CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 16-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5693 |
1.5663 |
-0.0030 |
-0.2% |
1.5599 |
| High |
1.5740 |
1.5794 |
0.0054 |
0.3% |
1.5762 |
| Low |
1.5576 |
1.5608 |
0.0032 |
0.2% |
1.5531 |
| Close |
1.5663 |
1.5777 |
0.0114 |
0.7% |
1.5663 |
| Range |
0.0164 |
0.0186 |
0.0022 |
13.4% |
0.0231 |
| ATR |
0.0168 |
0.0169 |
0.0001 |
0.8% |
0.0000 |
| Volume |
153,797 |
124,316 |
-29,481 |
-19.2% |
718,734 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6284 |
1.6217 |
1.5879 |
|
| R3 |
1.6098 |
1.6031 |
1.5828 |
|
| R2 |
1.5912 |
1.5912 |
1.5811 |
|
| R1 |
1.5845 |
1.5845 |
1.5794 |
1.5879 |
| PP |
1.5726 |
1.5726 |
1.5726 |
1.5743 |
| S1 |
1.5659 |
1.5659 |
1.5760 |
1.5693 |
| S2 |
1.5540 |
1.5540 |
1.5743 |
|
| S3 |
1.5354 |
1.5473 |
1.5726 |
|
| S4 |
1.5168 |
1.5287 |
1.5675 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6345 |
1.6235 |
1.5790 |
|
| R3 |
1.6114 |
1.6004 |
1.5727 |
|
| R2 |
1.5883 |
1.5883 |
1.5705 |
|
| R1 |
1.5773 |
1.5773 |
1.5684 |
1.5828 |
| PP |
1.5652 |
1.5652 |
1.5652 |
1.5680 |
| S1 |
1.5542 |
1.5542 |
1.5642 |
1.5597 |
| S2 |
1.5421 |
1.5421 |
1.5621 |
|
| S3 |
1.5190 |
1.5311 |
1.5599 |
|
| S4 |
1.4959 |
1.5080 |
1.5536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5794 |
1.5555 |
0.0239 |
1.5% |
0.0178 |
1.1% |
93% |
True |
False |
133,442 |
| 10 |
1.6068 |
1.5531 |
0.0537 |
3.4% |
0.0171 |
1.1% |
46% |
False |
False |
132,543 |
| 20 |
1.6454 |
1.5531 |
0.0923 |
5.9% |
0.0171 |
1.1% |
27% |
False |
False |
133,639 |
| 40 |
1.6454 |
1.5531 |
0.0923 |
5.9% |
0.0167 |
1.1% |
27% |
False |
False |
109,048 |
| 60 |
1.6816 |
1.5531 |
0.1285 |
8.1% |
0.0172 |
1.1% |
19% |
False |
False |
80,342 |
| 80 |
1.6850 |
1.5531 |
0.1319 |
8.4% |
0.0166 |
1.1% |
19% |
False |
False |
60,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6585 |
|
2.618 |
1.6281 |
|
1.618 |
1.6095 |
|
1.000 |
1.5980 |
|
0.618 |
1.5909 |
|
HIGH |
1.5794 |
|
0.618 |
1.5723 |
|
0.500 |
1.5701 |
|
0.382 |
1.5679 |
|
LOW |
1.5608 |
|
0.618 |
1.5493 |
|
1.000 |
1.5422 |
|
1.618 |
1.5307 |
|
2.618 |
1.5121 |
|
4.250 |
1.4818 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5752 |
1.5743 |
| PP |
1.5726 |
1.5709 |
| S1 |
1.5701 |
1.5675 |
|