CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 27-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6239 |
1.6142 |
-0.0097 |
-0.6% |
1.6266 |
| High |
1.6263 |
1.6240 |
-0.0023 |
-0.1% |
1.6454 |
| Low |
1.6088 |
1.6101 |
0.0013 |
0.1% |
1.6071 |
| Close |
1.6139 |
1.6168 |
0.0029 |
0.2% |
1.6112 |
| Range |
0.0175 |
0.0139 |
-0.0036 |
-20.6% |
0.0383 |
| ATR |
0.0168 |
0.0166 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
99,066 |
136,692 |
37,626 |
38.0% |
542,045 |
|
| Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6587 |
1.6516 |
1.6244 |
|
| R3 |
1.6448 |
1.6377 |
1.6206 |
|
| R2 |
1.6309 |
1.6309 |
1.6193 |
|
| R1 |
1.6238 |
1.6238 |
1.6181 |
1.6274 |
| PP |
1.6170 |
1.6170 |
1.6170 |
1.6187 |
| S1 |
1.6099 |
1.6099 |
1.6155 |
1.6135 |
| S2 |
1.6031 |
1.6031 |
1.6143 |
|
| S3 |
1.5892 |
1.5960 |
1.6130 |
|
| S4 |
1.5753 |
1.5821 |
1.6092 |
|
|
| 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 |
1.6306 |
1.6071 |
0.0235 |
1.5% |
0.0175 |
1.1% |
41% |
False |
False |
132,359 |
| 10 |
1.6454 |
1.6071 |
0.0383 |
2.4% |
0.0162 |
1.0% |
25% |
False |
False |
122,919 |
| 20 |
1.6454 |
1.5825 |
0.0629 |
3.9% |
0.0172 |
1.1% |
55% |
False |
False |
103,125 |
| 40 |
1.6710 |
1.5825 |
0.0885 |
5.5% |
0.0171 |
1.1% |
39% |
False |
False |
76,829 |
| 60 |
1.6850 |
1.5825 |
0.1025 |
6.3% |
0.0164 |
1.0% |
33% |
False |
False |
51,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6831 |
|
2.618 |
1.6604 |
|
1.618 |
1.6465 |
|
1.000 |
1.6379 |
|
0.618 |
1.6326 |
|
HIGH |
1.6240 |
|
0.618 |
1.6187 |
|
0.500 |
1.6171 |
|
0.382 |
1.6154 |
|
LOW |
1.6101 |
|
0.618 |
1.6015 |
|
1.000 |
1.5962 |
|
1.618 |
1.5876 |
|
2.618 |
1.5737 |
|
4.250 |
1.5510 |
|
|
| Fisher Pivots for day following 27-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6171 |
1.6176 |
| PP |
1.6170 |
1.6173 |
| S1 |
1.6169 |
1.6171 |
|