CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 27-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6222 |
1.6120 |
-0.0102 |
-0.6% |
1.6301 |
| High |
1.6231 |
1.6229 |
-0.0002 |
0.0% |
1.6434 |
| Low |
1.6082 |
1.6100 |
0.0018 |
0.1% |
1.6067 |
| Close |
1.6129 |
1.6158 |
0.0029 |
0.2% |
1.6102 |
| Range |
0.0149 |
0.0129 |
-0.0020 |
-13.4% |
0.0367 |
| ATR |
0.0146 |
0.0145 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
119 |
308 |
189 |
158.8% |
757 |
|
| Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6549 |
1.6483 |
1.6229 |
|
| R3 |
1.6420 |
1.6354 |
1.6193 |
|
| R2 |
1.6291 |
1.6291 |
1.6182 |
|
| R1 |
1.6225 |
1.6225 |
1.6170 |
1.6258 |
| PP |
1.6162 |
1.6162 |
1.6162 |
1.6179 |
| S1 |
1.6096 |
1.6096 |
1.6146 |
1.6129 |
| S2 |
1.6033 |
1.6033 |
1.6134 |
|
| S3 |
1.5904 |
1.5967 |
1.6123 |
|
| S4 |
1.5775 |
1.5838 |
1.6087 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7302 |
1.7069 |
1.6304 |
|
| R3 |
1.6935 |
1.6702 |
1.6203 |
|
| R2 |
1.6568 |
1.6568 |
1.6169 |
|
| R1 |
1.6335 |
1.6335 |
1.6136 |
1.6268 |
| PP |
1.6201 |
1.6201 |
1.6201 |
1.6168 |
| S1 |
1.5968 |
1.5968 |
1.6068 |
1.5901 |
| S2 |
1.5834 |
1.5834 |
1.6035 |
|
| S3 |
1.5467 |
1.5601 |
1.6001 |
|
| S4 |
1.5100 |
1.5234 |
1.5900 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6777 |
|
2.618 |
1.6567 |
|
1.618 |
1.6438 |
|
1.000 |
1.6358 |
|
0.618 |
1.6309 |
|
HIGH |
1.6229 |
|
0.618 |
1.6180 |
|
0.500 |
1.6165 |
|
0.382 |
1.6149 |
|
LOW |
1.6100 |
|
0.618 |
1.6020 |
|
1.000 |
1.5971 |
|
1.618 |
1.5891 |
|
2.618 |
1.5762 |
|
4.250 |
1.5552 |
|
|
| Fisher Pivots for day following 27-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6165 |
1.6158 |
| PP |
1.6162 |
1.6157 |
| S1 |
1.6160 |
1.6157 |
|