CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 03-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5934 |
1.5968 |
0.0034 |
0.2% |
1.6098 |
| High |
1.5964 |
1.6046 |
0.0082 |
0.5% |
1.6256 |
| Low |
1.5903 |
1.5877 |
-0.0026 |
-0.2% |
1.5974 |
| Close |
1.5959 |
1.5880 |
-0.0079 |
-0.5% |
1.5976 |
| Range |
0.0061 |
0.0169 |
0.0108 |
177.0% |
0.0282 |
| ATR |
0.0140 |
0.0142 |
0.0002 |
1.5% |
0.0000 |
| Volume |
185 |
205 |
20 |
10.8% |
1,470 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6441 |
1.6330 |
1.5973 |
|
| R3 |
1.6272 |
1.6161 |
1.5926 |
|
| R2 |
1.6103 |
1.6103 |
1.5911 |
|
| R1 |
1.5992 |
1.5992 |
1.5895 |
1.5963 |
| PP |
1.5934 |
1.5934 |
1.5934 |
1.5920 |
| S1 |
1.5823 |
1.5823 |
1.5865 |
1.5794 |
| S2 |
1.5765 |
1.5765 |
1.5849 |
|
| S3 |
1.5596 |
1.5654 |
1.5834 |
|
| S4 |
1.5427 |
1.5485 |
1.5787 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6915 |
1.6727 |
1.6131 |
|
| R3 |
1.6633 |
1.6445 |
1.6054 |
|
| R2 |
1.6351 |
1.6351 |
1.6028 |
|
| R1 |
1.6163 |
1.6163 |
1.6002 |
1.6116 |
| PP |
1.6069 |
1.6069 |
1.6069 |
1.6045 |
| S1 |
1.5881 |
1.5881 |
1.5950 |
1.5834 |
| S2 |
1.5787 |
1.5787 |
1.5924 |
|
| S3 |
1.5505 |
1.5599 |
1.5898 |
|
| S4 |
1.5223 |
1.5317 |
1.5821 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6764 |
|
2.618 |
1.6488 |
|
1.618 |
1.6319 |
|
1.000 |
1.6215 |
|
0.618 |
1.6150 |
|
HIGH |
1.6046 |
|
0.618 |
1.5981 |
|
0.500 |
1.5962 |
|
0.382 |
1.5942 |
|
LOW |
1.5877 |
|
0.618 |
1.5773 |
|
1.000 |
1.5708 |
|
1.618 |
1.5604 |
|
2.618 |
1.5435 |
|
4.250 |
1.5159 |
|
|
| Fisher Pivots for day following 03-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5962 |
1.5947 |
| PP |
1.5934 |
1.5924 |
| S1 |
1.5907 |
1.5902 |
|