CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 24-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5087 |
1.5020 |
-0.0067 |
-0.4% |
1.5148 |
| High |
1.5087 |
1.5020 |
-0.0067 |
-0.4% |
1.5362 |
| Low |
1.4969 |
1.4861 |
-0.0108 |
-0.7% |
1.4973 |
| Close |
1.5016 |
1.4876 |
-0.0140 |
-0.9% |
1.5006 |
| Range |
0.0118 |
0.0159 |
0.0041 |
34.7% |
0.0389 |
| ATR |
0.0123 |
0.0125 |
0.0003 |
2.1% |
0.0000 |
| Volume |
117 |
248 |
131 |
112.0% |
2,725 |
|
| Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5396 |
1.5295 |
1.4963 |
|
| R3 |
1.5237 |
1.5136 |
1.4920 |
|
| R2 |
1.5078 |
1.5078 |
1.4905 |
|
| R1 |
1.4977 |
1.4977 |
1.4891 |
1.4948 |
| PP |
1.4919 |
1.4919 |
1.4919 |
1.4905 |
| S1 |
1.4818 |
1.4818 |
1.4861 |
1.4789 |
| S2 |
1.4760 |
1.4760 |
1.4847 |
|
| S3 |
1.4601 |
1.4659 |
1.4832 |
|
| S4 |
1.4442 |
1.4500 |
1.4789 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6281 |
1.6032 |
1.5220 |
|
| R3 |
1.5892 |
1.5643 |
1.5113 |
|
| R2 |
1.5503 |
1.5503 |
1.5077 |
|
| R1 |
1.5254 |
1.5254 |
1.5042 |
1.5184 |
| PP |
1.5114 |
1.5114 |
1.5114 |
1.5079 |
| S1 |
1.4865 |
1.4865 |
1.4970 |
1.4795 |
| S2 |
1.4725 |
1.4725 |
1.4935 |
|
| S3 |
1.4336 |
1.4476 |
1.4899 |
|
| S4 |
1.3947 |
1.4087 |
1.4792 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5696 |
|
2.618 |
1.5436 |
|
1.618 |
1.5277 |
|
1.000 |
1.5179 |
|
0.618 |
1.5118 |
|
HIGH |
1.5020 |
|
0.618 |
1.4959 |
|
0.500 |
1.4941 |
|
0.382 |
1.4922 |
|
LOW |
1.4861 |
|
0.618 |
1.4763 |
|
1.000 |
1.4702 |
|
1.618 |
1.4604 |
|
2.618 |
1.4445 |
|
4.250 |
1.4185 |
|
|
| Fisher Pivots for day following 24-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4941 |
1.4974 |
| PP |
1.4919 |
1.4941 |
| S1 |
1.4898 |
1.4909 |
|