CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 24-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5467 |
1.5429 |
-0.0038 |
-0.2% |
1.5654 |
| High |
1.5556 |
1.5460 |
-0.0096 |
-0.6% |
1.5800 |
| Low |
1.5385 |
1.5375 |
-0.0010 |
-0.1% |
1.5336 |
| Close |
1.5431 |
1.5386 |
-0.0045 |
-0.3% |
1.5453 |
| Range |
0.0171 |
0.0085 |
-0.0086 |
-50.3% |
0.0464 |
| ATR |
0.0157 |
0.0152 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
438 |
875 |
437 |
99.8% |
2,649 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5662 |
1.5609 |
1.5433 |
|
| R3 |
1.5577 |
1.5524 |
1.5409 |
|
| R2 |
1.5492 |
1.5492 |
1.5402 |
|
| R1 |
1.5439 |
1.5439 |
1.5394 |
1.5423 |
| PP |
1.5407 |
1.5407 |
1.5407 |
1.5399 |
| S1 |
1.5354 |
1.5354 |
1.5378 |
1.5338 |
| S2 |
1.5322 |
1.5322 |
1.5370 |
|
| S3 |
1.5237 |
1.5269 |
1.5363 |
|
| S4 |
1.5152 |
1.5184 |
1.5339 |
|
|
| 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 |
1.5821 |
|
2.618 |
1.5683 |
|
1.618 |
1.5598 |
|
1.000 |
1.5545 |
|
0.618 |
1.5513 |
|
HIGH |
1.5460 |
|
0.618 |
1.5428 |
|
0.500 |
1.5418 |
|
0.382 |
1.5407 |
|
LOW |
1.5375 |
|
0.618 |
1.5322 |
|
1.000 |
1.5290 |
|
1.618 |
1.5237 |
|
2.618 |
1.5152 |
|
4.250 |
1.5014 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5418 |
1.5466 |
| PP |
1.5407 |
1.5439 |
| S1 |
1.5397 |
1.5413 |
|