CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 30-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5992 |
1.5897 |
-0.0095 |
-0.6% |
1.6116 |
| High |
1.6062 |
1.6088 |
0.0026 |
0.2% |
1.6156 |
| Low |
1.5859 |
1.5825 |
-0.0034 |
-0.2% |
1.5912 |
| Close |
1.5897 |
1.6061 |
0.0164 |
1.0% |
1.5938 |
| Range |
0.0203 |
0.0263 |
0.0060 |
29.6% |
0.0244 |
| ATR |
0.0164 |
0.0171 |
0.0007 |
4.3% |
0.0000 |
| Volume |
21,508 |
71,172 |
49,664 |
230.9% |
296,705 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6780 |
1.6684 |
1.6206 |
|
| R3 |
1.6517 |
1.6421 |
1.6133 |
|
| R2 |
1.6254 |
1.6254 |
1.6109 |
|
| R1 |
1.6158 |
1.6158 |
1.6085 |
1.6206 |
| PP |
1.5991 |
1.5991 |
1.5991 |
1.6016 |
| S1 |
1.5895 |
1.5895 |
1.6037 |
1.5943 |
| S2 |
1.5728 |
1.5728 |
1.6013 |
|
| S3 |
1.5465 |
1.5632 |
1.5989 |
|
| S4 |
1.5202 |
1.5369 |
1.5916 |
|
|
| 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 |
1.7206 |
|
2.618 |
1.6777 |
|
1.618 |
1.6514 |
|
1.000 |
1.6351 |
|
0.618 |
1.6251 |
|
HIGH |
1.6088 |
|
0.618 |
1.5988 |
|
0.500 |
1.5957 |
|
0.382 |
1.5925 |
|
LOW |
1.5825 |
|
0.618 |
1.5662 |
|
1.000 |
1.5562 |
|
1.618 |
1.5399 |
|
2.618 |
1.5136 |
|
4.250 |
1.4707 |
|
|
| Fisher Pivots for day following 30-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6026 |
1.6026 |
| PP |
1.5991 |
1.5991 |
| S1 |
1.5957 |
1.5957 |
|