CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 28-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6120 |
1.6163 |
0.0043 |
0.3% |
1.6301 |
| High |
1.6229 |
1.6256 |
0.0027 |
0.2% |
1.6434 |
| Low |
1.6100 |
1.6096 |
-0.0004 |
0.0% |
1.6067 |
| Close |
1.6158 |
1.6112 |
-0.0046 |
-0.3% |
1.6102 |
| Range |
0.0129 |
0.0160 |
0.0031 |
24.0% |
0.0367 |
| ATR |
0.0145 |
0.0146 |
0.0001 |
0.8% |
0.0000 |
| Volume |
308 |
282 |
-26 |
-8.4% |
757 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6635 |
1.6533 |
1.6200 |
|
| R3 |
1.6475 |
1.6373 |
1.6156 |
|
| R2 |
1.6315 |
1.6315 |
1.6141 |
|
| R1 |
1.6213 |
1.6213 |
1.6127 |
1.6184 |
| PP |
1.6155 |
1.6155 |
1.6155 |
1.6140 |
| S1 |
1.6053 |
1.6053 |
1.6097 |
1.6024 |
| S2 |
1.5995 |
1.5995 |
1.6083 |
|
| S3 |
1.5835 |
1.5893 |
1.6068 |
|
| S4 |
1.5675 |
1.5733 |
1.6024 |
|
|
| 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 |
1.6936 |
|
2.618 |
1.6675 |
|
1.618 |
1.6515 |
|
1.000 |
1.6416 |
|
0.618 |
1.6355 |
|
HIGH |
1.6256 |
|
0.618 |
1.6195 |
|
0.500 |
1.6176 |
|
0.382 |
1.6157 |
|
LOW |
1.6096 |
|
0.618 |
1.5997 |
|
1.000 |
1.5936 |
|
1.618 |
1.5837 |
|
2.618 |
1.5677 |
|
4.250 |
1.5416 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6176 |
1.6169 |
| PP |
1.6155 |
1.6150 |
| S1 |
1.6133 |
1.6131 |
|