CME British Pound Future March 2010
Trading Metrics calculated at close of trading on 15-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1.6265 |
1.6328 |
0.0063 |
0.4% |
1.6051 |
High |
1.6341 |
1.6349 |
0.0008 |
0.0% |
1.6349 |
Low |
1.6244 |
1.6205 |
-0.0039 |
-0.2% |
1.6027 |
Close |
1.6324 |
1.6253 |
-0.0071 |
-0.4% |
1.6253 |
Range |
0.0097 |
0.0144 |
0.0047 |
48.5% |
0.0322 |
ATR |
0.0164 |
0.0162 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
124,037 |
81,534 |
-42,503 |
-34.3% |
500,030 |
|
Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6701 |
1.6621 |
1.6332 |
|
R3 |
1.6557 |
1.6477 |
1.6293 |
|
R2 |
1.6413 |
1.6413 |
1.6279 |
|
R1 |
1.6333 |
1.6333 |
1.6266 |
1.6301 |
PP |
1.6269 |
1.6269 |
1.6269 |
1.6253 |
S1 |
1.6189 |
1.6189 |
1.6240 |
1.6157 |
S2 |
1.6125 |
1.6125 |
1.6227 |
|
S3 |
1.5981 |
1.6045 |
1.6213 |
|
S4 |
1.5837 |
1.5901 |
1.6174 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7176 |
1.7036 |
1.6430 |
|
R3 |
1.6854 |
1.6714 |
1.6342 |
|
R2 |
1.6532 |
1.6532 |
1.6312 |
|
R1 |
1.6392 |
1.6392 |
1.6283 |
1.6462 |
PP |
1.6210 |
1.6210 |
1.6210 |
1.6245 |
S1 |
1.6070 |
1.6070 |
1.6223 |
1.6140 |
S2 |
1.5888 |
1.5888 |
1.6194 |
|
S3 |
1.5566 |
1.5748 |
1.6164 |
|
S4 |
1.5244 |
1.5426 |
1.6076 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6349 |
1.6027 |
0.0322 |
2.0% |
0.0141 |
0.9% |
70% |
True |
False |
100,006 |
10 |
1.6349 |
1.5890 |
0.0459 |
2.8% |
0.0157 |
1.0% |
79% |
True |
False |
96,117 |
20 |
1.6349 |
1.5825 |
0.0524 |
3.2% |
0.0163 |
1.0% |
82% |
True |
False |
84,457 |
40 |
1.6816 |
1.5825 |
0.0991 |
6.1% |
0.0173 |
1.1% |
43% |
False |
False |
53,693 |
60 |
1.6850 |
1.5825 |
0.1025 |
6.3% |
0.0165 |
1.0% |
42% |
False |
False |
35,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6961 |
2.618 |
1.6726 |
1.618 |
1.6582 |
1.000 |
1.6493 |
0.618 |
1.6438 |
HIGH |
1.6349 |
0.618 |
1.6294 |
0.500 |
1.6277 |
0.382 |
1.6260 |
LOW |
1.6205 |
0.618 |
1.6116 |
1.000 |
1.6061 |
1.618 |
1.5972 |
2.618 |
1.5828 |
4.250 |
1.5593 |
|
|
Fisher Pivots for day following 15-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1.6277 |
1.6249 |
PP |
1.6269 |
1.6244 |
S1 |
1.6261 |
1.6240 |
|