CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 05-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6118 |
1.6086 |
-0.0032 |
-0.2% |
1.5939 |
| High |
1.6235 |
1.6148 |
-0.0087 |
-0.5% |
1.6229 |
| Low |
1.6052 |
1.5958 |
-0.0094 |
-0.6% |
1.5825 |
| Close |
1.6085 |
1.5992 |
-0.0093 |
-0.6% |
1.6146 |
| Range |
0.0183 |
0.0190 |
0.0007 |
3.8% |
0.0404 |
| ATR |
0.0173 |
0.0174 |
0.0001 |
0.7% |
0.0000 |
| Volume |
54,286 |
107,463 |
53,177 |
98.0% |
192,808 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6603 |
1.6487 |
1.6097 |
|
| R3 |
1.6413 |
1.6297 |
1.6044 |
|
| R2 |
1.6223 |
1.6223 |
1.6027 |
|
| R1 |
1.6107 |
1.6107 |
1.6009 |
1.6070 |
| PP |
1.6033 |
1.6033 |
1.6033 |
1.6014 |
| S1 |
1.5917 |
1.5917 |
1.5975 |
1.5880 |
| S2 |
1.5843 |
1.5843 |
1.5957 |
|
| S3 |
1.5653 |
1.5727 |
1.5940 |
|
| S4 |
1.5463 |
1.5537 |
1.5888 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7279 |
1.7116 |
1.6368 |
|
| R3 |
1.6875 |
1.6712 |
1.6257 |
|
| R2 |
1.6471 |
1.6471 |
1.6220 |
|
| R1 |
1.6308 |
1.6308 |
1.6183 |
1.6390 |
| PP |
1.6067 |
1.6067 |
1.6067 |
1.6107 |
| S1 |
1.5904 |
1.5904 |
1.6109 |
1.5986 |
| S2 |
1.5663 |
1.5663 |
1.6072 |
|
| S3 |
1.5259 |
1.5500 |
1.6035 |
|
| S4 |
1.4855 |
1.5096 |
1.5924 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6235 |
1.5825 |
0.0410 |
2.6% |
0.0205 |
1.3% |
41% |
False |
False |
66,205 |
| 10 |
1.6235 |
1.5825 |
0.0410 |
2.6% |
0.0160 |
1.0% |
41% |
False |
False |
65,126 |
| 20 |
1.6503 |
1.5825 |
0.0678 |
4.2% |
0.0170 |
1.1% |
25% |
False |
False |
66,113 |
| 40 |
1.6850 |
1.5825 |
0.1025 |
6.4% |
0.0169 |
1.1% |
16% |
False |
False |
33,738 |
| 60 |
1.6850 |
1.5718 |
0.1132 |
7.1% |
0.0163 |
1.0% |
24% |
False |
False |
22,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6956 |
|
2.618 |
1.6645 |
|
1.618 |
1.6455 |
|
1.000 |
1.6338 |
|
0.618 |
1.6265 |
|
HIGH |
1.6148 |
|
0.618 |
1.6075 |
|
0.500 |
1.6053 |
|
0.382 |
1.6031 |
|
LOW |
1.5958 |
|
0.618 |
1.5841 |
|
1.000 |
1.5768 |
|
1.618 |
1.5651 |
|
2.618 |
1.5461 |
|
4.250 |
1.5151 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6053 |
1.6097 |
| PP |
1.6033 |
1.6062 |
| S1 |
1.6012 |
1.6027 |
|