CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 12-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5593 |
1.5674 |
0.0081 |
0.5% |
1.5577 |
| High |
1.5703 |
1.5717 |
0.0014 |
0.1% |
1.5750 |
| Low |
1.5555 |
1.5573 |
0.0018 |
0.1% |
1.5549 |
| Close |
1.5682 |
1.5653 |
-0.0029 |
-0.2% |
1.5653 |
| Range |
0.0148 |
0.0144 |
-0.0004 |
-2.7% |
0.0201 |
| ATR |
0.0149 |
0.0149 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
349 |
439 |
90 |
25.8% |
2,584 |
|
| Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6080 |
1.6010 |
1.5732 |
|
| R3 |
1.5936 |
1.5866 |
1.5693 |
|
| R2 |
1.5792 |
1.5792 |
1.5679 |
|
| R1 |
1.5722 |
1.5722 |
1.5666 |
1.5685 |
| PP |
1.5648 |
1.5648 |
1.5648 |
1.5629 |
| S1 |
1.5578 |
1.5578 |
1.5640 |
1.5541 |
| S2 |
1.5504 |
1.5504 |
1.5627 |
|
| S3 |
1.5360 |
1.5434 |
1.5613 |
|
| S4 |
1.5216 |
1.5290 |
1.5574 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6254 |
1.6154 |
1.5764 |
|
| R3 |
1.6053 |
1.5953 |
1.5708 |
|
| R2 |
1.5852 |
1.5852 |
1.5690 |
|
| R1 |
1.5752 |
1.5752 |
1.5671 |
1.5802 |
| PP |
1.5651 |
1.5651 |
1.5651 |
1.5676 |
| S1 |
1.5551 |
1.5551 |
1.5635 |
1.5601 |
| S2 |
1.5450 |
1.5450 |
1.5616 |
|
| S3 |
1.5249 |
1.5350 |
1.5598 |
|
| S4 |
1.5048 |
1.5149 |
1.5542 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6329 |
|
2.618 |
1.6094 |
|
1.618 |
1.5950 |
|
1.000 |
1.5861 |
|
0.618 |
1.5806 |
|
HIGH |
1.5717 |
|
0.618 |
1.5662 |
|
0.500 |
1.5645 |
|
0.382 |
1.5628 |
|
LOW |
1.5573 |
|
0.618 |
1.5484 |
|
1.000 |
1.5429 |
|
1.618 |
1.5340 |
|
2.618 |
1.5196 |
|
4.250 |
1.4961 |
|
|
| Fisher Pivots for day following 12-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5650 |
1.5653 |
| PP |
1.5648 |
1.5653 |
| S1 |
1.5645 |
1.5653 |
|