CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 22-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6287 |
1.6186 |
-0.0101 |
-0.6% |
1.6266 |
| High |
1.6306 |
1.6279 |
-0.0027 |
-0.2% |
1.6454 |
| Low |
1.6117 |
1.6071 |
-0.0046 |
-0.3% |
1.6071 |
| Close |
1.6203 |
1.6112 |
-0.0091 |
-0.6% |
1.6112 |
| Range |
0.0189 |
0.0208 |
0.0019 |
10.1% |
0.0383 |
| ATR |
0.0165 |
0.0168 |
0.0003 |
1.9% |
0.0000 |
| Volume |
119,134 |
152,647 |
33,513 |
28.1% |
542,045 |
|
| Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6778 |
1.6653 |
1.6226 |
|
| R3 |
1.6570 |
1.6445 |
1.6169 |
|
| R2 |
1.6362 |
1.6362 |
1.6150 |
|
| R1 |
1.6237 |
1.6237 |
1.6131 |
1.6196 |
| PP |
1.6154 |
1.6154 |
1.6154 |
1.6133 |
| S1 |
1.6029 |
1.6029 |
1.6093 |
1.5988 |
| S2 |
1.5946 |
1.5946 |
1.6074 |
|
| S3 |
1.5738 |
1.5821 |
1.6055 |
|
| S4 |
1.5530 |
1.5613 |
1.5998 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7361 |
1.7120 |
1.6323 |
|
| R3 |
1.6978 |
1.6737 |
1.6217 |
|
| R2 |
1.6595 |
1.6595 |
1.6182 |
|
| R1 |
1.6354 |
1.6354 |
1.6147 |
1.6283 |
| PP |
1.6212 |
1.6212 |
1.6212 |
1.6177 |
| S1 |
1.5971 |
1.5971 |
1.6077 |
1.5900 |
| S2 |
1.5829 |
1.5829 |
1.6042 |
|
| S3 |
1.5446 |
1.5588 |
1.6007 |
|
| S4 |
1.5063 |
1.5205 |
1.5901 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6454 |
1.6071 |
0.0383 |
2.4% |
0.0175 |
1.1% |
11% |
False |
True |
124,715 |
| 10 |
1.6454 |
1.5908 |
0.0546 |
3.4% |
0.0164 |
1.0% |
37% |
False |
False |
113,294 |
| 20 |
1.6454 |
1.5825 |
0.0629 |
3.9% |
0.0160 |
1.0% |
46% |
False |
False |
91,144 |
| 40 |
1.6731 |
1.5825 |
0.0906 |
5.6% |
0.0177 |
1.1% |
32% |
False |
False |
67,192 |
| 60 |
1.6850 |
1.5825 |
0.1025 |
6.4% |
0.0164 |
1.0% |
28% |
False |
False |
44,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7163 |
|
2.618 |
1.6824 |
|
1.618 |
1.6616 |
|
1.000 |
1.6487 |
|
0.618 |
1.6408 |
|
HIGH |
1.6279 |
|
0.618 |
1.6200 |
|
0.500 |
1.6175 |
|
0.382 |
1.6150 |
|
LOW |
1.6071 |
|
0.618 |
1.5942 |
|
1.000 |
1.5863 |
|
1.618 |
1.5734 |
|
2.618 |
1.5526 |
|
4.250 |
1.5187 |
|
|
| Fisher Pivots for day following 22-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6175 |
1.6217 |
| PP |
1.6154 |
1.6182 |
| S1 |
1.6133 |
1.6147 |
|