CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 03-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4992 |
1.4960 |
-0.0032 |
-0.2% |
1.5449 |
| High |
1.5070 |
1.5131 |
0.0061 |
0.4% |
1.5574 |
| Low |
1.4853 |
1.4958 |
0.0105 |
0.7% |
1.5150 |
| Close |
1.4948 |
1.5093 |
0.0145 |
1.0% |
1.5245 |
| Range |
0.0217 |
0.0173 |
-0.0044 |
-20.3% |
0.0424 |
| ATR |
0.0195 |
0.0194 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
209,836 |
163,389 |
-46,447 |
-22.1% |
677,033 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5580 |
1.5509 |
1.5188 |
|
| R3 |
1.5407 |
1.5336 |
1.5141 |
|
| R2 |
1.5234 |
1.5234 |
1.5125 |
|
| R1 |
1.5163 |
1.5163 |
1.5109 |
1.5199 |
| PP |
1.5061 |
1.5061 |
1.5061 |
1.5078 |
| S1 |
1.4990 |
1.4990 |
1.5077 |
1.5026 |
| S2 |
1.4888 |
1.4888 |
1.5061 |
|
| S3 |
1.4715 |
1.4817 |
1.5045 |
|
| S4 |
1.4542 |
1.4644 |
1.4998 |
|
|
| 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 |
1.5421 |
1.4778 |
0.0643 |
4.3% |
0.0244 |
1.6% |
49% |
False |
False |
166,298 |
| 10 |
1.5687 |
1.4778 |
0.0909 |
6.0% |
0.0194 |
1.3% |
35% |
False |
False |
144,487 |
| 20 |
1.6068 |
1.4778 |
0.1290 |
8.5% |
0.0185 |
1.2% |
24% |
False |
False |
139,043 |
| 40 |
1.6454 |
1.4778 |
0.1676 |
11.1% |
0.0172 |
1.1% |
19% |
False |
False |
128,824 |
| 60 |
1.6666 |
1.4778 |
0.1888 |
12.5% |
0.0172 |
1.1% |
17% |
False |
False |
106,179 |
| 80 |
1.6850 |
1.4778 |
0.2072 |
13.7% |
0.0170 |
1.1% |
15% |
False |
False |
79,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5866 |
|
2.618 |
1.5584 |
|
1.618 |
1.5411 |
|
1.000 |
1.5304 |
|
0.618 |
1.5238 |
|
HIGH |
1.5131 |
|
0.618 |
1.5065 |
|
0.500 |
1.5045 |
|
0.382 |
1.5024 |
|
LOW |
1.4958 |
|
0.618 |
1.4851 |
|
1.000 |
1.4785 |
|
1.618 |
1.4678 |
|
2.618 |
1.4505 |
|
4.250 |
1.4223 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5077 |
1.5059 |
| PP |
1.5061 |
1.5025 |
| S1 |
1.5045 |
1.4992 |
|