CME British Pound Future March 2010
Trading Metrics calculated at close of trading on 28-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1.5951 |
1.5939 |
-0.0012 |
-0.1% |
1.6116 |
High |
1.6016 |
1.6009 |
-0.0007 |
0.0% |
1.6156 |
Low |
1.5919 |
1.5924 |
0.0005 |
0.0% |
1.5912 |
Close |
1.5938 |
1.5994 |
0.0056 |
0.4% |
1.5938 |
Range |
0.0097 |
0.0085 |
-0.0012 |
-12.4% |
0.0244 |
ATR |
0.0166 |
0.0161 |
-0.0006 |
-3.5% |
0.0000 |
Volume |
54,171 |
23,530 |
-30,641 |
-56.6% |
296,705 |
|
Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6231 |
1.6197 |
1.6041 |
|
R3 |
1.6146 |
1.6112 |
1.6017 |
|
R2 |
1.6061 |
1.6061 |
1.6010 |
|
R1 |
1.6027 |
1.6027 |
1.6002 |
1.6044 |
PP |
1.5976 |
1.5976 |
1.5976 |
1.5984 |
S1 |
1.5942 |
1.5942 |
1.5986 |
1.5959 |
S2 |
1.5891 |
1.5891 |
1.5978 |
|
S3 |
1.5806 |
1.5857 |
1.5971 |
|
S4 |
1.5721 |
1.5772 |
1.5947 |
|
|
Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6734 |
1.6580 |
1.6072 |
|
R3 |
1.6490 |
1.6336 |
1.6005 |
|
R2 |
1.6246 |
1.6246 |
1.5983 |
|
R1 |
1.6092 |
1.6092 |
1.5960 |
1.6047 |
PP |
1.6002 |
1.6002 |
1.6002 |
1.5980 |
S1 |
1.5848 |
1.5848 |
1.5916 |
1.5803 |
S2 |
1.5758 |
1.5758 |
1.5893 |
|
S3 |
1.5514 |
1.5604 |
1.5871 |
|
S4 |
1.5270 |
1.5360 |
1.5804 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6370 |
2.618 |
1.6232 |
1.618 |
1.6147 |
1.000 |
1.6094 |
0.618 |
1.6062 |
HIGH |
1.6009 |
0.618 |
1.5977 |
0.500 |
1.5967 |
0.382 |
1.5956 |
LOW |
1.5924 |
0.618 |
1.5871 |
1.000 |
1.5839 |
1.618 |
1.5786 |
2.618 |
1.5701 |
4.250 |
1.5563 |
|
|
Fisher Pivots for day following 28-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1.5985 |
1.5985 |
PP |
1.5976 |
1.5976 |
S1 |
1.5967 |
1.5967 |
|