CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 04-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6073 |
1.6118 |
0.0045 |
0.3% |
1.5939 |
| High |
1.6229 |
1.6235 |
0.0006 |
0.0% |
1.6229 |
| Low |
1.6041 |
1.6052 |
0.0011 |
0.1% |
1.5825 |
| Close |
1.6146 |
1.6085 |
-0.0061 |
-0.4% |
1.6146 |
| Range |
0.0188 |
0.0183 |
-0.0005 |
-2.7% |
0.0404 |
| ATR |
0.0172 |
0.0173 |
0.0001 |
0.5% |
0.0000 |
| Volume |
76,598 |
54,286 |
-22,312 |
-29.1% |
192,808 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6673 |
1.6562 |
1.6186 |
|
| R3 |
1.6490 |
1.6379 |
1.6135 |
|
| R2 |
1.6307 |
1.6307 |
1.6119 |
|
| R1 |
1.6196 |
1.6196 |
1.6102 |
1.6160 |
| PP |
1.6124 |
1.6124 |
1.6124 |
1.6106 |
| S1 |
1.6013 |
1.6013 |
1.6068 |
1.5977 |
| S2 |
1.5941 |
1.5941 |
1.6051 |
|
| S3 |
1.5758 |
1.5830 |
1.6035 |
|
| S4 |
1.5575 |
1.5647 |
1.5984 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7279 |
1.7116 |
1.6368 |
|
| R3 |
1.6875 |
1.6712 |
1.6257 |
|
| R2 |
1.6471 |
1.6471 |
1.6220 |
|
| R1 |
1.6308 |
1.6308 |
1.6183 |
1.6390 |
| PP |
1.6067 |
1.6067 |
1.6067 |
1.6107 |
| S1 |
1.5904 |
1.5904 |
1.6109 |
1.5986 |
| S2 |
1.5663 |
1.5663 |
1.6072 |
|
| S3 |
1.5259 |
1.5500 |
1.6035 |
|
| S4 |
1.4855 |
1.5096 |
1.5924 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7013 |
|
2.618 |
1.6714 |
|
1.618 |
1.6531 |
|
1.000 |
1.6418 |
|
0.618 |
1.6348 |
|
HIGH |
1.6235 |
|
0.618 |
1.6165 |
|
0.500 |
1.6144 |
|
0.382 |
1.6122 |
|
LOW |
1.6052 |
|
0.618 |
1.5939 |
|
1.000 |
1.5869 |
|
1.618 |
1.5756 |
|
2.618 |
1.5573 |
|
4.250 |
1.5274 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6144 |
1.6067 |
| PP |
1.6124 |
1.6048 |
| S1 |
1.6105 |
1.6030 |
|