CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4982 |
1.5069 |
0.0087 |
0.6% |
1.5149 |
| High |
1.5068 |
1.5240 |
0.0172 |
1.1% |
1.5240 |
| Low |
1.4945 |
1.5026 |
0.0081 |
0.5% |
1.4872 |
| Close |
1.5049 |
1.5172 |
0.0123 |
0.8% |
1.5172 |
| Range |
0.0123 |
0.0214 |
0.0091 |
74.0% |
0.0368 |
| ATR |
0.0176 |
0.0179 |
0.0003 |
1.5% |
0.0000 |
| Volume |
160,214 |
83,265 |
-76,949 |
-48.0% |
696,834 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5788 |
1.5694 |
1.5290 |
|
| R3 |
1.5574 |
1.5480 |
1.5231 |
|
| R2 |
1.5360 |
1.5360 |
1.5211 |
|
| R1 |
1.5266 |
1.5266 |
1.5192 |
1.5313 |
| PP |
1.5146 |
1.5146 |
1.5146 |
1.5170 |
| S1 |
1.5052 |
1.5052 |
1.5152 |
1.5099 |
| S2 |
1.4932 |
1.4932 |
1.5133 |
|
| S3 |
1.4718 |
1.4838 |
1.5113 |
|
| S4 |
1.4504 |
1.4624 |
1.5054 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6199 |
1.6053 |
1.5374 |
|
| R3 |
1.5831 |
1.5685 |
1.5273 |
|
| R2 |
1.5463 |
1.5463 |
1.5239 |
|
| R1 |
1.5317 |
1.5317 |
1.5206 |
1.5390 |
| PP |
1.5095 |
1.5095 |
1.5095 |
1.5131 |
| S1 |
1.4949 |
1.4949 |
1.5138 |
1.5022 |
| S2 |
1.4727 |
1.4727 |
1.5105 |
|
| S3 |
1.4359 |
1.4581 |
1.5071 |
|
| S4 |
1.3991 |
1.4213 |
1.4970 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5240 |
1.4872 |
0.0368 |
2.4% |
0.0157 |
1.0% |
82% |
True |
False |
139,366 |
| 10 |
1.5240 |
1.4778 |
0.0462 |
3.0% |
0.0191 |
1.3% |
85% |
True |
False |
152,148 |
| 20 |
1.5813 |
1.4778 |
0.1035 |
6.8% |
0.0177 |
1.2% |
38% |
False |
False |
141,985 |
| 40 |
1.6454 |
1.4778 |
0.1676 |
11.0% |
0.0171 |
1.1% |
24% |
False |
False |
135,998 |
| 60 |
1.6454 |
1.4778 |
0.1676 |
11.0% |
0.0169 |
1.1% |
24% |
False |
False |
118,052 |
| 80 |
1.6850 |
1.4778 |
0.2072 |
13.7% |
0.0172 |
1.1% |
19% |
False |
False |
92,283 |
| 100 |
1.6850 |
1.4778 |
0.2072 |
13.7% |
0.0167 |
1.1% |
19% |
False |
False |
73,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6150 |
|
2.618 |
1.5800 |
|
1.618 |
1.5586 |
|
1.000 |
1.5454 |
|
0.618 |
1.5372 |
|
HIGH |
1.5240 |
|
0.618 |
1.5158 |
|
0.500 |
1.5133 |
|
0.382 |
1.5108 |
|
LOW |
1.5026 |
|
0.618 |
1.4894 |
|
1.000 |
1.4812 |
|
1.618 |
1.4680 |
|
2.618 |
1.4466 |
|
4.250 |
1.4117 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5159 |
1.5133 |
| PP |
1.5146 |
1.5095 |
| S1 |
1.5133 |
1.5056 |
|