CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 19-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6307 |
1.6301 |
-0.0006 |
0.0% |
1.6047 |
| High |
1.6335 |
1.6434 |
0.0099 |
0.6% |
1.6335 |
| Low |
1.6208 |
1.6271 |
0.0063 |
0.4% |
1.6046 |
| Close |
1.6243 |
1.6345 |
0.0102 |
0.6% |
1.6243 |
| Range |
0.0127 |
0.0163 |
0.0036 |
28.3% |
0.0289 |
| ATR |
0.0141 |
0.0145 |
0.0004 |
2.5% |
0.0000 |
| Volume |
85 |
323 |
238 |
280.0% |
721 |
|
| Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6839 |
1.6755 |
1.6435 |
|
| R3 |
1.6676 |
1.6592 |
1.6390 |
|
| R2 |
1.6513 |
1.6513 |
1.6375 |
|
| R1 |
1.6429 |
1.6429 |
1.6360 |
1.6471 |
| PP |
1.6350 |
1.6350 |
1.6350 |
1.6371 |
| S1 |
1.6266 |
1.6266 |
1.6330 |
1.6308 |
| S2 |
1.6187 |
1.6187 |
1.6315 |
|
| S3 |
1.6024 |
1.6103 |
1.6300 |
|
| S4 |
1.5861 |
1.5940 |
1.6255 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7075 |
1.6948 |
1.6402 |
|
| R3 |
1.6786 |
1.6659 |
1.6322 |
|
| R2 |
1.6497 |
1.6497 |
1.6296 |
|
| R1 |
1.6370 |
1.6370 |
1.6269 |
1.6434 |
| PP |
1.6208 |
1.6208 |
1.6208 |
1.6240 |
| S1 |
1.6081 |
1.6081 |
1.6217 |
1.6145 |
| S2 |
1.5919 |
1.5919 |
1.6190 |
|
| S3 |
1.5630 |
1.5792 |
1.6164 |
|
| S4 |
1.5341 |
1.5503 |
1.6084 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7127 |
|
2.618 |
1.6861 |
|
1.618 |
1.6698 |
|
1.000 |
1.6597 |
|
0.618 |
1.6535 |
|
HIGH |
1.6434 |
|
0.618 |
1.6372 |
|
0.500 |
1.6353 |
|
0.382 |
1.6333 |
|
LOW |
1.6271 |
|
0.618 |
1.6170 |
|
1.000 |
1.6108 |
|
1.618 |
1.6007 |
|
2.618 |
1.5844 |
|
4.250 |
1.5578 |
|
|
| Fisher Pivots for day following 19-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6353 |
1.6337 |
| PP |
1.6350 |
1.6329 |
| S1 |
1.6348 |
1.6321 |
|