CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5974 |
1.5898 |
-0.0076 |
-0.5% |
1.6100 |
| High |
1.6068 |
1.5917 |
-0.0151 |
-0.9% |
1.6273 |
| Low |
1.5873 |
1.5734 |
-0.0139 |
-0.9% |
1.5975 |
| Close |
1.5891 |
1.5752 |
-0.0139 |
-0.9% |
1.5986 |
| Range |
0.0195 |
0.0183 |
-0.0012 |
-6.2% |
0.0298 |
| ATR |
0.0164 |
0.0165 |
0.0001 |
0.8% |
0.0000 |
| Volume |
98,193 |
100,952 |
2,759 |
2.8% |
658,098 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6350 |
1.6234 |
1.5853 |
|
| R3 |
1.6167 |
1.6051 |
1.5802 |
|
| R2 |
1.5984 |
1.5984 |
1.5786 |
|
| R1 |
1.5868 |
1.5868 |
1.5769 |
1.5835 |
| PP |
1.5801 |
1.5801 |
1.5801 |
1.5784 |
| S1 |
1.5685 |
1.5685 |
1.5735 |
1.5652 |
| S2 |
1.5618 |
1.5618 |
1.5718 |
|
| S3 |
1.5435 |
1.5502 |
1.5702 |
|
| S4 |
1.5252 |
1.5319 |
1.5651 |
|
|
| 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 |
1.6174 |
1.5734 |
0.0440 |
2.8% |
0.0160 |
1.0% |
4% |
False |
True |
120,995 |
| 10 |
1.6279 |
1.5734 |
0.0545 |
3.5% |
0.0166 |
1.1% |
3% |
False |
True |
127,496 |
| 20 |
1.6454 |
1.5734 |
0.0720 |
4.6% |
0.0162 |
1.0% |
3% |
False |
True |
118,071 |
| 40 |
1.6465 |
1.5734 |
0.0731 |
4.6% |
0.0164 |
1.0% |
2% |
False |
True |
94,530 |
| 60 |
1.6850 |
1.5734 |
0.1116 |
7.1% |
0.0167 |
1.1% |
2% |
False |
True |
63,552 |
| 80 |
1.6850 |
1.5718 |
0.1132 |
7.2% |
0.0162 |
1.0% |
3% |
False |
False |
47,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6695 |
|
2.618 |
1.6396 |
|
1.618 |
1.6213 |
|
1.000 |
1.6100 |
|
0.618 |
1.6030 |
|
HIGH |
1.5917 |
|
0.618 |
1.5847 |
|
0.500 |
1.5826 |
|
0.382 |
1.5804 |
|
LOW |
1.5734 |
|
0.618 |
1.5621 |
|
1.000 |
1.5551 |
|
1.618 |
1.5438 |
|
2.618 |
1.5255 |
|
4.250 |
1.4956 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5826 |
1.5901 |
| PP |
1.5801 |
1.5851 |
| S1 |
1.5777 |
1.5802 |
|