CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 11-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5924 |
1.6051 |
0.0127 |
0.8% |
1.6118 |
| High |
1.6105 |
1.6188 |
0.0083 |
0.5% |
1.6235 |
| Low |
1.5908 |
1.6027 |
0.0119 |
0.7% |
1.5890 |
| Close |
1.6027 |
1.6094 |
0.0067 |
0.4% |
1.6027 |
| Range |
0.0197 |
0.0161 |
-0.0036 |
-18.3% |
0.0345 |
| ATR |
0.0172 |
0.0171 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
90,873 |
122,147 |
31,274 |
34.4% |
461,149 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6586 |
1.6501 |
1.6183 |
|
| R3 |
1.6425 |
1.6340 |
1.6138 |
|
| R2 |
1.6264 |
1.6264 |
1.6124 |
|
| R1 |
1.6179 |
1.6179 |
1.6109 |
1.6222 |
| PP |
1.6103 |
1.6103 |
1.6103 |
1.6124 |
| S1 |
1.6018 |
1.6018 |
1.6079 |
1.6061 |
| S2 |
1.5942 |
1.5942 |
1.6064 |
|
| S3 |
1.5781 |
1.5857 |
1.6050 |
|
| S4 |
1.5620 |
1.5696 |
1.6005 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7086 |
1.6901 |
1.6217 |
|
| R3 |
1.6741 |
1.6556 |
1.6122 |
|
| R2 |
1.6396 |
1.6396 |
1.6090 |
|
| R1 |
1.6211 |
1.6211 |
1.6059 |
1.6131 |
| PP |
1.6051 |
1.6051 |
1.6051 |
1.6011 |
| S1 |
1.5866 |
1.5866 |
1.5995 |
1.5786 |
| S2 |
1.5706 |
1.5706 |
1.5964 |
|
| S3 |
1.5361 |
1.5521 |
1.5932 |
|
| S4 |
1.5016 |
1.5176 |
1.5837 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6188 |
1.5890 |
0.0298 |
1.9% |
0.0168 |
1.0% |
68% |
True |
False |
105,802 |
| 10 |
1.6235 |
1.5825 |
0.0410 |
2.5% |
0.0176 |
1.1% |
66% |
False |
False |
77,610 |
| 20 |
1.6404 |
1.5825 |
0.0579 |
3.6% |
0.0164 |
1.0% |
46% |
False |
False |
82,129 |
| 40 |
1.6850 |
1.5825 |
0.1025 |
6.4% |
0.0169 |
1.0% |
26% |
False |
False |
44,265 |
| 60 |
1.6850 |
1.5825 |
0.1025 |
6.4% |
0.0164 |
1.0% |
26% |
False |
False |
29,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6872 |
|
2.618 |
1.6609 |
|
1.618 |
1.6448 |
|
1.000 |
1.6349 |
|
0.618 |
1.6287 |
|
HIGH |
1.6188 |
|
0.618 |
1.6126 |
|
0.500 |
1.6108 |
|
0.382 |
1.6089 |
|
LOW |
1.6027 |
|
0.618 |
1.5928 |
|
1.000 |
1.5866 |
|
1.618 |
1.5767 |
|
2.618 |
1.5606 |
|
4.250 |
1.5343 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6108 |
1.6076 |
| PP |
1.6103 |
1.6057 |
| S1 |
1.6099 |
1.6039 |
|