CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 04-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4960 |
1.5101 |
0.0141 |
0.9% |
1.5449 |
| High |
1.5131 |
1.5136 |
0.0005 |
0.0% |
1.5574 |
| Low |
1.4958 |
1.5005 |
0.0047 |
0.3% |
1.5150 |
| Close |
1.5093 |
1.5029 |
-0.0064 |
-0.4% |
1.5245 |
| Range |
0.0173 |
0.0131 |
-0.0042 |
-24.3% |
0.0424 |
| ATR |
0.0194 |
0.0189 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
163,389 |
159,277 |
-4,112 |
-2.5% |
677,033 |
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5450 |
1.5370 |
1.5101 |
|
| R3 |
1.5319 |
1.5239 |
1.5065 |
|
| R2 |
1.5188 |
1.5188 |
1.5053 |
|
| R1 |
1.5108 |
1.5108 |
1.5041 |
1.5083 |
| PP |
1.5057 |
1.5057 |
1.5057 |
1.5044 |
| S1 |
1.4977 |
1.4977 |
1.5017 |
1.4952 |
| S2 |
1.4926 |
1.4926 |
1.5005 |
|
| S3 |
1.4795 |
1.4846 |
1.4993 |
|
| S4 |
1.4664 |
1.4715 |
1.4957 |
|
|
| 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 |
1.5319 |
1.4778 |
0.0541 |
3.6% |
0.0223 |
1.5% |
46% |
False |
False |
174,019 |
| 10 |
1.5574 |
1.4778 |
0.0796 |
5.3% |
0.0187 |
1.2% |
32% |
False |
False |
149,643 |
| 20 |
1.5917 |
1.4778 |
0.1139 |
7.6% |
0.0182 |
1.2% |
22% |
False |
False |
142,098 |
| 40 |
1.6454 |
1.4778 |
0.1676 |
11.2% |
0.0171 |
1.1% |
15% |
False |
False |
130,120 |
| 60 |
1.6503 |
1.4778 |
0.1725 |
11.5% |
0.0170 |
1.1% |
15% |
False |
False |
108,784 |
| 80 |
1.6850 |
1.4778 |
0.2072 |
13.8% |
0.0170 |
1.1% |
12% |
False |
False |
81,929 |
| 100 |
1.6850 |
1.4778 |
0.2072 |
13.8% |
0.0166 |
1.1% |
12% |
False |
False |
65,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5693 |
|
2.618 |
1.5479 |
|
1.618 |
1.5348 |
|
1.000 |
1.5267 |
|
0.618 |
1.5217 |
|
HIGH |
1.5136 |
|
0.618 |
1.5086 |
|
0.500 |
1.5071 |
|
0.382 |
1.5055 |
|
LOW |
1.5005 |
|
0.618 |
1.4924 |
|
1.000 |
1.4874 |
|
1.618 |
1.4793 |
|
2.618 |
1.4662 |
|
4.250 |
1.4448 |
|
|
| Fisher Pivots for day following 04-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5071 |
1.5018 |
| PP |
1.5057 |
1.5006 |
| S1 |
1.5043 |
1.4995 |
|