CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 14-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6134 |
1.6277 |
0.0143 |
0.9% |
1.6132 |
| High |
1.6273 |
1.6325 |
0.0052 |
0.3% |
1.6205 |
| Low |
1.6129 |
1.6235 |
0.0106 |
0.7% |
1.5885 |
| Close |
1.6266 |
1.6315 |
0.0049 |
0.3% |
1.6018 |
| Range |
0.0144 |
0.0090 |
-0.0054 |
-37.5% |
0.0320 |
| ATR |
0.0146 |
0.0142 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
135 |
268 |
133 |
98.5% |
1,037 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6562 |
1.6528 |
1.6365 |
|
| R3 |
1.6472 |
1.6438 |
1.6340 |
|
| R2 |
1.6382 |
1.6382 |
1.6332 |
|
| R1 |
1.6348 |
1.6348 |
1.6323 |
1.6365 |
| PP |
1.6292 |
1.6292 |
1.6292 |
1.6300 |
| S1 |
1.6258 |
1.6258 |
1.6307 |
1.6275 |
| S2 |
1.6202 |
1.6202 |
1.6299 |
|
| S3 |
1.6112 |
1.6168 |
1.6290 |
|
| S4 |
1.6022 |
1.6078 |
1.6266 |
|
|
| 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 |
1.6708 |
|
2.618 |
1.6561 |
|
1.618 |
1.6471 |
|
1.000 |
1.6415 |
|
0.618 |
1.6381 |
|
HIGH |
1.6325 |
|
0.618 |
1.6291 |
|
0.500 |
1.6280 |
|
0.382 |
1.6269 |
|
LOW |
1.6235 |
|
0.618 |
1.6179 |
|
1.000 |
1.6145 |
|
1.618 |
1.6089 |
|
2.618 |
1.5999 |
|
4.250 |
1.5853 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6303 |
1.6278 |
| PP |
1.6292 |
1.6241 |
| S1 |
1.6280 |
1.6205 |
|