CME British Pound Future March 2010
Trading Metrics calculated at close of trading on 28-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1.6142 |
1.6168 |
0.0026 |
0.2% |
1.6266 |
High |
1.6240 |
1.6273 |
0.0033 |
0.2% |
1.6454 |
Low |
1.6101 |
1.6106 |
0.0005 |
0.0% |
1.6071 |
Close |
1.6168 |
1.6122 |
-0.0046 |
-0.3% |
1.6112 |
Range |
0.0139 |
0.0167 |
0.0028 |
20.1% |
0.0383 |
ATR |
0.0166 |
0.0166 |
0.0000 |
0.0% |
0.0000 |
Volume |
136,692 |
127,323 |
-9,369 |
-6.9% |
542,045 |
|
Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6668 |
1.6562 |
1.6214 |
|
R3 |
1.6501 |
1.6395 |
1.6168 |
|
R2 |
1.6334 |
1.6334 |
1.6153 |
|
R1 |
1.6228 |
1.6228 |
1.6137 |
1.6198 |
PP |
1.6167 |
1.6167 |
1.6167 |
1.6152 |
S1 |
1.6061 |
1.6061 |
1.6107 |
1.6031 |
S2 |
1.6000 |
1.6000 |
1.6091 |
|
S3 |
1.5833 |
1.5894 |
1.6076 |
|
S4 |
1.5666 |
1.5727 |
1.6030 |
|
|
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 |
1.6279 |
1.6071 |
0.0208 |
1.3% |
0.0171 |
1.1% |
25% |
False |
False |
133,997 |
10 |
1.6454 |
1.6071 |
0.0383 |
2.4% |
0.0162 |
1.0% |
13% |
False |
False |
126,495 |
20 |
1.6454 |
1.5825 |
0.0629 |
3.9% |
0.0170 |
1.1% |
47% |
False |
False |
108,416 |
40 |
1.6710 |
1.5825 |
0.0885 |
5.5% |
0.0170 |
1.1% |
34% |
False |
False |
79,942 |
60 |
1.6850 |
1.5825 |
0.1025 |
6.4% |
0.0165 |
1.0% |
29% |
False |
False |
53,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6983 |
2.618 |
1.6710 |
1.618 |
1.6543 |
1.000 |
1.6440 |
0.618 |
1.6376 |
HIGH |
1.6273 |
0.618 |
1.6209 |
0.500 |
1.6190 |
0.382 |
1.6170 |
LOW |
1.6106 |
0.618 |
1.6003 |
1.000 |
1.5939 |
1.618 |
1.5836 |
2.618 |
1.5669 |
4.250 |
1.5396 |
|
|
Fisher Pivots for day following 28-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1.6190 |
1.6181 |
PP |
1.6167 |
1.6161 |
S1 |
1.6145 |
1.6142 |
|