CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 18-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5213 |
1.5307 |
0.0094 |
0.6% |
1.5058 |
| High |
1.5362 |
1.5307 |
-0.0055 |
-0.4% |
1.5143 |
| Low |
1.5198 |
1.5206 |
0.0008 |
0.1% |
1.4915 |
| Close |
1.5313 |
1.5237 |
-0.0076 |
-0.5% |
1.5157 |
| Range |
0.0164 |
0.0101 |
-0.0063 |
-38.4% |
0.0228 |
| ATR |
0.0110 |
0.0110 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
696 |
627 |
-69 |
-9.9% |
43 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5553 |
1.5496 |
1.5293 |
|
| R3 |
1.5452 |
1.5395 |
1.5265 |
|
| R2 |
1.5351 |
1.5351 |
1.5256 |
|
| R1 |
1.5294 |
1.5294 |
1.5246 |
1.5272 |
| PP |
1.5250 |
1.5250 |
1.5250 |
1.5239 |
| S1 |
1.5193 |
1.5193 |
1.5228 |
1.5171 |
| S2 |
1.5149 |
1.5149 |
1.5218 |
|
| S3 |
1.5048 |
1.5092 |
1.5209 |
|
| S4 |
1.4947 |
1.4991 |
1.5181 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5756 |
1.5684 |
1.5282 |
|
| R3 |
1.5528 |
1.5456 |
1.5220 |
|
| R2 |
1.5300 |
1.5300 |
1.5199 |
|
| R1 |
1.5228 |
1.5228 |
1.5178 |
1.5264 |
| PP |
1.5072 |
1.5072 |
1.5072 |
1.5090 |
| S1 |
1.5000 |
1.5000 |
1.5136 |
1.5036 |
| S2 |
1.4844 |
1.4844 |
1.5115 |
|
| S3 |
1.4616 |
1.4772 |
1.5094 |
|
| S4 |
1.4388 |
1.4544 |
1.5032 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5736 |
|
2.618 |
1.5571 |
|
1.618 |
1.5470 |
|
1.000 |
1.5408 |
|
0.618 |
1.5369 |
|
HIGH |
1.5307 |
|
0.618 |
1.5268 |
|
0.500 |
1.5257 |
|
0.382 |
1.5245 |
|
LOW |
1.5206 |
|
0.618 |
1.5144 |
|
1.000 |
1.5105 |
|
1.618 |
1.5043 |
|
2.618 |
1.4942 |
|
4.250 |
1.4777 |
|
|
| Fisher Pivots for day following 18-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5257 |
1.5214 |
| PP |
1.5250 |
1.5191 |
| S1 |
1.5244 |
1.5168 |
|