CME British Pound Future June 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 |
1.5097 |
1.5020 |
-0.0077 |
-0.5% |
1.5172 |
| High |
1.5123 |
1.5158 |
0.0035 |
0.2% |
1.5187 |
| Low |
1.4996 |
1.4983 |
-0.0013 |
-0.1% |
1.4772 |
| Close |
1.5020 |
1.5148 |
0.0128 |
0.9% |
1.5148 |
| Range |
0.0127 |
0.0175 |
0.0048 |
37.8% |
0.0415 |
| ATR |
0.0174 |
0.0174 |
0.0000 |
0.0% |
0.0000 |
| Volume |
6,224 |
5,669 |
-555 |
-8.9% |
21,383 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5621 |
1.5560 |
1.5244 |
|
| R3 |
1.5446 |
1.5385 |
1.5196 |
|
| R2 |
1.5271 |
1.5271 |
1.5180 |
|
| R1 |
1.5210 |
1.5210 |
1.5164 |
1.5241 |
| PP |
1.5096 |
1.5096 |
1.5096 |
1.5112 |
| S1 |
1.5035 |
1.5035 |
1.5132 |
1.5066 |
| S2 |
1.4921 |
1.4921 |
1.5116 |
|
| S3 |
1.4746 |
1.4860 |
1.5100 |
|
| S4 |
1.4571 |
1.4685 |
1.5052 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6281 |
1.6129 |
1.5376 |
|
| R3 |
1.5866 |
1.5714 |
1.5262 |
|
| R2 |
1.5451 |
1.5451 |
1.5224 |
|
| R1 |
1.5299 |
1.5299 |
1.5186 |
1.5168 |
| PP |
1.5036 |
1.5036 |
1.5036 |
1.4970 |
| S1 |
1.4884 |
1.4884 |
1.5110 |
1.4753 |
| S2 |
1.4621 |
1.4621 |
1.5072 |
|
| S3 |
1.4206 |
1.4469 |
1.5034 |
|
| S4 |
1.3791 |
1.4054 |
1.4920 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5902 |
|
2.618 |
1.5616 |
|
1.618 |
1.5441 |
|
1.000 |
1.5333 |
|
0.618 |
1.5266 |
|
HIGH |
1.5158 |
|
0.618 |
1.5091 |
|
0.500 |
1.5071 |
|
0.382 |
1.5050 |
|
LOW |
1.4983 |
|
0.618 |
1.4875 |
|
1.000 |
1.4808 |
|
1.618 |
1.4700 |
|
2.618 |
1.4525 |
|
4.250 |
1.4239 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5122 |
1.5118 |
| PP |
1.5096 |
1.5088 |
| S1 |
1.5071 |
1.5058 |
|