CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 14-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6158 |
1.6265 |
0.0107 |
0.7% |
1.6118 |
| High |
1.6301 |
1.6341 |
0.0040 |
0.2% |
1.6235 |
| Low |
1.6131 |
1.6244 |
0.0113 |
0.7% |
1.5890 |
| Close |
1.6275 |
1.6324 |
0.0049 |
0.3% |
1.6027 |
| Range |
0.0170 |
0.0097 |
-0.0073 |
-42.9% |
0.0345 |
| ATR |
0.0169 |
0.0164 |
-0.0005 |
-3.0% |
0.0000 |
| Volume |
91,563 |
124,037 |
32,474 |
35.5% |
461,149 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6594 |
1.6556 |
1.6377 |
|
| R3 |
1.6497 |
1.6459 |
1.6351 |
|
| R2 |
1.6400 |
1.6400 |
1.6342 |
|
| R1 |
1.6362 |
1.6362 |
1.6333 |
1.6381 |
| PP |
1.6303 |
1.6303 |
1.6303 |
1.6313 |
| S1 |
1.6265 |
1.6265 |
1.6315 |
1.6284 |
| S2 |
1.6206 |
1.6206 |
1.6306 |
|
| S3 |
1.6109 |
1.6168 |
1.6297 |
|
| S4 |
1.6012 |
1.6071 |
1.6271 |
|
|
| 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 |
1.6341 |
1.5908 |
0.0433 |
2.7% |
0.0152 |
0.9% |
96% |
True |
False |
101,873 |
| 10 |
1.6341 |
1.5890 |
0.0451 |
2.8% |
0.0161 |
1.0% |
96% |
True |
False |
95,624 |
| 20 |
1.6404 |
1.5825 |
0.0579 |
3.5% |
0.0165 |
1.0% |
86% |
False |
False |
84,803 |
| 40 |
1.6850 |
1.5825 |
0.1025 |
6.3% |
0.0172 |
1.1% |
49% |
False |
False |
51,667 |
| 60 |
1.6850 |
1.5825 |
0.1025 |
6.3% |
0.0164 |
1.0% |
49% |
False |
False |
34,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6753 |
|
2.618 |
1.6595 |
|
1.618 |
1.6498 |
|
1.000 |
1.6438 |
|
0.618 |
1.6401 |
|
HIGH |
1.6341 |
|
0.618 |
1.6304 |
|
0.500 |
1.6293 |
|
0.382 |
1.6281 |
|
LOW |
1.6244 |
|
0.618 |
1.6184 |
|
1.000 |
1.6147 |
|
1.618 |
1.6087 |
|
2.618 |
1.5990 |
|
4.250 |
1.5832 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6314 |
1.6282 |
| PP |
1.6303 |
1.6240 |
| S1 |
1.6293 |
1.6198 |
|