CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 09-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5599 |
1.5587 |
-0.0012 |
-0.1% |
1.5938 |
| High |
1.5657 |
1.5745 |
0.0088 |
0.6% |
1.6068 |
| Low |
1.5531 |
1.5558 |
0.0027 |
0.2% |
1.5554 |
| Close |
1.5609 |
1.5682 |
0.0073 |
0.5% |
1.5600 |
| Range |
0.0126 |
0.0187 |
0.0061 |
48.4% |
0.0514 |
| ATR |
0.0166 |
0.0167 |
0.0002 |
0.9% |
0.0000 |
| Volume |
175,838 |
93,544 |
-82,294 |
-46.8% |
629,596 |
|
| Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6223 |
1.6139 |
1.5785 |
|
| R3 |
1.6036 |
1.5952 |
1.5733 |
|
| R2 |
1.5849 |
1.5849 |
1.5716 |
|
| R1 |
1.5765 |
1.5765 |
1.5699 |
1.5807 |
| PP |
1.5662 |
1.5662 |
1.5662 |
1.5683 |
| S1 |
1.5578 |
1.5578 |
1.5665 |
1.5620 |
| S2 |
1.5475 |
1.5475 |
1.5648 |
|
| S3 |
1.5288 |
1.5391 |
1.5631 |
|
| S4 |
1.5101 |
1.5204 |
1.5579 |
|
|
| 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 |
1.5531 |
0.0537 |
3.4% |
0.0182 |
1.2% |
28% |
False |
False |
126,780 |
| 10 |
1.6273 |
1.5531 |
0.0742 |
4.7% |
0.0164 |
1.0% |
20% |
False |
False |
130,375 |
| 20 |
1.6454 |
1.5531 |
0.0923 |
5.9% |
0.0163 |
1.0% |
16% |
False |
False |
123,850 |
| 40 |
1.6454 |
1.5531 |
0.0923 |
5.9% |
0.0163 |
1.0% |
16% |
False |
False |
102,989 |
| 60 |
1.6850 |
1.5531 |
0.1319 |
8.4% |
0.0167 |
1.1% |
11% |
False |
False |
70,793 |
| 80 |
1.6850 |
1.5531 |
0.1319 |
8.4% |
0.0164 |
1.0% |
11% |
False |
False |
53,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6540 |
|
2.618 |
1.6235 |
|
1.618 |
1.6048 |
|
1.000 |
1.5932 |
|
0.618 |
1.5861 |
|
HIGH |
1.5745 |
|
0.618 |
1.5674 |
|
0.500 |
1.5652 |
|
0.382 |
1.5629 |
|
LOW |
1.5558 |
|
0.618 |
1.5442 |
|
1.000 |
1.5371 |
|
1.618 |
1.5255 |
|
2.618 |
1.5068 |
|
4.250 |
1.4763 |
|
|
| Fisher Pivots for day following 09-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5672 |
1.5672 |
| PP |
1.5662 |
1.5661 |
| S1 |
1.5652 |
1.5651 |
|