
1.6102 |
1.5977 |
| S2 |
1.5659 |
1.5659 |
1.6065 |
|
| S3 |
1.5263 |
1.5503 |
1.6029 |
|
| S4 |
1.4867 |
1.5107 |
1.5920 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6872 |
|
2.618 |
1.6616 |
|
1.618 |
1.6459 |
|
1.000 |
1.6362 |
|
0.618 |
1.6302 |
|
HIGH |
1.6205 |
|
0.618 |
1.6145 |
|
0.500 |
1.6127 |
|
0.382 |
1.6108 |
|
LOW |
1.6048 |
|
0.618 |
1.5951 |
|
1.000 |
1.5891 |
|
1.618 |
1.5794 |
|
2.618 |
1.5637 |
|
4.250 |
1.5381 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6127 |
1.6056 |
| PP |
1.6110 |
1.6035 |
| S1 |
1.6094 |
1.6014 |
|