CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 18-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5779 |
1.5682 |
-0.0097 |
-0.6% |
1.5599 |
| High |
1.5813 |
1.5687 |
-0.0126 |
-0.8% |
1.5762 |
| Low |
1.5662 |
1.5487 |
-0.0175 |
-1.1% |
1.5531 |
| Close |
1.5685 |
1.5624 |
-0.0061 |
-0.4% |
1.5663 |
| Range |
0.0151 |
0.0200 |
0.0049 |
32.5% |
0.0231 |
| ATR |
0.0168 |
0.0170 |
0.0002 |
1.4% |
0.0000 |
| Volume |
128,429 |
107,722 |
-20,707 |
-16.1% |
718,734 |
|
| Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6199 |
1.6112 |
1.5734 |
|
| R3 |
1.5999 |
1.5912 |
1.5679 |
|
| R2 |
1.5799 |
1.5799 |
1.5661 |
|
| R1 |
1.5712 |
1.5712 |
1.5642 |
1.5656 |
| PP |
1.5599 |
1.5599 |
1.5599 |
1.5571 |
| S1 |
1.5512 |
1.5512 |
1.5606 |
1.5456 |
| S2 |
1.5399 |
1.5399 |
1.5587 |
|
| S3 |
1.5199 |
1.5312 |
1.5569 |
|
| S4 |
1.4999 |
1.5112 |
1.5514 |
|
|
| 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 |
1.5487 |
0.0326 |
2.1% |
0.0172 |
1.1% |
42% |
False |
True |
131,573 |
| 10 |
1.5917 |
1.5487 |
0.0430 |
2.8% |
0.0177 |
1.1% |
32% |
False |
True |
134,552 |
| 20 |
1.6306 |
1.5487 |
0.0819 |
5.2% |
0.0171 |
1.1% |
17% |
False |
True |
131,933 |
| 40 |
1.6454 |
1.5487 |
0.0967 |
6.2% |
0.0164 |
1.0% |
14% |
False |
True |
108,990 |
| 60 |
1.6731 |
1.5487 |
0.1244 |
8.0% |
0.0174 |
1.1% |
11% |
False |
True |
84,263 |
| 80 |
1.6850 |
1.5487 |
0.1363 |
8.7% |
0.0167 |
1.1% |
10% |
False |
True |
63,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6537 |
|
2.618 |
1.6211 |
|
1.618 |
1.6011 |
|
1.000 |
1.5887 |
|
0.618 |
1.5811 |
|
HIGH |
1.5687 |
|
0.618 |
1.5611 |
|
0.500 |
1.5587 |
|
0.382 |
1.5563 |
|
LOW |
1.5487 |
|
0.618 |
1.5363 |
|
1.000 |
1.5287 |
|
1.618 |
1.5163 |
|
2.618 |
1.4963 |
|
4.250 |
1.4637 |
|
|
| Fisher Pivots for day following 18-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5612 |
1.5650 |
| PP |
1.5599 |
1.5641 |
| S1 |
1.5587 |
1.5633 |
|