CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5058 |
1.4998 |
-0.0060 |
-0.4% |
1.5157 |
| High |
1.5074 |
1.5017 |
-0.0057 |
-0.4% |
1.5205 |
| Low |
1.4935 |
1.4872 |
-0.0063 |
-0.4% |
1.4778 |
| Close |
1.4987 |
1.4973 |
-0.0014 |
-0.1% |
1.5157 |
| Range |
0.0139 |
0.0145 |
0.0006 |
4.3% |
0.0427 |
| ATR |
0.0183 |
0.0181 |
-0.0003 |
-1.5% |
0.0000 |
| Volume |
158,274 |
147,831 |
-10,443 |
-6.6% |
824,653 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5389 |
1.5326 |
1.5053 |
|
| R3 |
1.5244 |
1.5181 |
1.5013 |
|
| R2 |
1.5099 |
1.5099 |
1.5000 |
|
| R1 |
1.5036 |
1.5036 |
1.4986 |
1.4995 |
| PP |
1.4954 |
1.4954 |
1.4954 |
1.4934 |
| S1 |
1.4891 |
1.4891 |
1.4960 |
1.4850 |
| S2 |
1.4809 |
1.4809 |
1.4946 |
|
| S3 |
1.4664 |
1.4746 |
1.4933 |
|
| S4 |
1.4519 |
1.4601 |
1.4893 |
|
|
| 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 |
1.5196 |
1.4872 |
0.0324 |
2.2% |
0.0151 |
1.0% |
31% |
False |
True |
148,961 |
| 10 |
1.5421 |
1.4778 |
0.0643 |
4.3% |
0.0198 |
1.3% |
30% |
False |
False |
157,630 |
| 20 |
1.5813 |
1.4778 |
0.1035 |
6.9% |
0.0178 |
1.2% |
19% |
False |
False |
144,589 |
| 40 |
1.6454 |
1.4778 |
0.1676 |
11.2% |
0.0170 |
1.1% |
12% |
False |
False |
134,219 |
| 60 |
1.6454 |
1.4778 |
0.1676 |
11.2% |
0.0168 |
1.1% |
12% |
False |
False |
116,856 |
| 80 |
1.6850 |
1.4778 |
0.2072 |
13.8% |
0.0170 |
1.1% |
9% |
False |
False |
89,242 |
| 100 |
1.6850 |
1.4778 |
0.2072 |
13.8% |
0.0166 |
1.1% |
9% |
False |
False |
71,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5633 |
|
2.618 |
1.5397 |
|
1.618 |
1.5252 |
|
1.000 |
1.5162 |
|
0.618 |
1.5107 |
|
HIGH |
1.5017 |
|
0.618 |
1.4962 |
|
0.500 |
1.4945 |
|
0.382 |
1.4927 |
|
LOW |
1.4872 |
|
0.618 |
1.4782 |
|
1.000 |
1.4727 |
|
1.618 |
1.4637 |
|
2.618 |
1.4492 |
|
4.250 |
1.4256 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4964 |
1.5034 |
| PP |
1.4954 |
1.5014 |
| S1 |
1.4945 |
1.4993 |
|