CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 08-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6034 |
1.5930 |
-0.0104 |
-0.6% |
1.6132 |
| High |
1.6034 |
1.6092 |
0.0058 |
0.4% |
1.6205 |
| Low |
1.5885 |
1.5916 |
0.0031 |
0.2% |
1.5885 |
| Close |
1.5926 |
1.6018 |
0.0092 |
0.6% |
1.6018 |
| Range |
0.0149 |
0.0176 |
0.0027 |
18.1% |
0.0320 |
| ATR |
0.0149 |
0.0151 |
0.0002 |
1.3% |
0.0000 |
| Volume |
131 |
195 |
64 |
48.9% |
1,037 |
|
| Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6537 |
1.6453 |
1.6115 |
|
| R3 |
1.6361 |
1.6277 |
1.6066 |
|
| R2 |
1.6185 |
1.6185 |
1.6050 |
|
| R1 |
1.6101 |
1.6101 |
1.6034 |
1.6143 |
| PP |
1.6009 |
1.6009 |
1.6009 |
1.6030 |
| S1 |
1.5925 |
1.5925 |
1.6002 |
1.5967 |
| S2 |
1.5833 |
1.5833 |
1.5986 |
|
| S3 |
1.5657 |
1.5749 |
1.5970 |
|
| S4 |
1.5481 |
1.5573 |
1.5921 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6996 |
1.6827 |
1.6194 |
|
| R3 |
1.6676 |
1.6507 |
1.6106 |
|
| R2 |
1.6356 |
1.6356 |
1.6077 |
|
| R1 |
1.6187 |
1.6187 |
1.6047 |
1.6112 |
| PP |
1.6036 |
1.6036 |
1.6036 |
1.5998 |
| S1 |
1.5867 |
1.5867 |
1.5989 |
1.5792 |
| S2 |
1.5716 |
1.5716 |
1.5959 |
|
| S3 |
1.5396 |
1.5547 |
1.5930 |
|
| S4 |
1.5076 |
1.5227 |
1.5842 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6840 |
|
2.618 |
1.6553 |
|
1.618 |
1.6377 |
|
1.000 |
1.6268 |
|
0.618 |
1.6201 |
|
HIGH |
1.6092 |
|
0.618 |
1.6025 |
|
0.500 |
1.6004 |
|
0.382 |
1.5983 |
|
LOW |
1.5916 |
|
0.618 |
1.5807 |
|
1.000 |
1.5740 |
|
1.618 |
1.5631 |
|
2.618 |
1.5455 |
|
4.250 |
1.5168 |
|
|
| Fisher Pivots for day following 08-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6013 |
1.6008 |
| PP |
1.6009 |
1.5998 |
| S1 |
1.6004 |
1.5989 |
|