CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 12-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6047 |
1.6085 |
0.0038 |
0.2% |
1.6132 |
| High |
1.6177 |
1.6170 |
-0.0007 |
0.0% |
1.6205 |
| Low |
1.6046 |
1.6084 |
0.0038 |
0.2% |
1.5885 |
| Close |
1.6085 |
1.6162 |
0.0077 |
0.5% |
1.6018 |
| Range |
0.0131 |
0.0086 |
-0.0045 |
-34.4% |
0.0320 |
| ATR |
0.0151 |
0.0147 |
-0.0005 |
-3.1% |
0.0000 |
| Volume |
106 |
127 |
21 |
19.8% |
1,037 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6397 |
1.6365 |
1.6209 |
|
| R3 |
1.6311 |
1.6279 |
1.6186 |
|
| R2 |
1.6225 |
1.6225 |
1.6178 |
|
| R1 |
1.6193 |
1.6193 |
1.6170 |
1.6209 |
| PP |
1.6139 |
1.6139 |
1.6139 |
1.6147 |
| S1 |
1.6107 |
1.6107 |
1.6154 |
1.6123 |
| S2 |
1.6053 |
1.6053 |
1.6146 |
|
| S3 |
1.5967 |
1.6021 |
1.6138 |
|
| S4 |
1.5881 |
1.5935 |
1.6115 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6996 |
1.6827 |
1.6194 |
|
| R3 |
1.6676 |
1.6507 |
1.6106 |
|
| R2 |
1.6356 |
1.6356 |
1.6077 |
|
| R1 |
1.6187 |
1.6187 |
1.6047 |
1.6112 |
| PP |
1.6036 |
1.6036 |
1.6036 |
1.5998 |
| S1 |
1.5867 |
1.5867 |
1.5989 |
1.5792 |
| S2 |
1.5716 |
1.5716 |
1.5959 |
|
| S3 |
1.5396 |
1.5547 |
1.5930 |
|
| S4 |
1.5076 |
1.5227 |
1.5842 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6536 |
|
2.618 |
1.6395 |
|
1.618 |
1.6309 |
|
1.000 |
1.6256 |
|
0.618 |
1.6223 |
|
HIGH |
1.6170 |
|
0.618 |
1.6137 |
|
0.500 |
1.6127 |
|
0.382 |
1.6117 |
|
LOW |
1.6084 |
|
0.618 |
1.6031 |
|
1.000 |
1.5998 |
|
1.618 |
1.5945 |
|
2.618 |
1.5859 |
|
4.250 |
1.5719 |
|
|
| Fisher Pivots for day following 12-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6150 |
1.6124 |
| PP |
1.6139 |
1.6085 |
| S1 |
1.6127 |
1.6047 |
|