CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 05-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5898 |
1.5759 |
-0.0139 |
-0.9% |
1.5938 |
| High |
1.5917 |
1.5771 |
-0.0146 |
-0.9% |
1.6068 |
| Low |
1.5734 |
1.5554 |
-0.0180 |
-1.1% |
1.5554 |
| Close |
1.5752 |
1.5600 |
-0.0152 |
-1.0% |
1.5600 |
| Range |
0.0183 |
0.0217 |
0.0034 |
18.6% |
0.0514 |
| ATR |
0.0165 |
0.0169 |
0.0004 |
2.2% |
0.0000 |
| Volume |
100,952 |
165,376 |
64,424 |
63.8% |
629,596 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6293 |
1.6163 |
1.5719 |
|
| R3 |
1.6076 |
1.5946 |
1.5660 |
|
| R2 |
1.5859 |
1.5859 |
1.5640 |
|
| R1 |
1.5729 |
1.5729 |
1.5620 |
1.5686 |
| PP |
1.5642 |
1.5642 |
1.5642 |
1.5620 |
| S1 |
1.5512 |
1.5512 |
1.5580 |
1.5469 |
| S2 |
1.5425 |
1.5425 |
1.5560 |
|
| S3 |
1.5208 |
1.5295 |
1.5540 |
|
| S4 |
1.4991 |
1.5078 |
1.5481 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7283 |
1.6955 |
1.5883 |
|
| R3 |
1.6769 |
1.6441 |
1.5741 |
|
| R2 |
1.6255 |
1.6255 |
1.5694 |
|
| R1 |
1.5927 |
1.5927 |
1.5647 |
1.5834 |
| PP |
1.5741 |
1.5741 |
1.5741 |
1.5694 |
| S1 |
1.5413 |
1.5413 |
1.5553 |
1.5320 |
| S2 |
1.5227 |
1.5227 |
1.5506 |
|
| S3 |
1.4713 |
1.4899 |
1.5459 |
|
| S4 |
1.4199 |
1.4385 |
1.5317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6068 |
1.5554 |
0.0514 |
3.3% |
0.0164 |
1.0% |
9% |
False |
True |
125,919 |
| 10 |
1.6273 |
1.5554 |
0.0719 |
4.6% |
0.0166 |
1.1% |
6% |
False |
True |
128,769 |
| 20 |
1.6454 |
1.5554 |
0.0900 |
5.8% |
0.0165 |
1.1% |
5% |
False |
True |
121,032 |
| 40 |
1.6454 |
1.5554 |
0.0900 |
5.8% |
0.0164 |
1.1% |
5% |
False |
True |
98,384 |
| 60 |
1.6850 |
1.5554 |
0.1296 |
8.3% |
0.0168 |
1.1% |
4% |
False |
True |
66,307 |
| 80 |
1.6850 |
1.5554 |
0.1296 |
8.3% |
0.0163 |
1.0% |
4% |
False |
True |
49,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6693 |
|
2.618 |
1.6339 |
|
1.618 |
1.6122 |
|
1.000 |
1.5988 |
|
0.618 |
1.5905 |
|
HIGH |
1.5771 |
|
0.618 |
1.5688 |
|
0.500 |
1.5663 |
|
0.382 |
1.5637 |
|
LOW |
1.5554 |
|
0.618 |
1.5420 |
|
1.000 |
1.5337 |
|
1.618 |
1.5203 |
|
2.618 |
1.4986 |
|
4.250 |
1.4632 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5663 |
1.5811 |
| PP |
1.5642 |
1.5741 |
| S1 |
1.5621 |
1.5670 |
|