CME British Pound Future March 2010
Trading Metrics calculated at close of trading on 13-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1.6106 |
1.6158 |
0.0052 |
0.3% |
1.6118 |
High |
1.6190 |
1.6301 |
0.0111 |
0.7% |
1.6235 |
Low |
1.6055 |
1.6131 |
0.0076 |
0.5% |
1.5890 |
Close |
1.6171 |
1.6275 |
0.0104 |
0.6% |
1.6027 |
Range |
0.0135 |
0.0170 |
0.0035 |
25.9% |
0.0345 |
ATR |
0.0169 |
0.0169 |
0.0000 |
0.1% |
0.0000 |
Volume |
80,749 |
91,563 |
10,814 |
13.4% |
461,149 |
|
Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6746 |
1.6680 |
1.6369 |
|
R3 |
1.6576 |
1.6510 |
1.6322 |
|
R2 |
1.6406 |
1.6406 |
1.6306 |
|
R1 |
1.6340 |
1.6340 |
1.6291 |
1.6373 |
PP |
1.6236 |
1.6236 |
1.6236 |
1.6252 |
S1 |
1.6170 |
1.6170 |
1.6259 |
1.6203 |
S2 |
1.6066 |
1.6066 |
1.6244 |
|
S3 |
1.5896 |
1.6000 |
1.6228 |
|
S4 |
1.5726 |
1.5830 |
1.6182 |
|
|
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 |
1.6301 |
1.5890 |
0.0411 |
2.5% |
0.0165 |
1.0% |
94% |
True |
False |
98,299 |
10 |
1.6301 |
1.5825 |
0.0476 |
2.9% |
0.0178 |
1.1% |
95% |
True |
False |
90,337 |
20 |
1.6404 |
1.5825 |
0.0579 |
3.6% |
0.0165 |
1.0% |
78% |
False |
False |
82,161 |
40 |
1.6850 |
1.5825 |
0.1025 |
6.3% |
0.0172 |
1.1% |
44% |
False |
False |
48,569 |
60 |
1.6850 |
1.5825 |
0.1025 |
6.3% |
0.0165 |
1.0% |
44% |
False |
False |
32,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.7024 |
2.618 |
1.6746 |
1.618 |
1.6576 |
1.000 |
1.6471 |
0.618 |
1.6406 |
HIGH |
1.6301 |
0.618 |
1.6236 |
0.500 |
1.6216 |
0.382 |
1.6196 |
LOW |
1.6131 |
0.618 |
1.6026 |
1.000 |
1.5961 |
1.618 |
1.5856 |
2.618 |
1.5686 |
4.250 |
1.5409 |
|
|
Fisher Pivots for day following 13-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1.6255 |
1.6238 |
PP |
1.6236 |
1.6201 |
S1 |
1.6216 |
1.6164 |
|