CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 05-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6132 |
1.6081 |
-0.0051 |
-0.3% |
1.5930 |
| High |
1.6205 |
1.6137 |
-0.0068 |
-0.4% |
1.6212 |
| Low |
1.6048 |
1.5952 |
-0.0096 |
-0.6% |
1.5816 |
| Close |
1.6077 |
1.5984 |
-0.0093 |
-0.6% |
1.6138 |
| Range |
0.0157 |
0.0185 |
0.0028 |
17.8% |
0.0396 |
| ATR |
|
|
|
|
|
| Volume |
261 |
324 |
63 |
24.1% |
588 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6579 |
1.6467 |
1.6086 |
|
| R3 |
1.6394 |
1.6282 |
1.6035 |
|
| R2 |
1.6209 |
1.6209 |
1.6018 |
|
| R1 |
1.6097 |
1.6097 |
1.6001 |
1.6061 |
| PP |
1.6024 |
1.6024 |
1.6024 |
1.6006 |
| S1 |
1.5912 |
1.5912 |
1.5967 |
1.5876 |
| S2 |
1.5839 |
1.5839 |
1.5950 |
|
| S3 |
1.5654 |
1.5727 |
1.5933 |
|
| S4 |
1.5469 |
1.5542 |
1.5882 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7243 |
1.7087 |
1.6356 |
|
| R3 |
1.6847 |
1.6691 |
1.6247 |
|
| R2 |
1.6451 |
1.6451 |
1.6211 |
|
| R1 |
1.6295 |
1.6295 |
1.6174 |
1.6373 |
| PP |
1.6055 |
1.6055 |
1.6055 |
1.6095 |
| S1 |
1.5899 |
1.5899 |
1.6102 |
1.5977 |
| S2 |
1.5659 |
1.5659 |
1.6065 |
|
| S3 |
1.5263 |
1.5503 |
1.6029 |
|
| S4 |
1.4867 |
1.5107 |
1.5920 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6923 |
|
2.618 |
1.6621 |
|
1.618 |
1.6436 |
|
1.000 |
1.6322 |
|
0.618 |
1.6251 |
|
HIGH |
1.6137 |
|
0.618 |
1.6066 |
|
0.500 |
1.6045 |
|
0.382 |
1.6023 |
|
LOW |
1.5952 |
|
0.618 |
1.5838 |
|
1.000 |
1.5767 |
|
1.618 |
1.5653 |
|
2.618 |
1.5468 |
|
4.250 |
1.5166 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6045 |
1.6082 |
| PP |
1.6024 |
1.6049 |
| S1 |
1.6004 |
1.6017 |
|