CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5939 |
1.5992 |
0.0053 |
0.3% |
1.6116 |
| High |
1.6009 |
1.6062 |
0.0053 |
0.3% |
1.6156 |
| Low |
1.5924 |
1.5859 |
-0.0065 |
-0.4% |
1.5912 |
| Close |
1.5994 |
1.5897 |
-0.0097 |
-0.6% |
1.5938 |
| Range |
0.0085 |
0.0203 |
0.0118 |
138.8% |
0.0244 |
| ATR |
0.0161 |
0.0164 |
0.0003 |
1.9% |
0.0000 |
| Volume |
23,530 |
21,508 |
-2,022 |
-8.6% |
296,705 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6548 |
1.6426 |
1.6009 |
|
| R3 |
1.6345 |
1.6223 |
1.5953 |
|
| R2 |
1.6142 |
1.6142 |
1.5934 |
|
| R1 |
1.6020 |
1.6020 |
1.5916 |
1.5980 |
| PP |
1.5939 |
1.5939 |
1.5939 |
1.5919 |
| S1 |
1.5817 |
1.5817 |
1.5878 |
1.5777 |
| S2 |
1.5736 |
1.5736 |
1.5860 |
|
| S3 |
1.5533 |
1.5614 |
1.5841 |
|
| S4 |
1.5330 |
1.5411 |
1.5785 |
|
|
| 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 |
1.6925 |
|
2.618 |
1.6593 |
|
1.618 |
1.6390 |
|
1.000 |
1.6265 |
|
0.618 |
1.6187 |
|
HIGH |
1.6062 |
|
0.618 |
1.5984 |
|
0.500 |
1.5961 |
|
0.382 |
1.5937 |
|
LOW |
1.5859 |
|
0.618 |
1.5734 |
|
1.000 |
1.5656 |
|
1.618 |
1.5531 |
|
2.618 |
1.5328 |
|
4.250 |
1.4996 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5961 |
1.5961 |
| PP |
1.5939 |
1.5939 |
| S1 |
1.5918 |
1.5918 |
|