CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 23-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5426 |
1.5467 |
0.0041 |
0.3% |
1.5654 |
| High |
1.5500 |
1.5556 |
0.0056 |
0.4% |
1.5800 |
| Low |
1.5426 |
1.5385 |
-0.0041 |
-0.3% |
1.5336 |
| Close |
1.5476 |
1.5431 |
-0.0045 |
-0.3% |
1.5453 |
| Range |
0.0074 |
0.0171 |
0.0097 |
131.1% |
0.0464 |
| ATR |
0.0156 |
0.0157 |
0.0001 |
0.7% |
0.0000 |
| Volume |
615 |
438 |
-177 |
-28.8% |
2,649 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5970 |
1.5872 |
1.5525 |
|
| R3 |
1.5799 |
1.5701 |
1.5478 |
|
| R2 |
1.5628 |
1.5628 |
1.5462 |
|
| R1 |
1.5530 |
1.5530 |
1.5447 |
1.5494 |
| PP |
1.5457 |
1.5457 |
1.5457 |
1.5439 |
| S1 |
1.5359 |
1.5359 |
1.5415 |
1.5323 |
| S2 |
1.5286 |
1.5286 |
1.5400 |
|
| S3 |
1.5115 |
1.5188 |
1.5384 |
|
| S4 |
1.4944 |
1.5017 |
1.5337 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6922 |
1.6651 |
1.5708 |
|
| R3 |
1.6458 |
1.6187 |
1.5581 |
|
| R2 |
1.5994 |
1.5994 |
1.5538 |
|
| R1 |
1.5723 |
1.5723 |
1.5496 |
1.5627 |
| PP |
1.5530 |
1.5530 |
1.5530 |
1.5481 |
| S1 |
1.5259 |
1.5259 |
1.5410 |
1.5163 |
| S2 |
1.5066 |
1.5066 |
1.5368 |
|
| S3 |
1.4602 |
1.4795 |
1.5325 |
|
| S4 |
1.4138 |
1.4331 |
1.5198 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6283 |
|
2.618 |
1.6004 |
|
1.618 |
1.5833 |
|
1.000 |
1.5727 |
|
0.618 |
1.5662 |
|
HIGH |
1.5556 |
|
0.618 |
1.5491 |
|
0.500 |
1.5471 |
|
0.382 |
1.5450 |
|
LOW |
1.5385 |
|
0.618 |
1.5279 |
|
1.000 |
1.5214 |
|
1.618 |
1.5108 |
|
2.618 |
1.4937 |
|
4.250 |
1.4658 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5471 |
1.5446 |
| PP |
1.5457 |
1.5441 |
| S1 |
1.5444 |
1.5436 |
|