CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 10-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5587 |
1.5702 |
0.0115 |
0.7% |
1.5938 |
| High |
1.5745 |
1.5762 |
0.0017 |
0.1% |
1.6068 |
| Low |
1.5558 |
1.5567 |
0.0009 |
0.1% |
1.5554 |
| Close |
1.5682 |
1.5585 |
-0.0097 |
-0.6% |
1.5600 |
| Range |
0.0187 |
0.0195 |
0.0008 |
4.3% |
0.0514 |
| ATR |
0.0167 |
0.0169 |
0.0002 |
1.2% |
0.0000 |
| Volume |
93,544 |
151,950 |
58,406 |
62.4% |
629,596 |
|
| Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6223 |
1.6099 |
1.5692 |
|
| R3 |
1.6028 |
1.5904 |
1.5639 |
|
| R2 |
1.5833 |
1.5833 |
1.5621 |
|
| R1 |
1.5709 |
1.5709 |
1.5603 |
1.5674 |
| PP |
1.5638 |
1.5638 |
1.5638 |
1.5620 |
| S1 |
1.5514 |
1.5514 |
1.5567 |
1.5479 |
| S2 |
1.5443 |
1.5443 |
1.5549 |
|
| S3 |
1.5248 |
1.5319 |
1.5531 |
|
| S4 |
1.5053 |
1.5124 |
1.5478 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7283 |
1.6955 |
1.5883 |
|
| R3 |
1.6769 |
1.6441 |
1.5741 |
|
| R2 |
1.6255 |
1.6255 |
1.5694 |
|
| R1 |
1.5927 |
1.5927 |
1.5647 |
1.5834 |
| PP |
1.5741 |
1.5741 |
1.5741 |
1.5694 |
| S1 |
1.5413 |
1.5413 |
1.5553 |
1.5320 |
| S2 |
1.5227 |
1.5227 |
1.5506 |
|
| S3 |
1.4713 |
1.4899 |
1.5459 |
|
| S4 |
1.4199 |
1.4385 |
1.5317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5917 |
1.5531 |
0.0386 |
2.5% |
0.0182 |
1.2% |
14% |
False |
False |
137,532 |
| 10 |
1.6273 |
1.5531 |
0.0742 |
4.8% |
0.0169 |
1.1% |
7% |
False |
False |
131,900 |
| 20 |
1.6454 |
1.5531 |
0.0923 |
5.9% |
0.0166 |
1.1% |
6% |
False |
False |
127,410 |
| 40 |
1.6454 |
1.5531 |
0.0923 |
5.9% |
0.0165 |
1.1% |
6% |
False |
False |
104,827 |
| 60 |
1.6850 |
1.5531 |
0.1319 |
8.5% |
0.0169 |
1.1% |
4% |
False |
False |
73,324 |
| 80 |
1.6850 |
1.5531 |
0.1319 |
8.5% |
0.0164 |
1.1% |
4% |
False |
False |
55,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6591 |
|
2.618 |
1.6273 |
|
1.618 |
1.6078 |
|
1.000 |
1.5957 |
|
0.618 |
1.5883 |
|
HIGH |
1.5762 |
|
0.618 |
1.5688 |
|
0.500 |
1.5665 |
|
0.382 |
1.5641 |
|
LOW |
1.5567 |
|
0.618 |
1.5446 |
|
1.000 |
1.5372 |
|
1.618 |
1.5251 |
|
2.618 |
1.5056 |
|
4.250 |
1.4738 |
|
|
| Fisher Pivots for day following 10-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5665 |
1.5647 |
| PP |
1.5638 |
1.5626 |
| S1 |
1.5612 |
1.5606 |
|