CME British Pound Future June 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 |
1.5049 |
1.4993 |
-0.0056 |
-0.4% |
1.5172 |
| High |
1.5049 |
1.5008 |
-0.0041 |
-0.3% |
1.5187 |
| Low |
1.4926 |
1.4864 |
-0.0062 |
-0.4% |
1.4772 |
| Close |
1.4978 |
1.4964 |
-0.0014 |
-0.1% |
1.5148 |
| Range |
0.0123 |
0.0144 |
0.0021 |
17.1% |
0.0415 |
| ATR |
0.0171 |
0.0169 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
42,963 |
26,781 |
-16,182 |
-37.7% |
21,383 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5377 |
1.5315 |
1.5043 |
|
| R3 |
1.5233 |
1.5171 |
1.5004 |
|
| R2 |
1.5089 |
1.5089 |
1.4990 |
|
| R1 |
1.5027 |
1.5027 |
1.4977 |
1.4986 |
| PP |
1.4945 |
1.4945 |
1.4945 |
1.4925 |
| S1 |
1.4883 |
1.4883 |
1.4951 |
1.4842 |
| S2 |
1.4801 |
1.4801 |
1.4938 |
|
| S3 |
1.4657 |
1.4739 |
1.4924 |
|
| S4 |
1.4513 |
1.4595 |
1.4885 |
|
|
| 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 |
1.5620 |
|
2.618 |
1.5385 |
|
1.618 |
1.5241 |
|
1.000 |
1.5152 |
|
0.618 |
1.5097 |
|
HIGH |
1.5008 |
|
0.618 |
1.4953 |
|
0.500 |
1.4936 |
|
0.382 |
1.4919 |
|
LOW |
1.4864 |
|
0.618 |
1.4775 |
|
1.000 |
1.4720 |
|
1.618 |
1.4631 |
|
2.618 |
1.4487 |
|
4.250 |
1.4252 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4955 |
1.5025 |
| PP |
1.4945 |
1.5005 |
| S1 |
1.4936 |
1.4984 |
|