CME British Pound Future March 2010
Trading Metrics calculated at close of trading on 06-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1.6086 |
1.5983 |
-0.0103 |
-0.6% |
1.5939 |
High |
1.6148 |
1.6059 |
-0.0089 |
-0.6% |
1.6229 |
Low |
1.5958 |
1.5930 |
-0.0028 |
-0.2% |
1.5825 |
Close |
1.5992 |
1.5992 |
0.0000 |
0.0% |
1.6146 |
Range |
0.0190 |
0.0129 |
-0.0061 |
-32.1% |
0.0404 |
ATR |
0.0174 |
0.0171 |
-0.0003 |
-1.8% |
0.0000 |
Volume |
107,463 |
102,364 |
-5,099 |
-4.7% |
192,808 |
|
Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6381 |
1.6315 |
1.6063 |
|
R3 |
1.6252 |
1.6186 |
1.6027 |
|
R2 |
1.6123 |
1.6123 |
1.6016 |
|
R1 |
1.6057 |
1.6057 |
1.6004 |
1.6090 |
PP |
1.5994 |
1.5994 |
1.5994 |
1.6010 |
S1 |
1.5928 |
1.5928 |
1.5980 |
1.5961 |
S2 |
1.5865 |
1.5865 |
1.5968 |
|
S3 |
1.5736 |
1.5799 |
1.5957 |
|
S4 |
1.5607 |
1.5670 |
1.5921 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6235 |
1.5825 |
0.0410 |
2.6% |
0.0191 |
1.2% |
41% |
False |
False |
82,376 |
10 |
1.6235 |
1.5825 |
0.0410 |
2.6% |
0.0159 |
1.0% |
41% |
False |
False |
64,475 |
20 |
1.6465 |
1.5825 |
0.0640 |
4.0% |
0.0166 |
1.0% |
26% |
False |
False |
70,989 |
40 |
1.6850 |
1.5825 |
0.1025 |
6.4% |
0.0170 |
1.1% |
16% |
False |
False |
36,292 |
60 |
1.6850 |
1.5718 |
0.1132 |
7.1% |
0.0162 |
1.0% |
24% |
False |
False |
24,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6607 |
2.618 |
1.6397 |
1.618 |
1.6268 |
1.000 |
1.6188 |
0.618 |
1.6139 |
HIGH |
1.6059 |
0.618 |
1.6010 |
0.500 |
1.5995 |
0.382 |
1.5979 |
LOW |
1.5930 |
0.618 |
1.5850 |
1.000 |
1.5801 |
1.618 |
1.5721 |
2.618 |
1.5592 |
4.250 |
1.5382 |
|
|
Fisher Pivots for day following 06-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1.5995 |
1.6083 |
PP |
1.5994 |
1.6052 |
S1 |
1.5993 |
1.6022 |
|