CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 16-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5674 |
1.5654 |
-0.0020 |
-0.1% |
1.5577 |
| High |
1.5717 |
1.5777 |
0.0060 |
0.4% |
1.5750 |
| Low |
1.5573 |
1.5600 |
0.0027 |
0.2% |
1.5549 |
| Close |
1.5653 |
1.5767 |
0.0114 |
0.7% |
1.5653 |
| Range |
0.0144 |
0.0177 |
0.0033 |
22.9% |
0.0201 |
| ATR |
0.0149 |
0.0151 |
0.0002 |
1.3% |
0.0000 |
| Volume |
439 |
413 |
-26 |
-5.9% |
2,584 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6246 |
1.6183 |
1.5864 |
|
| R3 |
1.6069 |
1.6006 |
1.5816 |
|
| R2 |
1.5892 |
1.5892 |
1.5799 |
|
| R1 |
1.5829 |
1.5829 |
1.5783 |
1.5861 |
| PP |
1.5715 |
1.5715 |
1.5715 |
1.5730 |
| S1 |
1.5652 |
1.5652 |
1.5751 |
1.5684 |
| S2 |
1.5538 |
1.5538 |
1.5735 |
|
| S3 |
1.5361 |
1.5475 |
1.5718 |
|
| S4 |
1.5184 |
1.5298 |
1.5670 |
|
|
| 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 |
1.6529 |
|
2.618 |
1.6240 |
|
1.618 |
1.6063 |
|
1.000 |
1.5954 |
|
0.618 |
1.5886 |
|
HIGH |
1.5777 |
|
0.618 |
1.5709 |
|
0.500 |
1.5689 |
|
0.382 |
1.5668 |
|
LOW |
1.5600 |
|
0.618 |
1.5491 |
|
1.000 |
1.5423 |
|
1.618 |
1.5314 |
|
2.618 |
1.5137 |
|
4.250 |
1.4848 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5741 |
1.5733 |
| PP |
1.5715 |
1.5700 |
| S1 |
1.5689 |
1.5666 |
|