CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 25-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6186 |
1.6100 |
-0.0086 |
-0.5% |
1.6266 |
| High |
1.6279 |
1.6256 |
-0.0023 |
-0.1% |
1.6454 |
| Low |
1.6071 |
1.6090 |
0.0019 |
0.1% |
1.6071 |
| Close |
1.6112 |
1.6238 |
0.0126 |
0.8% |
1.6112 |
| Range |
0.0208 |
0.0166 |
-0.0042 |
-20.2% |
0.0383 |
| ATR |
0.0168 |
0.0168 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
152,647 |
154,259 |
1,612 |
1.1% |
542,045 |
|
| Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6693 |
1.6631 |
1.6329 |
|
| R3 |
1.6527 |
1.6465 |
1.6284 |
|
| R2 |
1.6361 |
1.6361 |
1.6268 |
|
| R1 |
1.6299 |
1.6299 |
1.6253 |
1.6330 |
| PP |
1.6195 |
1.6195 |
1.6195 |
1.6210 |
| S1 |
1.6133 |
1.6133 |
1.6223 |
1.6164 |
| S2 |
1.6029 |
1.6029 |
1.6208 |
|
| S3 |
1.5863 |
1.5967 |
1.6192 |
|
| S4 |
1.5697 |
1.5801 |
1.6147 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7361 |
1.7120 |
1.6323 |
|
| R3 |
1.6978 |
1.6737 |
1.6217 |
|
| R2 |
1.6595 |
1.6595 |
1.6182 |
|
| R1 |
1.6354 |
1.6354 |
1.6147 |
1.6283 |
| PP |
1.6212 |
1.6212 |
1.6212 |
1.6177 |
| S1 |
1.5971 |
1.5971 |
1.6077 |
1.5900 |
| S2 |
1.5829 |
1.5829 |
1.6042 |
|
| S3 |
1.5446 |
1.5588 |
1.6007 |
|
| S4 |
1.5063 |
1.5205 |
1.5901 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6454 |
1.6071 |
0.0383 |
2.4% |
0.0180 |
1.1% |
44% |
False |
False |
139,260 |
| 10 |
1.6454 |
1.6027 |
0.0427 |
2.6% |
0.0161 |
1.0% |
49% |
False |
False |
119,633 |
| 20 |
1.6454 |
1.5825 |
0.0629 |
3.9% |
0.0165 |
1.0% |
66% |
False |
False |
95,223 |
| 40 |
1.6731 |
1.5825 |
0.0906 |
5.6% |
0.0178 |
1.1% |
46% |
False |
False |
71,036 |
| 60 |
1.6850 |
1.5825 |
0.1025 |
6.3% |
0.0165 |
1.0% |
40% |
False |
False |
47,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6962 |
|
2.618 |
1.6691 |
|
1.618 |
1.6525 |
|
1.000 |
1.6422 |
|
0.618 |
1.6359 |
|
HIGH |
1.6256 |
|
0.618 |
1.6193 |
|
0.500 |
1.6173 |
|
0.382 |
1.6153 |
|
LOW |
1.6090 |
|
0.618 |
1.5987 |
|
1.000 |
1.5924 |
|
1.618 |
1.5821 |
|
2.618 |
1.5655 |
|
4.250 |
1.5385 |
|
|
| Fisher Pivots for day following 25-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6216 |
1.6222 |
| PP |
1.6195 |
1.6205 |
| S1 |
1.6173 |
1.6189 |
|