CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 13-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6085 |
1.6134 |
0.0049 |
0.3% |
1.6132 |
| High |
1.6170 |
1.6273 |
0.0103 |
0.6% |
1.6205 |
| Low |
1.6084 |
1.6129 |
0.0045 |
0.3% |
1.5885 |
| Close |
1.6162 |
1.6266 |
0.0104 |
0.6% |
1.6018 |
| Range |
0.0086 |
0.0144 |
0.0058 |
67.4% |
0.0320 |
| ATR |
0.0147 |
0.0146 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
127 |
135 |
8 |
6.3% |
1,037 |
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6655 |
1.6604 |
1.6345 |
|
| R3 |
1.6511 |
1.6460 |
1.6306 |
|
| R2 |
1.6367 |
1.6367 |
1.6292 |
|
| R1 |
1.6316 |
1.6316 |
1.6279 |
1.6342 |
| PP |
1.6223 |
1.6223 |
1.6223 |
1.6235 |
| S1 |
1.6172 |
1.6172 |
1.6253 |
1.6198 |
| S2 |
1.6079 |
1.6079 |
1.6240 |
|
| S3 |
1.5935 |
1.6028 |
1.6226 |
|
| S4 |
1.5791 |
1.5884 |
1.6187 |
|
|
| 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 |
1.6885 |
|
2.618 |
1.6650 |
|
1.618 |
1.6506 |
|
1.000 |
1.6417 |
|
0.618 |
1.6362 |
|
HIGH |
1.6273 |
|
0.618 |
1.6218 |
|
0.500 |
1.6201 |
|
0.382 |
1.6184 |
|
LOW |
1.6129 |
|
0.618 |
1.6040 |
|
1.000 |
1.5985 |
|
1.618 |
1.5896 |
|
2.618 |
1.5752 |
|
4.250 |
1.5517 |
|
|
| Fisher Pivots for day following 13-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6244 |
1.6231 |
| PP |
1.6223 |
1.6195 |
| S1 |
1.6201 |
1.6160 |
|