CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 07-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5983 |
1.5998 |
0.0015 |
0.1% |
1.5939 |
| High |
1.6059 |
1.6052 |
-0.0007 |
0.0% |
1.6229 |
| Low |
1.5930 |
1.5890 |
-0.0040 |
-0.3% |
1.5825 |
| Close |
1.5992 |
1.5935 |
-0.0057 |
-0.4% |
1.6146 |
| Range |
0.0129 |
0.0162 |
0.0033 |
25.6% |
0.0404 |
| ATR |
0.0171 |
0.0170 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
102,364 |
106,163 |
3,799 |
3.7% |
192,808 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6445 |
1.6352 |
1.6024 |
|
| R3 |
1.6283 |
1.6190 |
1.5980 |
|
| R2 |
1.6121 |
1.6121 |
1.5965 |
|
| R1 |
1.6028 |
1.6028 |
1.5950 |
1.5994 |
| PP |
1.5959 |
1.5959 |
1.5959 |
1.5942 |
| S1 |
1.5866 |
1.5866 |
1.5920 |
1.5832 |
| S2 |
1.5797 |
1.5797 |
1.5905 |
|
| S3 |
1.5635 |
1.5704 |
1.5890 |
|
| S4 |
1.5473 |
1.5542 |
1.5846 |
|
|
| 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 |
1.5890 |
0.0345 |
2.2% |
0.0170 |
1.1% |
13% |
False |
True |
89,374 |
| 10 |
1.6235 |
1.5825 |
0.0410 |
2.6% |
0.0157 |
1.0% |
27% |
False |
False |
68,994 |
| 20 |
1.6404 |
1.5825 |
0.0579 |
3.6% |
0.0163 |
1.0% |
19% |
False |
False |
75,737 |
| 40 |
1.6850 |
1.5825 |
0.1025 |
6.4% |
0.0170 |
1.1% |
11% |
False |
False |
38,945 |
| 60 |
1.6850 |
1.5718 |
0.1132 |
7.1% |
0.0163 |
1.0% |
19% |
False |
False |
25,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6741 |
|
2.618 |
1.6476 |
|
1.618 |
1.6314 |
|
1.000 |
1.6214 |
|
0.618 |
1.6152 |
|
HIGH |
1.6052 |
|
0.618 |
1.5990 |
|
0.500 |
1.5971 |
|
0.382 |
1.5952 |
|
LOW |
1.5890 |
|
0.618 |
1.5790 |
|
1.000 |
1.5728 |
|
1.618 |
1.5628 |
|
2.618 |
1.5466 |
|
4.250 |
1.5202 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5971 |
1.6019 |
| PP |
1.5959 |
1.5991 |
| S1 |
1.5947 |
1.5963 |
|