CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 07-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5940 |
1.6034 |
0.0094 |
0.6% |
1.5930 |
| High |
1.6025 |
1.6034 |
0.0009 |
0.1% |
1.6212 |
| Low |
1.5935 |
1.5885 |
-0.0050 |
-0.3% |
1.5816 |
| Close |
1.5983 |
1.5926 |
-0.0057 |
-0.4% |
1.6138 |
| Range |
0.0090 |
0.0149 |
0.0059 |
65.6% |
0.0396 |
| ATR |
0.0149 |
0.0149 |
0.0000 |
0.0% |
0.0000 |
| Volume |
126 |
131 |
5 |
4.0% |
588 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6395 |
1.6310 |
1.6008 |
|
| R3 |
1.6246 |
1.6161 |
1.5967 |
|
| R2 |
1.6097 |
1.6097 |
1.5953 |
|
| R1 |
1.6012 |
1.6012 |
1.5940 |
1.5980 |
| PP |
1.5948 |
1.5948 |
1.5948 |
1.5933 |
| S1 |
1.5863 |
1.5863 |
1.5912 |
1.5831 |
| S2 |
1.5799 |
1.5799 |
1.5899 |
|
| S3 |
1.5650 |
1.5714 |
1.5885 |
|
| S4 |
1.5501 |
1.5565 |
1.5844 |
|
|
| 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 |
1.6667 |
|
2.618 |
1.6424 |
|
1.618 |
1.6275 |
|
1.000 |
1.6183 |
|
0.618 |
1.6126 |
|
HIGH |
1.6034 |
|
0.618 |
1.5977 |
|
0.500 |
1.5960 |
|
0.382 |
1.5942 |
|
LOW |
1.5885 |
|
0.618 |
1.5793 |
|
1.000 |
1.5736 |
|
1.618 |
1.5644 |
|
2.618 |
1.5495 |
|
4.250 |
1.5252 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5960 |
1.6011 |
| PP |
1.5948 |
1.5983 |
| S1 |
1.5937 |
1.5954 |
|