CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 25-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5430 |
1.5410 |
-0.0020 |
-0.1% |
1.5663 |
| High |
1.5475 |
1.5421 |
-0.0054 |
-0.3% |
1.5813 |
| Low |
1.5384 |
1.5187 |
-0.0197 |
-1.3% |
1.5336 |
| Close |
1.5396 |
1.5244 |
-0.0152 |
-1.0% |
1.5463 |
| Range |
0.0091 |
0.0234 |
0.0143 |
157.1% |
0.0477 |
| ATR |
0.0167 |
0.0172 |
0.0005 |
2.8% |
0.0000 |
| Volume |
151,052 |
120,674 |
-30,378 |
-20.1% |
487,388 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5986 |
1.5849 |
1.5373 |
|
| R3 |
1.5752 |
1.5615 |
1.5308 |
|
| R2 |
1.5518 |
1.5518 |
1.5287 |
|
| R1 |
1.5381 |
1.5381 |
1.5265 |
1.5333 |
| PP |
1.5284 |
1.5284 |
1.5284 |
1.5260 |
| S1 |
1.5147 |
1.5147 |
1.5223 |
1.5099 |
| S2 |
1.5050 |
1.5050 |
1.5201 |
|
| S3 |
1.4816 |
1.4913 |
1.5180 |
|
| S4 |
1.4582 |
1.4679 |
1.5115 |
|
|
| 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 |
1.5574 |
1.5187 |
0.0387 |
2.5% |
0.0151 |
1.0% |
15% |
False |
True |
125,267 |
| 10 |
1.5813 |
1.5187 |
0.0626 |
4.1% |
0.0162 |
1.1% |
9% |
False |
True |
128,420 |
| 20 |
1.6273 |
1.5187 |
0.1086 |
7.1% |
0.0165 |
1.1% |
5% |
False |
True |
130,160 |
| 40 |
1.6454 |
1.5187 |
0.1267 |
8.3% |
0.0169 |
1.1% |
4% |
False |
True |
116,643 |
| 60 |
1.6710 |
1.5187 |
0.1523 |
10.0% |
0.0169 |
1.1% |
4% |
False |
True |
94,606 |
| 80 |
1.6850 |
1.5187 |
0.1663 |
10.9% |
0.0165 |
1.1% |
3% |
False |
True |
71,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6416 |
|
2.618 |
1.6034 |
|
1.618 |
1.5800 |
|
1.000 |
1.5655 |
|
0.618 |
1.5566 |
|
HIGH |
1.5421 |
|
0.618 |
1.5332 |
|
0.500 |
1.5304 |
|
0.382 |
1.5276 |
|
LOW |
1.5187 |
|
0.618 |
1.5042 |
|
1.000 |
1.4953 |
|
1.618 |
1.4808 |
|
2.618 |
1.4574 |
|
4.250 |
1.4193 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5304 |
1.5381 |
| PP |
1.5284 |
1.5335 |
| S1 |
1.5264 |
1.5290 |
|