CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 11-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4993 |
1.4972 |
-0.0021 |
-0.1% |
1.5172 |
| High |
1.5008 |
1.5058 |
0.0050 |
0.3% |
1.5187 |
| Low |
1.4864 |
1.4935 |
0.0071 |
0.5% |
1.4772 |
| Close |
1.4964 |
1.5040 |
0.0076 |
0.5% |
1.5148 |
| Range |
0.0144 |
0.0123 |
-0.0021 |
-14.6% |
0.0415 |
| ATR |
0.0169 |
0.0166 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
26,781 |
50,794 |
24,013 |
89.7% |
21,383 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5380 |
1.5333 |
1.5108 |
|
| R3 |
1.5257 |
1.5210 |
1.5074 |
|
| R2 |
1.5134 |
1.5134 |
1.5063 |
|
| R1 |
1.5087 |
1.5087 |
1.5051 |
1.5111 |
| PP |
1.5011 |
1.5011 |
1.5011 |
1.5023 |
| S1 |
1.4964 |
1.4964 |
1.5029 |
1.4988 |
| S2 |
1.4888 |
1.4888 |
1.5017 |
|
| S3 |
1.4765 |
1.4841 |
1.5006 |
|
| S4 |
1.4642 |
1.4718 |
1.4972 |
|
|
| 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 |
1.5581 |
|
2.618 |
1.5380 |
|
1.618 |
1.5257 |
|
1.000 |
1.5181 |
|
0.618 |
1.5134 |
|
HIGH |
1.5058 |
|
0.618 |
1.5011 |
|
0.500 |
1.4997 |
|
0.382 |
1.4982 |
|
LOW |
1.4935 |
|
0.618 |
1.4859 |
|
1.000 |
1.4812 |
|
1.618 |
1.4736 |
|
2.618 |
1.4613 |
|
4.250 |
1.4412 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5026 |
1.5014 |
| PP |
1.5011 |
1.4987 |
| S1 |
1.4997 |
1.4961 |
|