CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 20-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6266 |
1.6355 |
0.0089 |
0.5% |
1.6051 |
| High |
1.6454 |
1.6363 |
-0.0091 |
-0.6% |
1.6349 |
| Low |
1.6244 |
1.6237 |
-0.0007 |
0.0% |
1.6027 |
| Close |
1.6355 |
1.6281 |
-0.0074 |
-0.5% |
1.6253 |
| Range |
0.0210 |
0.0126 |
-0.0084 |
-40.0% |
0.0322 |
| ATR |
0.0166 |
0.0163 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
102,987 |
167,277 |
64,290 |
62.4% |
500,030 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6672 |
1.6602 |
1.6350 |
|
| R3 |
1.6546 |
1.6476 |
1.6316 |
|
| R2 |
1.6420 |
1.6420 |
1.6304 |
|
| R1 |
1.6350 |
1.6350 |
1.6293 |
1.6322 |
| PP |
1.6294 |
1.6294 |
1.6294 |
1.6280 |
| S1 |
1.6224 |
1.6224 |
1.6269 |
1.6196 |
| S2 |
1.6168 |
1.6168 |
1.6258 |
|
| S3 |
1.6042 |
1.6098 |
1.6246 |
|
| S4 |
1.5916 |
1.5972 |
1.6212 |
|
|
| 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 |
1.6131 |
0.0323 |
2.0% |
0.0149 |
0.9% |
46% |
False |
False |
113,479 |
| 10 |
1.6454 |
1.5890 |
0.0564 |
3.5% |
0.0153 |
0.9% |
69% |
False |
False |
106,969 |
| 20 |
1.6454 |
1.5825 |
0.0629 |
3.9% |
0.0156 |
1.0% |
72% |
False |
False |
86,047 |
| 40 |
1.6731 |
1.5825 |
0.0906 |
5.6% |
0.0175 |
1.1% |
50% |
False |
False |
60,428 |
| 60 |
1.6850 |
1.5825 |
0.1025 |
6.3% |
0.0165 |
1.0% |
44% |
False |
False |
40,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6899 |
|
2.618 |
1.6693 |
|
1.618 |
1.6567 |
|
1.000 |
1.6489 |
|
0.618 |
1.6441 |
|
HIGH |
1.6363 |
|
0.618 |
1.6315 |
|
0.500 |
1.6300 |
|
0.382 |
1.6285 |
|
LOW |
1.6237 |
|
0.618 |
1.6159 |
|
1.000 |
1.6111 |
|
1.618 |
1.6033 |
|
2.618 |
1.5907 |
|
4.250 |
1.5702 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6300 |
1.6330 |
| PP |
1.6294 |
1.6313 |
| S1 |
1.6287 |
1.6297 |
|