CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5046 |
1.5240 |
0.0194 |
1.3% |
1.5136 |
| High |
1.5253 |
1.5375 |
0.0122 |
0.8% |
1.5235 |
| Low |
1.4970 |
1.5200 |
0.0230 |
1.5% |
1.4864 |
| Close |
1.5224 |
1.5321 |
0.0097 |
0.6% |
1.5163 |
| Range |
0.0283 |
0.0175 |
-0.0108 |
-38.2% |
0.0371 |
| ATR |
0.0179 |
0.0179 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
102,277 |
129,278 |
27,001 |
26.4% |
225,251 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5824 |
1.5747 |
1.5417 |
|
| R3 |
1.5649 |
1.5572 |
1.5369 |
|
| R2 |
1.5474 |
1.5474 |
1.5353 |
|
| R1 |
1.5397 |
1.5397 |
1.5337 |
1.5436 |
| PP |
1.5299 |
1.5299 |
1.5299 |
1.5318 |
| S1 |
1.5222 |
1.5222 |
1.5305 |
1.5261 |
| S2 |
1.5124 |
1.5124 |
1.5289 |
|
| S3 |
1.4949 |
1.5047 |
1.5273 |
|
| S4 |
1.4774 |
1.4872 |
1.5225 |
|
|
| 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 |
1.5375 |
1.4935 |
0.0440 |
2.9% |
0.0197 |
1.3% |
88% |
True |
False |
95,509 |
| 10 |
1.5375 |
1.4864 |
0.0511 |
3.3% |
0.0172 |
1.1% |
89% |
True |
False |
57,964 |
| 20 |
1.5672 |
1.4772 |
0.0900 |
5.9% |
0.0174 |
1.1% |
61% |
False |
False |
29,784 |
| 40 |
1.6302 |
1.4772 |
0.1530 |
10.0% |
0.0160 |
1.0% |
36% |
False |
False |
15,063 |
| 60 |
1.6434 |
1.4772 |
0.1662 |
10.8% |
0.0152 |
1.0% |
33% |
False |
False |
10,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6119 |
|
2.618 |
1.5833 |
|
1.618 |
1.5658 |
|
1.000 |
1.5550 |
|
0.618 |
1.5483 |
|
HIGH |
1.5375 |
|
0.618 |
1.5308 |
|
0.500 |
1.5288 |
|
0.382 |
1.5267 |
|
LOW |
1.5200 |
|
0.618 |
1.5092 |
|
1.000 |
1.5025 |
|
1.618 |
1.4917 |
|
2.618 |
1.4742 |
|
4.250 |
1.4456 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5310 |
1.5272 |
| PP |
1.5299 |
1.5222 |
| S1 |
1.5288 |
1.5173 |
|