CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 26-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6098 |
1.6222 |
0.0124 |
0.8% |
1.6301 |
| High |
1.6225 |
1.6231 |
0.0006 |
0.0% |
1.6434 |
| Low |
1.6089 |
1.6082 |
-0.0007 |
0.0% |
1.6067 |
| Close |
1.6228 |
1.6129 |
-0.0099 |
-0.6% |
1.6102 |
| Range |
0.0136 |
0.0149 |
0.0013 |
9.6% |
0.0367 |
| ATR |
0.0146 |
0.0146 |
0.0000 |
0.2% |
0.0000 |
| Volume |
370 |
119 |
-251 |
-67.8% |
757 |
|
| Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6594 |
1.6511 |
1.6211 |
|
| R3 |
1.6445 |
1.6362 |
1.6170 |
|
| R2 |
1.6296 |
1.6296 |
1.6156 |
|
| R1 |
1.6213 |
1.6213 |
1.6143 |
1.6180 |
| PP |
1.6147 |
1.6147 |
1.6147 |
1.6131 |
| S1 |
1.6064 |
1.6064 |
1.6115 |
1.6031 |
| S2 |
1.5998 |
1.5998 |
1.6102 |
|
| S3 |
1.5849 |
1.5915 |
1.6088 |
|
| S4 |
1.5700 |
1.5766 |
1.6047 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7302 |
1.7069 |
1.6304 |
|
| R3 |
1.6935 |
1.6702 |
1.6203 |
|
| R2 |
1.6568 |
1.6568 |
1.6169 |
|
| R1 |
1.6335 |
1.6335 |
1.6136 |
1.6268 |
| PP |
1.6201 |
1.6201 |
1.6201 |
1.6168 |
| S1 |
1.5968 |
1.5968 |
1.6068 |
1.5901 |
| S2 |
1.5834 |
1.5834 |
1.6035 |
|
| S3 |
1.5467 |
1.5601 |
1.6001 |
|
| S4 |
1.5100 |
1.5234 |
1.5900 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6864 |
|
2.618 |
1.6621 |
|
1.618 |
1.6472 |
|
1.000 |
1.6380 |
|
0.618 |
1.6323 |
|
HIGH |
1.6231 |
|
0.618 |
1.6174 |
|
0.500 |
1.6157 |
|
0.382 |
1.6139 |
|
LOW |
1.6082 |
|
0.618 |
1.5990 |
|
1.000 |
1.5933 |
|
1.618 |
1.5841 |
|
2.618 |
1.5692 |
|
4.250 |
1.5449 |
|
|
| Fisher Pivots for day following 26-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6157 |
1.6161 |
| PP |
1.6147 |
1.6150 |
| S1 |
1.6138 |
1.6140 |
|