CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 23-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5449 |
1.5476 |
0.0027 |
0.2% |
1.5663 |
| High |
1.5519 |
1.5574 |
0.0055 |
0.4% |
1.5813 |
| Low |
1.5429 |
1.5391 |
-0.0038 |
-0.2% |
1.5336 |
| Close |
1.5486 |
1.5441 |
-0.0045 |
-0.3% |
1.5463 |
| Range |
0.0090 |
0.0183 |
0.0093 |
103.3% |
0.0477 |
| ATR |
0.0172 |
0.0173 |
0.0001 |
0.4% |
0.0000 |
| Volume |
135,876 |
91,812 |
-44,064 |
-32.4% |
487,388 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6018 |
1.5912 |
1.5542 |
|
| R3 |
1.5835 |
1.5729 |
1.5491 |
|
| R2 |
1.5652 |
1.5652 |
1.5475 |
|
| R1 |
1.5546 |
1.5546 |
1.5458 |
1.5508 |
| PP |
1.5469 |
1.5469 |
1.5469 |
1.5449 |
| S1 |
1.5363 |
1.5363 |
1.5424 |
1.5325 |
| S2 |
1.5286 |
1.5286 |
1.5407 |
|
| S3 |
1.5103 |
1.5180 |
1.5391 |
|
| S4 |
1.4920 |
1.4997 |
1.5340 |
|
|
| 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% |
0.0156 |
1.0% |
22% |
False |
False |
118,152 |
| 10 |
1.5813 |
1.5336 |
0.0477 |
3.1% |
0.0167 |
1.1% |
22% |
False |
False |
125,797 |
| 20 |
1.6273 |
1.5336 |
0.0937 |
6.1% |
0.0165 |
1.1% |
11% |
False |
False |
128,362 |
| 40 |
1.6454 |
1.5336 |
0.1118 |
7.2% |
0.0165 |
1.1% |
9% |
False |
False |
111,792 |
| 60 |
1.6731 |
1.5336 |
0.1395 |
9.0% |
0.0174 |
1.1% |
8% |
False |
False |
90,145 |
| 80 |
1.6850 |
1.5336 |
0.1514 |
9.8% |
0.0165 |
1.1% |
7% |
False |
False |
67,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6352 |
|
2.618 |
1.6053 |
|
1.618 |
1.5870 |
|
1.000 |
1.5757 |
|
0.618 |
1.5687 |
|
HIGH |
1.5574 |
|
0.618 |
1.5504 |
|
0.500 |
1.5483 |
|
0.382 |
1.5461 |
|
LOW |
1.5391 |
|
0.618 |
1.5278 |
|
1.000 |
1.5208 |
|
1.618 |
1.5095 |
|
2.618 |
1.4912 |
|
4.250 |
1.4613 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5483 |
1.5455 |
| PP |
1.5469 |
1.5450 |
| S1 |
1.5455 |
1.5446 |
|