CME British Pound Future June 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 |
1.4958 |
1.5097 |
0.0139 |
0.9% |
1.5426 |
| High |
1.5120 |
1.5123 |
0.0003 |
0.0% |
1.5556 |
| Low |
1.4957 |
1.4996 |
0.0039 |
0.3% |
1.5143 |
| Close |
1.5083 |
1.5020 |
-0.0063 |
-0.4% |
1.5236 |
| Range |
0.0163 |
0.0127 |
-0.0036 |
-22.1% |
0.0413 |
| ATR |
0.0178 |
0.0174 |
-0.0004 |
-2.0% |
0.0000 |
| Volume |
4,122 |
6,224 |
2,102 |
51.0% |
4,927 |
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5427 |
1.5351 |
1.5090 |
|
| R3 |
1.5300 |
1.5224 |
1.5055 |
|
| R2 |
1.5173 |
1.5173 |
1.5043 |
|
| R1 |
1.5097 |
1.5097 |
1.5032 |
1.5072 |
| PP |
1.5046 |
1.5046 |
1.5046 |
1.5034 |
| S1 |
1.4970 |
1.4970 |
1.5008 |
1.4945 |
| S2 |
1.4919 |
1.4919 |
1.4997 |
|
| S3 |
1.4792 |
1.4843 |
1.4985 |
|
| S4 |
1.4665 |
1.4716 |
1.4950 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6551 |
1.6306 |
1.5463 |
|
| R3 |
1.6138 |
1.5893 |
1.5350 |
|
| R2 |
1.5725 |
1.5725 |
1.5312 |
|
| R1 |
1.5480 |
1.5480 |
1.5274 |
1.5396 |
| PP |
1.5312 |
1.5312 |
1.5312 |
1.5270 |
| S1 |
1.5067 |
1.5067 |
1.5198 |
1.4983 |
| S2 |
1.4899 |
1.4899 |
1.5160 |
|
| S3 |
1.4486 |
1.4654 |
1.5122 |
|
| S4 |
1.4073 |
1.4241 |
1.5009 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5663 |
|
2.618 |
1.5455 |
|
1.618 |
1.5328 |
|
1.000 |
1.5250 |
|
0.618 |
1.5201 |
|
HIGH |
1.5123 |
|
0.618 |
1.5074 |
|
0.500 |
1.5060 |
|
0.382 |
1.5045 |
|
LOW |
1.4996 |
|
0.618 |
1.4918 |
|
1.000 |
1.4869 |
|
1.618 |
1.4791 |
|
2.618 |
1.4664 |
|
4.250 |
1.4456 |
|
|
| Fisher Pivots for day following 04-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5060 |
1.5008 |
| PP |
1.5046 |
1.4997 |
| S1 |
1.5033 |
1.4985 |
|