CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 19-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6328 |
1.6266 |
-0.0062 |
-0.4% |
1.6051 |
| High |
1.6349 |
1.6454 |
0.0105 |
0.6% |
1.6349 |
| Low |
1.6205 |
1.6244 |
0.0039 |
0.2% |
1.6027 |
| Close |
1.6253 |
1.6355 |
0.0102 |
0.6% |
1.6253 |
| Range |
0.0144 |
0.0210 |
0.0066 |
45.8% |
0.0322 |
| ATR |
0.0162 |
0.0166 |
0.0003 |
2.1% |
0.0000 |
| Volume |
81,534 |
102,987 |
21,453 |
26.3% |
500,030 |
|
| Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6981 |
1.6878 |
1.6471 |
|
| R3 |
1.6771 |
1.6668 |
1.6413 |
|
| R2 |
1.6561 |
1.6561 |
1.6394 |
|
| R1 |
1.6458 |
1.6458 |
1.6374 |
1.6510 |
| PP |
1.6351 |
1.6351 |
1.6351 |
1.6377 |
| S1 |
1.6248 |
1.6248 |
1.6336 |
1.6300 |
| S2 |
1.6141 |
1.6141 |
1.6317 |
|
| S3 |
1.5931 |
1.6038 |
1.6297 |
|
| S4 |
1.5721 |
1.5828 |
1.6240 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7176 |
1.7036 |
1.6430 |
|
| R3 |
1.6854 |
1.6714 |
1.6342 |
|
| R2 |
1.6532 |
1.6532 |
1.6312 |
|
| R1 |
1.6392 |
1.6392 |
1.6283 |
1.6462 |
| PP |
1.6210 |
1.6210 |
1.6210 |
1.6245 |
| S1 |
1.6070 |
1.6070 |
1.6223 |
1.6140 |
| S2 |
1.5888 |
1.5888 |
1.6194 |
|
| S3 |
1.5566 |
1.5748 |
1.6164 |
|
| S4 |
1.5244 |
1.5426 |
1.6076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6454 |
1.6055 |
0.0399 |
2.4% |
0.0151 |
0.9% |
75% |
True |
False |
96,174 |
| 10 |
1.6454 |
1.5890 |
0.0564 |
3.4% |
0.0160 |
1.0% |
82% |
True |
False |
100,988 |
| 20 |
1.6454 |
1.5825 |
0.0629 |
3.8% |
0.0160 |
1.0% |
84% |
True |
False |
84,105 |
| 40 |
1.6731 |
1.5825 |
0.0906 |
5.5% |
0.0175 |
1.1% |
58% |
False |
False |
56,259 |
| 60 |
1.6850 |
1.5825 |
0.1025 |
6.3% |
0.0166 |
1.0% |
52% |
False |
False |
37,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7347 |
|
2.618 |
1.7004 |
|
1.618 |
1.6794 |
|
1.000 |
1.6664 |
|
0.618 |
1.6584 |
|
HIGH |
1.6454 |
|
0.618 |
1.6374 |
|
0.500 |
1.6349 |
|
0.382 |
1.6324 |
|
LOW |
1.6244 |
|
0.618 |
1.6114 |
|
1.000 |
1.6034 |
|
1.618 |
1.5904 |
|
2.618 |
1.5694 |
|
4.250 |
1.5352 |
|
|
| Fisher Pivots for day following 19-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6353 |
1.6347 |
| PP |
1.6351 |
1.6338 |
| S1 |
1.6349 |
1.6330 |
|