CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 01-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6122 |
1.5938 |
-0.0184 |
-1.1% |
1.6100 |
| High |
1.6174 |
1.5975 |
-0.0199 |
-1.2% |
1.6273 |
| Low |
1.5975 |
1.5845 |
-0.0130 |
-0.8% |
1.5975 |
| Close |
1.5986 |
1.5949 |
-0.0037 |
-0.2% |
1.5986 |
| Range |
0.0199 |
0.0130 |
-0.0069 |
-34.7% |
0.0298 |
| ATR |
0.0169 |
0.0167 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
140,758 |
147,214 |
6,456 |
4.6% |
658,098 |
|
| Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6313 |
1.6261 |
1.6021 |
|
| R3 |
1.6183 |
1.6131 |
1.5985 |
|
| R2 |
1.6053 |
1.6053 |
1.5973 |
|
| R1 |
1.6001 |
1.6001 |
1.5961 |
1.6027 |
| PP |
1.5923 |
1.5923 |
1.5923 |
1.5936 |
| S1 |
1.5871 |
1.5871 |
1.5937 |
1.5897 |
| S2 |
1.5793 |
1.5793 |
1.5925 |
|
| S3 |
1.5663 |
1.5741 |
1.5913 |
|
| S4 |
1.5533 |
1.5611 |
1.5878 |
|
|
| 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 |
1.5845 |
0.0428 |
2.7% |
0.0162 |
1.0% |
24% |
False |
True |
130,210 |
| 10 |
1.6454 |
1.5845 |
0.0609 |
3.8% |
0.0171 |
1.1% |
17% |
False |
True |
134,735 |
| 20 |
1.6454 |
1.5845 |
0.0609 |
3.8% |
0.0164 |
1.0% |
17% |
False |
True |
115,426 |
| 40 |
1.6710 |
1.5825 |
0.0885 |
5.5% |
0.0168 |
1.1% |
14% |
False |
False |
86,949 |
| 60 |
1.6850 |
1.5825 |
0.1025 |
6.4% |
0.0166 |
1.0% |
12% |
False |
False |
58,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6528 |
|
2.618 |
1.6315 |
|
1.618 |
1.6185 |
|
1.000 |
1.6105 |
|
0.618 |
1.6055 |
|
HIGH |
1.5975 |
|
0.618 |
1.5925 |
|
0.500 |
1.5910 |
|
0.382 |
1.5895 |
|
LOW |
1.5845 |
|
0.618 |
1.5765 |
|
1.000 |
1.5715 |
|
1.618 |
1.5635 |
|
2.618 |
1.5505 |
|
4.250 |
1.5293 |
|
|
| Fisher Pivots for day following 01-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5936 |
1.6059 |
| PP |
1.5923 |
1.6022 |
| S1 |
1.5910 |
1.5986 |
|