CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 17-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5663 |
1.5779 |
0.0116 |
0.7% |
1.5599 |
| High |
1.5794 |
1.5813 |
0.0019 |
0.1% |
1.5762 |
| Low |
1.5608 |
1.5662 |
0.0054 |
0.3% |
1.5531 |
| Close |
1.5777 |
1.5685 |
-0.0092 |
-0.6% |
1.5663 |
| Range |
0.0186 |
0.0151 |
-0.0035 |
-18.8% |
0.0231 |
| ATR |
0.0169 |
0.0168 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
124,316 |
128,429 |
4,113 |
3.3% |
718,734 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6173 |
1.6080 |
1.5768 |
|
| R3 |
1.6022 |
1.5929 |
1.5727 |
|
| R2 |
1.5871 |
1.5871 |
1.5713 |
|
| R1 |
1.5778 |
1.5778 |
1.5699 |
1.5749 |
| PP |
1.5720 |
1.5720 |
1.5720 |
1.5706 |
| S1 |
1.5627 |
1.5627 |
1.5671 |
1.5598 |
| S2 |
1.5569 |
1.5569 |
1.5657 |
|
| S3 |
1.5418 |
1.5476 |
1.5643 |
|
| S4 |
1.5267 |
1.5325 |
1.5602 |
|
|
| 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 |
1.5813 |
1.5555 |
0.0258 |
1.6% |
0.0171 |
1.1% |
50% |
True |
False |
140,419 |
| 10 |
1.6068 |
1.5531 |
0.0537 |
3.4% |
0.0176 |
1.1% |
29% |
False |
False |
133,600 |
| 20 |
1.6363 |
1.5531 |
0.0832 |
5.3% |
0.0168 |
1.1% |
19% |
False |
False |
134,911 |
| 40 |
1.6454 |
1.5531 |
0.0923 |
5.9% |
0.0164 |
1.0% |
17% |
False |
False |
109,508 |
| 60 |
1.6731 |
1.5531 |
0.1200 |
7.7% |
0.0173 |
1.1% |
13% |
False |
False |
82,476 |
| 80 |
1.6850 |
1.5531 |
0.1319 |
8.4% |
0.0166 |
1.1% |
12% |
False |
False |
61,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6455 |
|
2.618 |
1.6208 |
|
1.618 |
1.6057 |
|
1.000 |
1.5964 |
|
0.618 |
1.5906 |
|
HIGH |
1.5813 |
|
0.618 |
1.5755 |
|
0.500 |
1.5738 |
|
0.382 |
1.5720 |
|
LOW |
1.5662 |
|
0.618 |
1.5569 |
|
1.000 |
1.5511 |
|
1.618 |
1.5418 |
|
2.618 |
1.5267 |
|
4.250 |
1.5020 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5738 |
1.5695 |
| PP |
1.5720 |
1.5691 |
| S1 |
1.5703 |
1.5688 |
|