CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 05-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5890 |
1.5752 |
-0.0138 |
-0.9% |
1.5929 |
| High |
1.5906 |
1.5752 |
-0.0154 |
-1.0% |
1.6046 |
| Low |
1.5735 |
1.5556 |
-0.0179 |
-1.1% |
1.5556 |
| Close |
1.5742 |
1.5591 |
-0.0151 |
-1.0% |
1.5591 |
| Range |
0.0171 |
0.0196 |
0.0025 |
14.6% |
0.0490 |
| ATR |
0.0144 |
0.0148 |
0.0004 |
2.5% |
0.0000 |
| Volume |
178 |
398 |
220 |
123.6% |
1,337 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6221 |
1.6102 |
1.5699 |
|
| R3 |
1.6025 |
1.5906 |
1.5645 |
|
| R2 |
1.5829 |
1.5829 |
1.5627 |
|
| R1 |
1.5710 |
1.5710 |
1.5609 |
1.5672 |
| PP |
1.5633 |
1.5633 |
1.5633 |
1.5614 |
| S1 |
1.5514 |
1.5514 |
1.5573 |
1.5476 |
| S2 |
1.5437 |
1.5437 |
1.5555 |
|
| S3 |
1.5241 |
1.5318 |
1.5537 |
|
| S4 |
1.5045 |
1.5122 |
1.5483 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7201 |
1.6886 |
1.5861 |
|
| R3 |
1.6711 |
1.6396 |
1.5726 |
|
| R2 |
1.6221 |
1.6221 |
1.5681 |
|
| R1 |
1.5906 |
1.5906 |
1.5636 |
1.5819 |
| PP |
1.5731 |
1.5731 |
1.5731 |
1.5687 |
| S1 |
1.5416 |
1.5416 |
1.5546 |
1.5329 |
| S2 |
1.5241 |
1.5241 |
1.5501 |
|
| S3 |
1.4751 |
1.4926 |
1.5456 |
|
| S4 |
1.4261 |
1.4436 |
1.5322 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6585 |
|
2.618 |
1.6265 |
|
1.618 |
1.6069 |
|
1.000 |
1.5948 |
|
0.618 |
1.5873 |
|
HIGH |
1.5752 |
|
0.618 |
1.5677 |
|
0.500 |
1.5654 |
|
0.382 |
1.5631 |
|
LOW |
1.5556 |
|
0.618 |
1.5435 |
|
1.000 |
1.5360 |
|
1.618 |
1.5239 |
|
2.618 |
1.5043 |
|
4.250 |
1.4723 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5654 |
1.5801 |
| PP |
1.5633 |
1.5731 |
| S1 |
1.5612 |
1.5661 |
|