CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5968 |
1.5890 |
-0.0078 |
-0.5% |
1.6098 |
| High |
1.6046 |
1.5906 |
-0.0140 |
-0.9% |
1.6256 |
| Low |
1.5877 |
1.5735 |
-0.0142 |
-0.9% |
1.5974 |
| Close |
1.5880 |
1.5742 |
-0.0138 |
-0.9% |
1.5976 |
| Range |
0.0169 |
0.0171 |
0.0002 |
1.2% |
0.0282 |
| ATR |
0.0142 |
0.0144 |
0.0002 |
1.4% |
0.0000 |
| Volume |
205 |
178 |
-27 |
-13.2% |
1,470 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6307 |
1.6196 |
1.5836 |
|
| R3 |
1.6136 |
1.6025 |
1.5789 |
|
| R2 |
1.5965 |
1.5965 |
1.5773 |
|
| R1 |
1.5854 |
1.5854 |
1.5758 |
1.5824 |
| PP |
1.5794 |
1.5794 |
1.5794 |
1.5780 |
| S1 |
1.5683 |
1.5683 |
1.5726 |
1.5653 |
| S2 |
1.5623 |
1.5623 |
1.5711 |
|
| S3 |
1.5452 |
1.5512 |
1.5695 |
|
| S4 |
1.5281 |
1.5341 |
1.5648 |
|
|
| 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 |
1.6633 |
|
2.618 |
1.6354 |
|
1.618 |
1.6183 |
|
1.000 |
1.6077 |
|
0.618 |
1.6012 |
|
HIGH |
1.5906 |
|
0.618 |
1.5841 |
|
0.500 |
1.5821 |
|
0.382 |
1.5800 |
|
LOW |
1.5735 |
|
0.618 |
1.5629 |
|
1.000 |
1.5564 |
|
1.618 |
1.5458 |
|
2.618 |
1.5287 |
|
4.250 |
1.5008 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5821 |
1.5891 |
| PP |
1.5794 |
1.5841 |
| S1 |
1.5768 |
1.5792 |
|