CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 19-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5682 |
1.5485 |
-0.0197 |
-1.3% |
1.5663 |
| High |
1.5687 |
1.5493 |
-0.0194 |
-1.2% |
1.5813 |
| Low |
1.5487 |
1.5336 |
-0.0151 |
-1.0% |
1.5336 |
| Close |
1.5624 |
1.5463 |
-0.0161 |
-1.0% |
1.5463 |
| Range |
0.0200 |
0.0157 |
-0.0043 |
-21.5% |
0.0477 |
| ATR |
0.0170 |
0.0179 |
0.0008 |
4.9% |
0.0000 |
| Volume |
107,722 |
126,921 |
19,199 |
17.8% |
487,388 |
|
| Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5902 |
1.5839 |
1.5549 |
|
| R3 |
1.5745 |
1.5682 |
1.5506 |
|
| R2 |
1.5588 |
1.5588 |
1.5492 |
|
| R1 |
1.5525 |
1.5525 |
1.5477 |
1.5478 |
| PP |
1.5431 |
1.5431 |
1.5431 |
1.5407 |
| S1 |
1.5368 |
1.5368 |
1.5449 |
1.5321 |
| S2 |
1.5274 |
1.5274 |
1.5434 |
|
| S3 |
1.5117 |
1.5211 |
1.5420 |
|
| S4 |
1.4960 |
1.5054 |
1.5377 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6968 |
1.6693 |
1.5725 |
|
| R3 |
1.6491 |
1.6216 |
1.5594 |
|
| R2 |
1.6014 |
1.6014 |
1.5550 |
|
| R1 |
1.5739 |
1.5739 |
1.5507 |
1.5638 |
| PP |
1.5537 |
1.5537 |
1.5537 |
1.5487 |
| S1 |
1.5262 |
1.5262 |
1.5419 |
1.5161 |
| S2 |
1.5060 |
1.5060 |
1.5376 |
|
| S3 |
1.4583 |
1.4785 |
1.5332 |
|
| S4 |
1.4106 |
1.4308 |
1.5201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5813 |
1.5336 |
0.0477 |
3.1% |
0.0172 |
1.1% |
27% |
False |
True |
128,237 |
| 10 |
1.5813 |
1.5336 |
0.0477 |
3.1% |
0.0174 |
1.1% |
27% |
False |
True |
137,149 |
| 20 |
1.6279 |
1.5336 |
0.0943 |
6.1% |
0.0170 |
1.1% |
13% |
False |
True |
132,323 |
| 40 |
1.6454 |
1.5336 |
0.1118 |
7.2% |
0.0164 |
1.1% |
11% |
False |
True |
109,441 |
| 60 |
1.6731 |
1.5336 |
0.1395 |
9.0% |
0.0174 |
1.1% |
9% |
False |
True |
86,371 |
| 80 |
1.6850 |
1.5336 |
0.1514 |
9.8% |
0.0164 |
1.1% |
8% |
False |
True |
64,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6160 |
|
2.618 |
1.5904 |
|
1.618 |
1.5747 |
|
1.000 |
1.5650 |
|
0.618 |
1.5590 |
|
HIGH |
1.5493 |
|
0.618 |
1.5433 |
|
0.500 |
1.5415 |
|
0.382 |
1.5396 |
|
LOW |
1.5336 |
|
0.618 |
1.5239 |
|
1.000 |
1.5179 |
|
1.618 |
1.5082 |
|
2.618 |
1.4925 |
|
4.250 |
1.4669 |
|
|
| Fisher Pivots for day following 19-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5447 |
1.5575 |
| PP |
1.5431 |
1.5537 |
| S1 |
1.5415 |
1.5500 |
|