CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 12-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6051 |
1.6106 |
0.0055 |
0.3% |
1.6118 |
| High |
1.6188 |
1.6190 |
0.0002 |
0.0% |
1.6235 |
| Low |
1.6027 |
1.6055 |
0.0028 |
0.2% |
1.5890 |
| Close |
1.6094 |
1.6171 |
0.0077 |
0.5% |
1.6027 |
| Range |
0.0161 |
0.0135 |
-0.0026 |
-16.1% |
0.0345 |
| ATR |
0.0171 |
0.0169 |
-0.0003 |
-1.5% |
0.0000 |
| Volume |
122,147 |
80,749 |
-41,398 |
-33.9% |
461,149 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6544 |
1.6492 |
1.6245 |
|
| R3 |
1.6409 |
1.6357 |
1.6208 |
|
| R2 |
1.6274 |
1.6274 |
1.6196 |
|
| R1 |
1.6222 |
1.6222 |
1.6183 |
1.6248 |
| PP |
1.6139 |
1.6139 |
1.6139 |
1.6152 |
| S1 |
1.6087 |
1.6087 |
1.6159 |
1.6113 |
| S2 |
1.6004 |
1.6004 |
1.6146 |
|
| S3 |
1.5869 |
1.5952 |
1.6134 |
|
| S4 |
1.5734 |
1.5817 |
1.6097 |
|
|
| 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 |
1.6190 |
1.5890 |
0.0300 |
1.9% |
0.0157 |
1.0% |
94% |
True |
False |
100,459 |
| 10 |
1.6235 |
1.5825 |
0.0410 |
2.5% |
0.0181 |
1.1% |
84% |
False |
False |
83,332 |
| 20 |
1.6404 |
1.5825 |
0.0579 |
3.6% |
0.0164 |
1.0% |
60% |
False |
False |
82,244 |
| 40 |
1.6850 |
1.5825 |
0.1025 |
6.3% |
0.0170 |
1.1% |
34% |
False |
False |
46,282 |
| 60 |
1.6850 |
1.5825 |
0.1025 |
6.3% |
0.0163 |
1.0% |
34% |
False |
False |
30,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6764 |
|
2.618 |
1.6543 |
|
1.618 |
1.6408 |
|
1.000 |
1.6325 |
|
0.618 |
1.6273 |
|
HIGH |
1.6190 |
|
0.618 |
1.6138 |
|
0.500 |
1.6123 |
|
0.382 |
1.6107 |
|
LOW |
1.6055 |
|
0.618 |
1.5972 |
|
1.000 |
1.5920 |
|
1.618 |
1.5837 |
|
2.618 |
1.5702 |
|
4.250 |
1.5481 |
|
|
| Fisher Pivots for day following 12-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6155 |
1.6130 |
| PP |
1.6139 |
1.6090 |
| S1 |
1.6123 |
1.6049 |
|