CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5169 |
1.5046 |
-0.0123 |
-0.8% |
1.5136 |
| High |
1.5198 |
1.5253 |
0.0055 |
0.4% |
1.5235 |
| Low |
1.5010 |
1.4970 |
-0.0040 |
-0.3% |
1.4864 |
| Close |
1.5036 |
1.5224 |
0.0188 |
1.3% |
1.5163 |
| Range |
0.0188 |
0.0283 |
0.0095 |
50.5% |
0.0371 |
| ATR |
0.0171 |
0.0179 |
0.0008 |
4.7% |
0.0000 |
| Volume |
110,944 |
102,277 |
-8,667 |
-7.8% |
225,251 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5998 |
1.5894 |
1.5380 |
|
| R3 |
1.5715 |
1.5611 |
1.5302 |
|
| R2 |
1.5432 |
1.5432 |
1.5276 |
|
| R1 |
1.5328 |
1.5328 |
1.5250 |
1.5380 |
| PP |
1.5149 |
1.5149 |
1.5149 |
1.5175 |
| S1 |
1.5045 |
1.5045 |
1.5198 |
1.5097 |
| S2 |
1.4866 |
1.4866 |
1.5172 |
|
| S3 |
1.4583 |
1.4762 |
1.5146 |
|
| S4 |
1.4300 |
1.4479 |
1.5068 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6200 |
1.6053 |
1.5367 |
|
| R3 |
1.5829 |
1.5682 |
1.5265 |
|
| R2 |
1.5458 |
1.5458 |
1.5231 |
|
| R1 |
1.5311 |
1.5311 |
1.5197 |
1.5385 |
| PP |
1.5087 |
1.5087 |
1.5087 |
1.5124 |
| S1 |
1.4940 |
1.4940 |
1.5129 |
1.5014 |
| S2 |
1.4716 |
1.4716 |
1.5095 |
|
| S3 |
1.4345 |
1.4569 |
1.5061 |
|
| S4 |
1.3974 |
1.4198 |
1.4959 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5253 |
1.4864 |
0.0389 |
2.6% |
0.0191 |
1.3% |
93% |
True |
False |
75,009 |
| 10 |
1.5253 |
1.4864 |
0.0389 |
2.6% |
0.0171 |
1.1% |
93% |
True |
False |
45,448 |
| 20 |
1.5800 |
1.4772 |
0.1028 |
6.8% |
0.0172 |
1.1% |
44% |
False |
False |
23,350 |
| 40 |
1.6434 |
1.4772 |
0.1662 |
10.9% |
0.0160 |
1.0% |
27% |
False |
False |
11,839 |
| 60 |
1.6434 |
1.4772 |
0.1662 |
10.9% |
0.0153 |
1.0% |
27% |
False |
False |
7,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6456 |
|
2.618 |
1.5994 |
|
1.618 |
1.5711 |
|
1.000 |
1.5536 |
|
0.618 |
1.5428 |
|
HIGH |
1.5253 |
|
0.618 |
1.5145 |
|
0.500 |
1.5112 |
|
0.382 |
1.5078 |
|
LOW |
1.4970 |
|
0.618 |
1.4795 |
|
1.000 |
1.4687 |
|
1.618 |
1.4512 |
|
2.618 |
1.4229 |
|
4.250 |
1.3767 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5187 |
1.5187 |
| PP |
1.5149 |
1.5149 |
| S1 |
1.5112 |
1.5112 |
|