CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 11-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5930 |
1.6047 |
0.0117 |
0.7% |
1.6132 |
| High |
1.6092 |
1.6177 |
0.0085 |
0.5% |
1.6205 |
| Low |
1.5916 |
1.6046 |
0.0130 |
0.8% |
1.5885 |
| Close |
1.6018 |
1.6085 |
0.0067 |
0.4% |
1.6018 |
| Range |
0.0176 |
0.0131 |
-0.0045 |
-25.6% |
0.0320 |
| ATR |
0.0151 |
0.0151 |
0.0001 |
0.4% |
0.0000 |
| Volume |
195 |
106 |
-89 |
-45.6% |
1,037 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6496 |
1.6421 |
1.6157 |
|
| R3 |
1.6365 |
1.6290 |
1.6121 |
|
| R2 |
1.6234 |
1.6234 |
1.6109 |
|
| R1 |
1.6159 |
1.6159 |
1.6097 |
1.6197 |
| PP |
1.6103 |
1.6103 |
1.6103 |
1.6121 |
| S1 |
1.6028 |
1.6028 |
1.6073 |
1.6066 |
| S2 |
1.5972 |
1.5972 |
1.6061 |
|
| S3 |
1.5841 |
1.5897 |
1.6049 |
|
| S4 |
1.5710 |
1.5766 |
1.6013 |
|
|
| 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 |
1.6734 |
|
2.618 |
1.6520 |
|
1.618 |
1.6389 |
|
1.000 |
1.6308 |
|
0.618 |
1.6258 |
|
HIGH |
1.6177 |
|
0.618 |
1.6127 |
|
0.500 |
1.6112 |
|
0.382 |
1.6096 |
|
LOW |
1.6046 |
|
0.618 |
1.5965 |
|
1.000 |
1.5915 |
|
1.618 |
1.5834 |
|
2.618 |
1.5703 |
|
4.250 |
1.5489 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6112 |
1.6067 |
| PP |
1.6103 |
1.6049 |
| S1 |
1.6094 |
1.6031 |
|