CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 25-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5038 |
1.4870 |
-0.0168 |
-1.1% |
1.5169 |
| High |
1.5038 |
1.5005 |
-0.0033 |
-0.2% |
1.5375 |
| Low |
1.4856 |
1.4790 |
-0.0066 |
-0.4% |
1.4970 |
| Close |
1.4883 |
1.4814 |
-0.0069 |
-0.5% |
1.5012 |
| Range |
0.0182 |
0.0215 |
0.0033 |
18.1% |
0.0405 |
| ATR |
0.0178 |
0.0180 |
0.0003 |
1.5% |
0.0000 |
| Volume |
104,307 |
130,114 |
25,807 |
24.7% |
595,037 |
|
| Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5515 |
1.5379 |
1.4932 |
|
| R3 |
1.5300 |
1.5164 |
1.4873 |
|
| R2 |
1.5085 |
1.5085 |
1.4853 |
|
| R1 |
1.4949 |
1.4949 |
1.4834 |
1.4910 |
| PP |
1.4870 |
1.4870 |
1.4870 |
1.4850 |
| S1 |
1.4734 |
1.4734 |
1.4794 |
1.4695 |
| S2 |
1.4655 |
1.4655 |
1.4775 |
|
| S3 |
1.4440 |
1.4519 |
1.4755 |
|
| S4 |
1.4225 |
1.4304 |
1.4696 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6334 |
1.6078 |
1.5235 |
|
| R3 |
1.5929 |
1.5673 |
1.5123 |
|
| R2 |
1.5524 |
1.5524 |
1.5086 |
|
| R1 |
1.5268 |
1.5268 |
1.5049 |
1.5194 |
| PP |
1.5119 |
1.5119 |
1.5119 |
1.5082 |
| S1 |
1.4863 |
1.4863 |
1.4975 |
1.4789 |
| S2 |
1.4714 |
1.4714 |
1.4938 |
|
| S3 |
1.4309 |
1.4458 |
1.4901 |
|
| S4 |
1.3904 |
1.4053 |
1.4789 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5249 |
1.4790 |
0.0459 |
3.1% |
0.0196 |
1.3% |
5% |
False |
True |
115,013 |
| 10 |
1.5375 |
1.4790 |
0.0585 |
3.9% |
0.0196 |
1.3% |
4% |
False |
True |
114,177 |
| 20 |
1.5375 |
1.4772 |
0.0603 |
4.1% |
0.0184 |
1.2% |
7% |
False |
False |
65,311 |
| 40 |
1.6256 |
1.4772 |
0.1484 |
10.0% |
0.0167 |
1.1% |
3% |
False |
False |
32,908 |
| 60 |
1.6434 |
1.4772 |
0.1662 |
11.2% |
0.0160 |
1.1% |
3% |
False |
False |
22,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5919 |
|
2.618 |
1.5568 |
|
1.618 |
1.5353 |
|
1.000 |
1.5220 |
|
0.618 |
1.5138 |
|
HIGH |
1.5005 |
|
0.618 |
1.4923 |
|
0.500 |
1.4898 |
|
0.382 |
1.4872 |
|
LOW |
1.4790 |
|
0.618 |
1.4657 |
|
1.000 |
1.4575 |
|
1.618 |
1.4442 |
|
2.618 |
1.4227 |
|
4.250 |
1.3876 |
|
|
| Fisher Pivots for day following 25-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4898 |
1.4948 |
| PP |
1.4870 |
1.4903 |
| S1 |
1.4842 |
1.4859 |
|