CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 29-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6168 |
1.6122 |
-0.0046 |
-0.3% |
1.6100 |
| High |
1.6273 |
1.6174 |
-0.0099 |
-0.6% |
1.6273 |
| Low |
1.6106 |
1.5975 |
-0.0131 |
-0.8% |
1.5975 |
| Close |
1.6122 |
1.5986 |
-0.0136 |
-0.8% |
1.5986 |
| Range |
0.0167 |
0.0199 |
0.0032 |
19.2% |
0.0298 |
| ATR |
0.0166 |
0.0169 |
0.0002 |
1.4% |
0.0000 |
| Volume |
127,323 |
140,758 |
13,435 |
10.6% |
658,098 |
|
| Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6642 |
1.6513 |
1.6095 |
|
| R3 |
1.6443 |
1.6314 |
1.6041 |
|
| R2 |
1.6244 |
1.6244 |
1.6022 |
|
| R1 |
1.6115 |
1.6115 |
1.6004 |
1.6080 |
| PP |
1.6045 |
1.6045 |
1.6045 |
1.6028 |
| S1 |
1.5916 |
1.5916 |
1.5968 |
1.5881 |
| S2 |
1.5846 |
1.5846 |
1.5950 |
|
| S3 |
1.5647 |
1.5717 |
1.5931 |
|
| S4 |
1.5448 |
1.5518 |
1.5877 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6972 |
1.6777 |
1.6150 |
|
| R3 |
1.6674 |
1.6479 |
1.6068 |
|
| R2 |
1.6376 |
1.6376 |
1.6041 |
|
| R1 |
1.6181 |
1.6181 |
1.6013 |
1.6130 |
| PP |
1.6078 |
1.6078 |
1.6078 |
1.6052 |
| S1 |
1.5883 |
1.5883 |
1.5959 |
1.5832 |
| S2 |
1.5780 |
1.5780 |
1.5931 |
|
| S3 |
1.5482 |
1.5585 |
1.5904 |
|
| S4 |
1.5184 |
1.5287 |
1.5822 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6273 |
1.5975 |
0.0298 |
1.9% |
0.0169 |
1.1% |
4% |
False |
True |
131,619 |
| 10 |
1.6454 |
1.5975 |
0.0479 |
3.0% |
0.0172 |
1.1% |
2% |
False |
True |
128,167 |
| 20 |
1.6454 |
1.5890 |
0.0564 |
3.5% |
0.0167 |
1.0% |
17% |
False |
False |
111,896 |
| 40 |
1.6710 |
1.5825 |
0.0885 |
5.5% |
0.0169 |
1.1% |
18% |
False |
False |
83,417 |
| 60 |
1.6850 |
1.5825 |
0.1025 |
6.4% |
0.0167 |
1.0% |
16% |
False |
False |
55,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7020 |
|
2.618 |
1.6695 |
|
1.618 |
1.6496 |
|
1.000 |
1.6373 |
|
0.618 |
1.6297 |
|
HIGH |
1.6174 |
|
0.618 |
1.6098 |
|
0.500 |
1.6075 |
|
0.382 |
1.6051 |
|
LOW |
1.5975 |
|
0.618 |
1.5852 |
|
1.000 |
1.5776 |
|
1.618 |
1.5653 |
|
2.618 |
1.5454 |
|
4.250 |
1.5129 |
|
|
| Fisher Pivots for day following 29-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6075 |
1.6124 |
| PP |
1.6045 |
1.6078 |
| S1 |
1.6016 |
1.6032 |
|