CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 26-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6100 |
1.6239 |
0.0139 |
0.9% |
1.6266 |
| High |
1.6256 |
1.6263 |
0.0007 |
0.0% |
1.6454 |
| Low |
1.6090 |
1.6088 |
-0.0002 |
0.0% |
1.6071 |
| Close |
1.6238 |
1.6139 |
-0.0099 |
-0.6% |
1.6112 |
| Range |
0.0166 |
0.0175 |
0.0009 |
5.4% |
0.0383 |
| ATR |
0.0168 |
0.0168 |
0.0001 |
0.3% |
0.0000 |
| Volume |
154,259 |
99,066 |
-55,193 |
-35.8% |
542,045 |
|
| Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6688 |
1.6589 |
1.6235 |
|
| R3 |
1.6513 |
1.6414 |
1.6187 |
|
| R2 |
1.6338 |
1.6338 |
1.6171 |
|
| R1 |
1.6239 |
1.6239 |
1.6155 |
1.6201 |
| PP |
1.6163 |
1.6163 |
1.6163 |
1.6145 |
| S1 |
1.6064 |
1.6064 |
1.6123 |
1.6026 |
| S2 |
1.5988 |
1.5988 |
1.6107 |
|
| S3 |
1.5813 |
1.5889 |
1.6091 |
|
| S4 |
1.5638 |
1.5714 |
1.6043 |
|
|
| 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 |
1.6363 |
1.6071 |
0.0292 |
1.8% |
0.0173 |
1.1% |
23% |
False |
False |
138,476 |
| 10 |
1.6454 |
1.6055 |
0.0399 |
2.5% |
0.0162 |
1.0% |
21% |
False |
False |
117,325 |
| 20 |
1.6454 |
1.5825 |
0.0629 |
3.9% |
0.0169 |
1.0% |
50% |
False |
False |
97,467 |
| 40 |
1.6710 |
1.5825 |
0.0885 |
5.5% |
0.0179 |
1.1% |
35% |
False |
False |
73,435 |
| 60 |
1.6850 |
1.5825 |
0.1025 |
6.4% |
0.0165 |
1.0% |
31% |
False |
False |
49,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7007 |
|
2.618 |
1.6721 |
|
1.618 |
1.6546 |
|
1.000 |
1.6438 |
|
0.618 |
1.6371 |
|
HIGH |
1.6263 |
|
0.618 |
1.6196 |
|
0.500 |
1.6176 |
|
0.382 |
1.6155 |
|
LOW |
1.6088 |
|
0.618 |
1.5980 |
|
1.000 |
1.5913 |
|
1.618 |
1.5805 |
|
2.618 |
1.5630 |
|
4.250 |
1.5344 |
|
|
| Fisher Pivots for day following 26-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6176 |
1.6175 |
| PP |
1.6163 |
1.6163 |
| S1 |
1.6151 |
1.6151 |
|