CME British Pound Future March 2010
Trading Metrics calculated at close of trading on 31-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1.5897 |
1.6073 |
0.0176 |
1.1% |
1.6116 |
High |
1.6088 |
1.6229 |
0.0141 |
0.9% |
1.6156 |
Low |
1.5825 |
1.6041 |
0.0216 |
1.4% |
1.5912 |
Close |
1.6061 |
1.6146 |
0.0085 |
0.5% |
1.5938 |
Range |
0.0263 |
0.0188 |
-0.0075 |
-28.5% |
0.0244 |
ATR |
0.0171 |
0.0172 |
0.0001 |
0.7% |
0.0000 |
Volume |
71,172 |
76,598 |
5,426 |
7.6% |
296,705 |
|
Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6703 |
1.6612 |
1.6249 |
|
R3 |
1.6515 |
1.6424 |
1.6198 |
|
R2 |
1.6327 |
1.6327 |
1.6180 |
|
R1 |
1.6236 |
1.6236 |
1.6163 |
1.6282 |
PP |
1.6139 |
1.6139 |
1.6139 |
1.6161 |
S1 |
1.6048 |
1.6048 |
1.6129 |
1.6094 |
S2 |
1.5951 |
1.5951 |
1.6112 |
|
S3 |
1.5763 |
1.5860 |
1.6094 |
|
S4 |
1.5575 |
1.5672 |
1.6043 |
|
|
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 |
1.7028 |
2.618 |
1.6721 |
1.618 |
1.6533 |
1.000 |
1.6417 |
0.618 |
1.6345 |
HIGH |
1.6229 |
0.618 |
1.6157 |
0.500 |
1.6135 |
0.382 |
1.6113 |
LOW |
1.6041 |
0.618 |
1.5925 |
1.000 |
1.5853 |
1.618 |
1.5737 |
2.618 |
1.5549 |
4.250 |
1.5242 |
|
|
Fisher Pivots for day following 31-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1.6142 |
1.6106 |
PP |
1.6139 |
1.6067 |
S1 |
1.6135 |
1.6027 |
|