CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 15-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5069 |
1.5178 |
0.0109 |
0.7% |
1.5149 |
| High |
1.5240 |
1.5207 |
-0.0033 |
-0.2% |
1.5240 |
| Low |
1.5026 |
1.5021 |
-0.0005 |
0.0% |
1.4872 |
| Close |
1.5172 |
1.5068 |
-0.0104 |
-0.7% |
1.5172 |
| Range |
0.0214 |
0.0186 |
-0.0028 |
-13.1% |
0.0368 |
| ATR |
0.0179 |
0.0180 |
0.0000 |
0.3% |
0.0000 |
| Volume |
83,265 |
24,543 |
-58,722 |
-70.5% |
696,834 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5657 |
1.5548 |
1.5170 |
|
| R3 |
1.5471 |
1.5362 |
1.5119 |
|
| R2 |
1.5285 |
1.5285 |
1.5102 |
|
| R1 |
1.5176 |
1.5176 |
1.5085 |
1.5138 |
| PP |
1.5099 |
1.5099 |
1.5099 |
1.5079 |
| S1 |
1.4990 |
1.4990 |
1.5051 |
1.4952 |
| S2 |
1.4913 |
1.4913 |
1.5034 |
|
| S3 |
1.4727 |
1.4804 |
1.5017 |
|
| S4 |
1.4541 |
1.4618 |
1.4966 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6199 |
1.6053 |
1.5374 |
|
| R3 |
1.5831 |
1.5685 |
1.5273 |
|
| R2 |
1.5463 |
1.5463 |
1.5239 |
|
| R1 |
1.5317 |
1.5317 |
1.5206 |
1.5390 |
| PP |
1.5095 |
1.5095 |
1.5095 |
1.5131 |
| S1 |
1.4949 |
1.4949 |
1.5138 |
1.5022 |
| S2 |
1.4727 |
1.4727 |
1.5105 |
|
| S3 |
1.4359 |
1.4581 |
1.5071 |
|
| S4 |
1.3991 |
1.4213 |
1.4970 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5240 |
1.4872 |
0.0368 |
2.4% |
0.0161 |
1.1% |
53% |
False |
False |
114,825 |
| 10 |
1.5240 |
1.4853 |
0.0387 |
2.6% |
0.0167 |
1.1% |
56% |
False |
False |
138,605 |
| 20 |
1.5813 |
1.4778 |
0.1035 |
6.9% |
0.0178 |
1.2% |
28% |
False |
False |
135,522 |
| 40 |
1.6454 |
1.4778 |
0.1676 |
11.1% |
0.0173 |
1.1% |
17% |
False |
False |
133,511 |
| 60 |
1.6454 |
1.4778 |
0.1676 |
11.1% |
0.0170 |
1.1% |
17% |
False |
False |
117,275 |
| 80 |
1.6850 |
1.4778 |
0.2072 |
13.8% |
0.0172 |
1.1% |
14% |
False |
False |
92,589 |
| 100 |
1.6850 |
1.4778 |
0.2072 |
13.8% |
0.0168 |
1.1% |
14% |
False |
False |
74,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5998 |
|
2.618 |
1.5694 |
|
1.618 |
1.5508 |
|
1.000 |
1.5393 |
|
0.618 |
1.5322 |
|
HIGH |
1.5207 |
|
0.618 |
1.5136 |
|
0.500 |
1.5114 |
|
0.382 |
1.5092 |
|
LOW |
1.5021 |
|
0.618 |
1.4906 |
|
1.000 |
1.4835 |
|
1.618 |
1.4720 |
|
2.618 |
1.4534 |
|
4.250 |
1.4231 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5114 |
1.5093 |
| PP |
1.5099 |
1.5084 |
| S1 |
1.5083 |
1.5076 |
|