CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 15-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6277 |
1.6307 |
0.0030 |
0.2% |
1.6047 |
| High |
1.6325 |
1.6335 |
0.0010 |
0.1% |
1.6335 |
| Low |
1.6235 |
1.6208 |
-0.0027 |
-0.2% |
1.6046 |
| Close |
1.6315 |
1.6243 |
-0.0072 |
-0.4% |
1.6243 |
| Range |
0.0090 |
0.0127 |
0.0037 |
41.1% |
0.0289 |
| ATR |
0.0142 |
0.0141 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
268 |
85 |
-183 |
-68.3% |
721 |
|
| Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6643 |
1.6570 |
1.6313 |
|
| R3 |
1.6516 |
1.6443 |
1.6278 |
|
| R2 |
1.6389 |
1.6389 |
1.6266 |
|
| R1 |
1.6316 |
1.6316 |
1.6255 |
1.6289 |
| PP |
1.6262 |
1.6262 |
1.6262 |
1.6249 |
| S1 |
1.6189 |
1.6189 |
1.6231 |
1.6162 |
| S2 |
1.6135 |
1.6135 |
1.6220 |
|
| S3 |
1.6008 |
1.6062 |
1.6208 |
|
| S4 |
1.5881 |
1.5935 |
1.6173 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7075 |
1.6948 |
1.6402 |
|
| R3 |
1.6786 |
1.6659 |
1.6322 |
|
| R2 |
1.6497 |
1.6497 |
1.6296 |
|
| R1 |
1.6370 |
1.6370 |
1.6269 |
1.6434 |
| PP |
1.6208 |
1.6208 |
1.6208 |
1.6240 |
| S1 |
1.6081 |
1.6081 |
1.6217 |
1.6145 |
| S2 |
1.5919 |
1.5919 |
1.6190 |
|
| S3 |
1.5630 |
1.5792 |
1.6164 |
|
| S4 |
1.5341 |
1.5503 |
1.6084 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6875 |
|
2.618 |
1.6667 |
|
1.618 |
1.6540 |
|
1.000 |
1.6462 |
|
0.618 |
1.6413 |
|
HIGH |
1.6335 |
|
0.618 |
1.6286 |
|
0.500 |
1.6272 |
|
0.382 |
1.6257 |
|
LOW |
1.6208 |
|
0.618 |
1.6130 |
|
1.000 |
1.6081 |
|
1.618 |
1.6003 |
|
2.618 |
1.5876 |
|
4.250 |
1.5668 |
|
|
| Fisher Pivots for day following 15-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6272 |
1.6239 |
| PP |
1.6262 |
1.6236 |
| S1 |
1.6253 |
1.6232 |
|