CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 02-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5929 |
1.5934 |
0.0005 |
0.0% |
1.6098 |
| High |
1.5960 |
1.5964 |
0.0004 |
0.0% |
1.6256 |
| Low |
1.5847 |
1.5903 |
0.0056 |
0.4% |
1.5974 |
| Close |
1.5938 |
1.5959 |
0.0021 |
0.1% |
1.5976 |
| Range |
0.0113 |
0.0061 |
-0.0052 |
-46.0% |
0.0282 |
| ATR |
0.0146 |
0.0140 |
-0.0006 |
-4.2% |
0.0000 |
| Volume |
371 |
185 |
-186 |
-50.1% |
1,470 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6125 |
1.6103 |
1.5993 |
|
| R3 |
1.6064 |
1.6042 |
1.5976 |
|
| R2 |
1.6003 |
1.6003 |
1.5970 |
|
| R1 |
1.5981 |
1.5981 |
1.5965 |
1.5992 |
| PP |
1.5942 |
1.5942 |
1.5942 |
1.5948 |
| S1 |
1.5920 |
1.5920 |
1.5953 |
1.5931 |
| S2 |
1.5881 |
1.5881 |
1.5948 |
|
| S3 |
1.5820 |
1.5859 |
1.5942 |
|
| S4 |
1.5759 |
1.5798 |
1.5925 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6915 |
1.6727 |
1.6131 |
|
| R3 |
1.6633 |
1.6445 |
1.6054 |
|
| R2 |
1.6351 |
1.6351 |
1.6028 |
|
| R1 |
1.6163 |
1.6163 |
1.6002 |
1.6116 |
| PP |
1.6069 |
1.6069 |
1.6069 |
1.6045 |
| S1 |
1.5881 |
1.5881 |
1.5950 |
1.5834 |
| S2 |
1.5787 |
1.5787 |
1.5924 |
|
| S3 |
1.5505 |
1.5599 |
1.5898 |
|
| S4 |
1.5223 |
1.5317 |
1.5821 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6223 |
|
2.618 |
1.6124 |
|
1.618 |
1.6063 |
|
1.000 |
1.6025 |
|
0.618 |
1.6002 |
|
HIGH |
1.5964 |
|
0.618 |
1.5941 |
|
0.500 |
1.5934 |
|
0.382 |
1.5926 |
|
LOW |
1.5903 |
|
0.618 |
1.5865 |
|
1.000 |
1.5842 |
|
1.618 |
1.5804 |
|
2.618 |
1.5743 |
|
4.250 |
1.5644 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5951 |
1.5997 |
| PP |
1.5942 |
1.5984 |
| S1 |
1.5934 |
1.5972 |
|