CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 01-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5262 |
1.5157 |
-0.0105 |
-0.7% |
1.5449 |
| High |
1.5319 |
1.5205 |
-0.0114 |
-0.7% |
1.5574 |
| Low |
1.5150 |
1.4778 |
-0.0372 |
-2.5% |
1.5150 |
| Close |
1.5245 |
1.5008 |
-0.0237 |
-1.6% |
1.5245 |
| Range |
0.0169 |
0.0427 |
0.0258 |
152.7% |
0.0424 |
| ATR |
0.0172 |
0.0193 |
0.0021 |
12.3% |
0.0000 |
| Volume |
177,619 |
159,976 |
-17,643 |
-9.9% |
677,033 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6278 |
1.6070 |
1.5243 |
|
| R3 |
1.5851 |
1.5643 |
1.5125 |
|
| R2 |
1.5424 |
1.5424 |
1.5086 |
|
| R1 |
1.5216 |
1.5216 |
1.5047 |
1.5107 |
| PP |
1.4997 |
1.4997 |
1.4997 |
1.4942 |
| S1 |
1.4789 |
1.4789 |
1.4969 |
1.4680 |
| S2 |
1.4570 |
1.4570 |
1.4930 |
|
| S3 |
1.4143 |
1.4362 |
1.4891 |
|
| S4 |
1.3716 |
1.3935 |
1.4773 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6595 |
1.6344 |
1.5478 |
|
| R3 |
1.6171 |
1.5920 |
1.5362 |
|
| R2 |
1.5747 |
1.5747 |
1.5323 |
|
| R1 |
1.5496 |
1.5496 |
1.5284 |
1.5410 |
| PP |
1.5323 |
1.5323 |
1.5323 |
1.5280 |
| S1 |
1.5072 |
1.5072 |
1.5206 |
1.4986 |
| S2 |
1.4899 |
1.4899 |
1.5167 |
|
| S3 |
1.4475 |
1.4648 |
1.5128 |
|
| S4 |
1.4051 |
1.4224 |
1.5012 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5574 |
1.4778 |
0.0796 |
5.3% |
0.0221 |
1.5% |
29% |
False |
True |
140,226 |
| 10 |
1.5813 |
1.4778 |
0.1035 |
6.9% |
0.0189 |
1.3% |
22% |
False |
True |
132,439 |
| 20 |
1.6068 |
1.4778 |
0.1290 |
8.6% |
0.0177 |
1.2% |
18% |
False |
True |
133,636 |
| 40 |
1.6454 |
1.4778 |
0.1676 |
11.2% |
0.0172 |
1.1% |
14% |
False |
True |
122,766 |
| 60 |
1.6710 |
1.4778 |
0.1932 |
12.9% |
0.0172 |
1.1% |
12% |
False |
True |
100,157 |
| 80 |
1.6850 |
1.4778 |
0.2072 |
13.8% |
0.0169 |
1.1% |
11% |
False |
True |
75,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7020 |
|
2.618 |
1.6323 |
|
1.618 |
1.5896 |
|
1.000 |
1.5632 |
|
0.618 |
1.5469 |
|
HIGH |
1.5205 |
|
0.618 |
1.5042 |
|
0.500 |
1.4992 |
|
0.382 |
1.4941 |
|
LOW |
1.4778 |
|
0.618 |
1.4514 |
|
1.000 |
1.4351 |
|
1.618 |
1.4087 |
|
2.618 |
1.3660 |
|
4.250 |
1.2963 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5003 |
1.5100 |
| PP |
1.4997 |
1.5069 |
| S1 |
1.4992 |
1.5039 |
|