CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 31-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4978 |
1.5058 |
0.0080 |
0.5% |
1.4984 |
| High |
1.5114 |
1.5191 |
0.0077 |
0.5% |
1.5087 |
| Low |
1.4963 |
1.5041 |
0.0078 |
0.5% |
1.4795 |
| Close |
1.5049 |
1.5166 |
0.0117 |
0.8% |
1.4879 |
| Range |
0.0151 |
0.0150 |
-0.0001 |
-0.7% |
0.0292 |
| ATR |
0.0131 |
0.0132 |
0.0001 |
1.1% |
0.0000 |
| Volume |
106 |
325 |
219 |
206.6% |
1,551 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5583 |
1.5524 |
1.5249 |
|
| R3 |
1.5433 |
1.5374 |
1.5207 |
|
| R2 |
1.5283 |
1.5283 |
1.5194 |
|
| R1 |
1.5224 |
1.5224 |
1.5180 |
1.5254 |
| PP |
1.5133 |
1.5133 |
1.5133 |
1.5147 |
| S1 |
1.5074 |
1.5074 |
1.5152 |
1.5104 |
| S2 |
1.4983 |
1.4983 |
1.5139 |
|
| S3 |
1.4833 |
1.4924 |
1.5125 |
|
| S4 |
1.4683 |
1.4774 |
1.5084 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5796 |
1.5630 |
1.5040 |
|
| R3 |
1.5504 |
1.5338 |
1.4959 |
|
| R2 |
1.5212 |
1.5212 |
1.4933 |
|
| R1 |
1.5046 |
1.5046 |
1.4906 |
1.4983 |
| PP |
1.4920 |
1.4920 |
1.4920 |
1.4889 |
| S1 |
1.4754 |
1.4754 |
1.4852 |
1.4691 |
| S2 |
1.4628 |
1.4628 |
1.4825 |
|
| S3 |
1.4336 |
1.4462 |
1.4799 |
|
| S4 |
1.4044 |
1.4170 |
1.4718 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5829 |
|
2.618 |
1.5584 |
|
1.618 |
1.5434 |
|
1.000 |
1.5341 |
|
0.618 |
1.5284 |
|
HIGH |
1.5191 |
|
0.618 |
1.5134 |
|
0.500 |
1.5116 |
|
0.382 |
1.5098 |
|
LOW |
1.5041 |
|
0.618 |
1.4948 |
|
1.000 |
1.4891 |
|
1.618 |
1.4798 |
|
2.618 |
1.4648 |
|
4.250 |
1.4404 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5149 |
1.5125 |
| PP |
1.5133 |
1.5084 |
| S1 |
1.5116 |
1.5044 |
|