CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 03-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5959 |
1.5974 |
0.0015 |
0.1% |
1.6100 |
| High |
1.5992 |
1.6068 |
0.0076 |
0.5% |
1.6273 |
| Low |
1.5899 |
1.5873 |
-0.0026 |
-0.2% |
1.5975 |
| Close |
1.5970 |
1.5891 |
-0.0079 |
-0.5% |
1.5986 |
| Range |
0.0093 |
0.0195 |
0.0102 |
109.7% |
0.0298 |
| ATR |
0.0161 |
0.0164 |
0.0002 |
1.5% |
0.0000 |
| Volume |
117,861 |
98,193 |
-19,668 |
-16.7% |
658,098 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6529 |
1.6405 |
1.5998 |
|
| R3 |
1.6334 |
1.6210 |
1.5945 |
|
| R2 |
1.6139 |
1.6139 |
1.5927 |
|
| R1 |
1.6015 |
1.6015 |
1.5909 |
1.5980 |
| PP |
1.5944 |
1.5944 |
1.5944 |
1.5926 |
| S1 |
1.5820 |
1.5820 |
1.5873 |
1.5785 |
| S2 |
1.5749 |
1.5749 |
1.5855 |
|
| S3 |
1.5554 |
1.5625 |
1.5837 |
|
| S4 |
1.5359 |
1.5430 |
1.5784 |
|
|
| 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% |
0.0157 |
1.0% |
11% |
False |
False |
126,269 |
| 10 |
1.6306 |
1.5845 |
0.0461 |
2.9% |
0.0166 |
1.0% |
10% |
False |
False |
129,314 |
| 20 |
1.6454 |
1.5845 |
0.0609 |
3.8% |
0.0160 |
1.0% |
8% |
False |
False |
118,142 |
| 40 |
1.6503 |
1.5825 |
0.0678 |
4.3% |
0.0165 |
1.0% |
10% |
False |
False |
92,128 |
| 60 |
1.6850 |
1.5825 |
0.1025 |
6.5% |
0.0166 |
1.0% |
6% |
False |
False |
61,873 |
| 80 |
1.6850 |
1.5718 |
0.1132 |
7.1% |
0.0162 |
1.0% |
15% |
False |
False |
46,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6897 |
|
2.618 |
1.6579 |
|
1.618 |
1.6384 |
|
1.000 |
1.6263 |
|
0.618 |
1.6189 |
|
HIGH |
1.6068 |
|
0.618 |
1.5994 |
|
0.500 |
1.5971 |
|
0.382 |
1.5947 |
|
LOW |
1.5873 |
|
0.618 |
1.5752 |
|
1.000 |
1.5678 |
|
1.618 |
1.5557 |
|
2.618 |
1.5362 |
|
4.250 |
1.5044 |
|
|
| Fisher Pivots for day following 03-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5971 |
1.5957 |
| PP |
1.5944 |
1.5935 |
| S1 |
1.5918 |
1.5913 |
|