CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 08-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5759 |
1.5599 |
-0.0160 |
-1.0% |
1.5938 |
| High |
1.5771 |
1.5657 |
-0.0114 |
-0.7% |
1.6068 |
| Low |
1.5554 |
1.5531 |
-0.0023 |
-0.1% |
1.5554 |
| Close |
1.5600 |
1.5609 |
0.0009 |
0.1% |
1.5600 |
| Range |
0.0217 |
0.0126 |
-0.0091 |
-41.9% |
0.0514 |
| ATR |
0.0169 |
0.0166 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
165,376 |
175,838 |
10,462 |
6.3% |
629,596 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5977 |
1.5919 |
1.5678 |
|
| R3 |
1.5851 |
1.5793 |
1.5644 |
|
| R2 |
1.5725 |
1.5725 |
1.5632 |
|
| R1 |
1.5667 |
1.5667 |
1.5621 |
1.5696 |
| PP |
1.5599 |
1.5599 |
1.5599 |
1.5614 |
| S1 |
1.5541 |
1.5541 |
1.5597 |
1.5570 |
| S2 |
1.5473 |
1.5473 |
1.5586 |
|
| S3 |
1.5347 |
1.5415 |
1.5574 |
|
| S4 |
1.5221 |
1.5289 |
1.5540 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7283 |
1.6955 |
1.5883 |
|
| R3 |
1.6769 |
1.6441 |
1.5741 |
|
| R2 |
1.6255 |
1.6255 |
1.5694 |
|
| R1 |
1.5927 |
1.5927 |
1.5647 |
1.5834 |
| PP |
1.5741 |
1.5741 |
1.5741 |
1.5694 |
| S1 |
1.5413 |
1.5413 |
1.5553 |
1.5320 |
| S2 |
1.5227 |
1.5227 |
1.5506 |
|
| S3 |
1.4713 |
1.4899 |
1.5459 |
|
| S4 |
1.4199 |
1.4385 |
1.5317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6068 |
1.5531 |
0.0537 |
3.4% |
0.0163 |
1.0% |
15% |
False |
True |
131,644 |
| 10 |
1.6273 |
1.5531 |
0.0742 |
4.8% |
0.0162 |
1.0% |
11% |
False |
True |
130,927 |
| 20 |
1.6454 |
1.5531 |
0.0923 |
5.9% |
0.0162 |
1.0% |
8% |
False |
True |
125,280 |
| 40 |
1.6454 |
1.5531 |
0.0923 |
5.9% |
0.0162 |
1.0% |
8% |
False |
True |
102,103 |
| 60 |
1.6850 |
1.5531 |
0.1319 |
8.5% |
0.0168 |
1.1% |
6% |
False |
True |
69,236 |
| 80 |
1.6850 |
1.5531 |
0.1319 |
8.5% |
0.0162 |
1.0% |
6% |
False |
True |
51,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6193 |
|
2.618 |
1.5987 |
|
1.618 |
1.5861 |
|
1.000 |
1.5783 |
|
0.618 |
1.5735 |
|
HIGH |
1.5657 |
|
0.618 |
1.5609 |
|
0.500 |
1.5594 |
|
0.382 |
1.5579 |
|
LOW |
1.5531 |
|
0.618 |
1.5453 |
|
1.000 |
1.5405 |
|
1.618 |
1.5327 |
|
2.618 |
1.5201 |
|
4.250 |
1.4996 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5604 |
1.5724 |
| PP |
1.5599 |
1.5686 |
| S1 |
1.5594 |
1.5647 |
|