CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 11-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5702 |
1.5598 |
-0.0104 |
-0.7% |
1.5938 |
| High |
1.5762 |
1.5714 |
-0.0048 |
-0.3% |
1.6068 |
| Low |
1.5567 |
1.5555 |
-0.0012 |
-0.1% |
1.5554 |
| Close |
1.5585 |
1.5692 |
0.0107 |
0.7% |
1.5600 |
| Range |
0.0195 |
0.0159 |
-0.0036 |
-18.5% |
0.0514 |
| ATR |
0.0169 |
0.0169 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
151,950 |
143,605 |
-8,345 |
-5.5% |
629,596 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6131 |
1.6070 |
1.5779 |
|
| R3 |
1.5972 |
1.5911 |
1.5736 |
|
| R2 |
1.5813 |
1.5813 |
1.5721 |
|
| R1 |
1.5752 |
1.5752 |
1.5707 |
1.5783 |
| PP |
1.5654 |
1.5654 |
1.5654 |
1.5669 |
| S1 |
1.5593 |
1.5593 |
1.5677 |
1.5624 |
| S2 |
1.5495 |
1.5495 |
1.5663 |
|
| S3 |
1.5336 |
1.5434 |
1.5648 |
|
| S4 |
1.5177 |
1.5275 |
1.5605 |
|
|
| 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 |
1.5771 |
1.5531 |
0.0240 |
1.5% |
0.0177 |
1.1% |
67% |
False |
False |
146,062 |
| 10 |
1.6174 |
1.5531 |
0.0643 |
4.1% |
0.0168 |
1.1% |
25% |
False |
False |
133,529 |
| 20 |
1.6454 |
1.5531 |
0.0923 |
5.9% |
0.0165 |
1.1% |
17% |
False |
False |
130,012 |
| 40 |
1.6454 |
1.5531 |
0.0923 |
5.9% |
0.0165 |
1.1% |
17% |
False |
False |
106,086 |
| 60 |
1.6850 |
1.5531 |
0.1319 |
8.4% |
0.0170 |
1.1% |
12% |
False |
False |
75,716 |
| 80 |
1.6850 |
1.5531 |
0.1319 |
8.4% |
0.0165 |
1.0% |
12% |
False |
False |
56,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6390 |
|
2.618 |
1.6130 |
|
1.618 |
1.5971 |
|
1.000 |
1.5873 |
|
0.618 |
1.5812 |
|
HIGH |
1.5714 |
|
0.618 |
1.5653 |
|
0.500 |
1.5635 |
|
0.382 |
1.5616 |
|
LOW |
1.5555 |
|
0.618 |
1.5457 |
|
1.000 |
1.5396 |
|
1.618 |
1.5298 |
|
2.618 |
1.5139 |
|
4.250 |
1.4879 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5673 |
1.5681 |
| PP |
1.5654 |
1.5670 |
| S1 |
1.5635 |
1.5659 |
|