CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 08-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5998 |
1.5924 |
-0.0074 |
-0.5% |
1.6118 |
| High |
1.6052 |
1.6105 |
0.0053 |
0.3% |
1.6235 |
| Low |
1.5890 |
1.5908 |
0.0018 |
0.1% |
1.5890 |
| Close |
1.5935 |
1.6027 |
0.0092 |
0.6% |
1.6027 |
| Range |
0.0162 |
0.0197 |
0.0035 |
21.6% |
0.0345 |
| ATR |
0.0170 |
0.0172 |
0.0002 |
1.1% |
0.0000 |
| Volume |
106,163 |
90,873 |
-15,290 |
-14.4% |
461,149 |
|
| Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6604 |
1.6513 |
1.6135 |
|
| R3 |
1.6407 |
1.6316 |
1.6081 |
|
| R2 |
1.6210 |
1.6210 |
1.6063 |
|
| R1 |
1.6119 |
1.6119 |
1.6045 |
1.6165 |
| PP |
1.6013 |
1.6013 |
1.6013 |
1.6036 |
| S1 |
1.5922 |
1.5922 |
1.6009 |
1.5968 |
| S2 |
1.5816 |
1.5816 |
1.5991 |
|
| S3 |
1.5619 |
1.5725 |
1.5973 |
|
| S4 |
1.5422 |
1.5528 |
1.5919 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7086 |
1.6901 |
1.6217 |
|
| R3 |
1.6741 |
1.6556 |
1.6122 |
|
| R2 |
1.6396 |
1.6396 |
1.6090 |
|
| R1 |
1.6211 |
1.6211 |
1.6059 |
1.6131 |
| PP |
1.6051 |
1.6051 |
1.6051 |
1.6011 |
| S1 |
1.5866 |
1.5866 |
1.5995 |
1.5786 |
| S2 |
1.5706 |
1.5706 |
1.5964 |
|
| S3 |
1.5361 |
1.5521 |
1.5932 |
|
| S4 |
1.5016 |
1.5176 |
1.5837 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6235 |
1.5890 |
0.0345 |
2.2% |
0.0172 |
1.1% |
40% |
False |
False |
92,229 |
| 10 |
1.6235 |
1.5825 |
0.0410 |
2.6% |
0.0170 |
1.1% |
49% |
False |
False |
70,812 |
| 20 |
1.6404 |
1.5825 |
0.0579 |
3.6% |
0.0163 |
1.0% |
35% |
False |
False |
78,927 |
| 40 |
1.6850 |
1.5825 |
0.1025 |
6.4% |
0.0171 |
1.1% |
20% |
False |
False |
41,213 |
| 60 |
1.6850 |
1.5825 |
0.1025 |
6.4% |
0.0163 |
1.0% |
20% |
False |
False |
27,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6942 |
|
2.618 |
1.6621 |
|
1.618 |
1.6424 |
|
1.000 |
1.6302 |
|
0.618 |
1.6227 |
|
HIGH |
1.6105 |
|
0.618 |
1.6030 |
|
0.500 |
1.6007 |
|
0.382 |
1.5983 |
|
LOW |
1.5908 |
|
0.618 |
1.5786 |
|
1.000 |
1.5711 |
|
1.618 |
1.5589 |
|
2.618 |
1.5392 |
|
4.250 |
1.5071 |
|
|
| Fisher Pivots for day following 08-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6020 |
1.6017 |
| PP |
1.6013 |
1.6007 |
| S1 |
1.6007 |
1.5998 |
|