CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 02-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5938 |
1.5959 |
0.0021 |
0.1% |
1.6100 |
| High |
1.5975 |
1.5992 |
0.0017 |
0.1% |
1.6273 |
| Low |
1.5845 |
1.5899 |
0.0054 |
0.3% |
1.5975 |
| Close |
1.5949 |
1.5970 |
0.0021 |
0.1% |
1.5986 |
| Range |
0.0130 |
0.0093 |
-0.0037 |
-28.5% |
0.0298 |
| ATR |
0.0167 |
0.0161 |
-0.0005 |
-3.2% |
0.0000 |
| Volume |
147,214 |
117,861 |
-29,353 |
-19.9% |
658,098 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6233 |
1.6194 |
1.6021 |
|
| R3 |
1.6140 |
1.6101 |
1.5996 |
|
| R2 |
1.6047 |
1.6047 |
1.5987 |
|
| R1 |
1.6008 |
1.6008 |
1.5979 |
1.6028 |
| PP |
1.5954 |
1.5954 |
1.5954 |
1.5963 |
| S1 |
1.5915 |
1.5915 |
1.5961 |
1.5935 |
| S2 |
1.5861 |
1.5861 |
1.5953 |
|
| S3 |
1.5768 |
1.5822 |
1.5944 |
|
| S4 |
1.5675 |
1.5729 |
1.5919 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6972 |
1.6777 |
1.6150 |
|
| R3 |
1.6674 |
1.6479 |
1.6068 |
|
| R2 |
1.6376 |
1.6376 |
1.6041 |
|
| R1 |
1.6181 |
1.6181 |
1.6013 |
1.6130 |
| PP |
1.6078 |
1.6078 |
1.6078 |
1.6052 |
| S1 |
1.5883 |
1.5883 |
1.5959 |
1.5832 |
| S2 |
1.5780 |
1.5780 |
1.5931 |
|
| S3 |
1.5482 |
1.5585 |
1.5904 |
|
| S4 |
1.5184 |
1.5287 |
1.5822 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6273 |
1.5845 |
0.0428 |
2.7% |
0.0146 |
0.9% |
29% |
False |
False |
133,969 |
| 10 |
1.6363 |
1.5845 |
0.0518 |
3.2% |
0.0159 |
1.0% |
24% |
False |
False |
136,223 |
| 20 |
1.6454 |
1.5845 |
0.0609 |
3.8% |
0.0159 |
1.0% |
21% |
False |
False |
118,605 |
| 40 |
1.6666 |
1.5825 |
0.0841 |
5.3% |
0.0166 |
1.0% |
17% |
False |
False |
89,746 |
| 60 |
1.6850 |
1.5825 |
0.1025 |
6.4% |
0.0165 |
1.0% |
14% |
False |
False |
60,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6387 |
|
2.618 |
1.6235 |
|
1.618 |
1.6142 |
|
1.000 |
1.6085 |
|
0.618 |
1.6049 |
|
HIGH |
1.5992 |
|
0.618 |
1.5956 |
|
0.500 |
1.5946 |
|
0.382 |
1.5935 |
|
LOW |
1.5899 |
|
0.618 |
1.5842 |
|
1.000 |
1.5806 |
|
1.618 |
1.5749 |
|
2.618 |
1.5656 |
|
4.250 |
1.5504 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5962 |
1.6010 |
| PP |
1.5954 |
1.5996 |
| S1 |
1.5946 |
1.5983 |
|