CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 05-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5101 |
1.5026 |
-0.0075 |
-0.5% |
1.5157 |
| High |
1.5136 |
1.5167 |
0.0031 |
0.2% |
1.5205 |
| Low |
1.5005 |
1.4992 |
-0.0013 |
-0.1% |
1.4778 |
| Close |
1.5029 |
1.5157 |
0.0128 |
0.9% |
1.5157 |
| Range |
0.0131 |
0.0175 |
0.0044 |
33.6% |
0.0427 |
| ATR |
0.0189 |
0.0188 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
159,277 |
132,175 |
-27,102 |
-17.0% |
824,653 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5630 |
1.5569 |
1.5253 |
|
| R3 |
1.5455 |
1.5394 |
1.5205 |
|
| R2 |
1.5280 |
1.5280 |
1.5189 |
|
| R1 |
1.5219 |
1.5219 |
1.5173 |
1.5250 |
| PP |
1.5105 |
1.5105 |
1.5105 |
1.5121 |
| S1 |
1.5044 |
1.5044 |
1.5141 |
1.5075 |
| S2 |
1.4930 |
1.4930 |
1.5125 |
|
| S3 |
1.4755 |
1.4869 |
1.5109 |
|
| S4 |
1.4580 |
1.4694 |
1.5061 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6328 |
1.6169 |
1.5392 |
|
| R3 |
1.5901 |
1.5742 |
1.5274 |
|
| R2 |
1.5474 |
1.5474 |
1.5235 |
|
| R1 |
1.5315 |
1.5315 |
1.5196 |
1.5371 |
| PP |
1.5047 |
1.5047 |
1.5047 |
1.5074 |
| S1 |
1.4888 |
1.4888 |
1.5118 |
1.4944 |
| S2 |
1.4620 |
1.4620 |
1.5079 |
|
| S3 |
1.4193 |
1.4461 |
1.5040 |
|
| S4 |
1.3766 |
1.4034 |
1.4922 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5205 |
1.4778 |
0.0427 |
2.8% |
0.0225 |
1.5% |
89% |
False |
False |
164,930 |
| 10 |
1.5574 |
1.4778 |
0.0796 |
5.3% |
0.0189 |
1.2% |
48% |
False |
False |
150,168 |
| 20 |
1.5813 |
1.4778 |
0.1035 |
6.8% |
0.0182 |
1.2% |
37% |
False |
False |
143,659 |
| 40 |
1.6454 |
1.4778 |
0.1676 |
11.1% |
0.0172 |
1.1% |
23% |
False |
False |
130,865 |
| 60 |
1.6465 |
1.4778 |
0.1687 |
11.1% |
0.0170 |
1.1% |
22% |
False |
False |
110,906 |
| 80 |
1.6850 |
1.4778 |
0.2072 |
13.7% |
0.0171 |
1.1% |
18% |
False |
False |
83,579 |
| 100 |
1.6850 |
1.4778 |
0.2072 |
13.7% |
0.0166 |
1.1% |
18% |
False |
False |
66,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5911 |
|
2.618 |
1.5625 |
|
1.618 |
1.5450 |
|
1.000 |
1.5342 |
|
0.618 |
1.5275 |
|
HIGH |
1.5167 |
|
0.618 |
1.5100 |
|
0.500 |
1.5080 |
|
0.382 |
1.5059 |
|
LOW |
1.4992 |
|
0.618 |
1.4884 |
|
1.000 |
1.4817 |
|
1.618 |
1.4709 |
|
2.618 |
1.4534 |
|
4.250 |
1.4248 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5131 |
1.5126 |
| PP |
1.5105 |
1.5094 |
| S1 |
1.5080 |
1.5063 |
|