CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 12-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5598 |
1.5693 |
0.0095 |
0.6% |
1.5599 |
| High |
1.5714 |
1.5740 |
0.0026 |
0.2% |
1.5762 |
| Low |
1.5555 |
1.5576 |
0.0021 |
0.1% |
1.5531 |
| Close |
1.5692 |
1.5663 |
-0.0029 |
-0.2% |
1.5663 |
| Range |
0.0159 |
0.0164 |
0.0005 |
3.1% |
0.0231 |
| ATR |
0.0169 |
0.0168 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
143,605 |
153,797 |
10,192 |
7.1% |
718,734 |
|
| Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6152 |
1.6071 |
1.5753 |
|
| R3 |
1.5988 |
1.5907 |
1.5708 |
|
| R2 |
1.5824 |
1.5824 |
1.5693 |
|
| R1 |
1.5743 |
1.5743 |
1.5678 |
1.5702 |
| PP |
1.5660 |
1.5660 |
1.5660 |
1.5639 |
| S1 |
1.5579 |
1.5579 |
1.5648 |
1.5538 |
| S2 |
1.5496 |
1.5496 |
1.5633 |
|
| S3 |
1.5332 |
1.5415 |
1.5618 |
|
| S4 |
1.5168 |
1.5251 |
1.5573 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6345 |
1.6235 |
1.5790 |
|
| R3 |
1.6114 |
1.6004 |
1.5727 |
|
| R2 |
1.5883 |
1.5883 |
1.5705 |
|
| R1 |
1.5773 |
1.5773 |
1.5684 |
1.5828 |
| PP |
1.5652 |
1.5652 |
1.5652 |
1.5680 |
| S1 |
1.5542 |
1.5542 |
1.5642 |
1.5597 |
| S2 |
1.5421 |
1.5421 |
1.5621 |
|
| S3 |
1.5190 |
1.5311 |
1.5599 |
|
| S4 |
1.4959 |
1.5080 |
1.5536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5762 |
1.5531 |
0.0231 |
1.5% |
0.0166 |
1.1% |
57% |
False |
False |
143,746 |
| 10 |
1.6068 |
1.5531 |
0.0537 |
3.4% |
0.0165 |
1.1% |
25% |
False |
False |
134,833 |
| 20 |
1.6454 |
1.5531 |
0.0923 |
5.9% |
0.0169 |
1.1% |
14% |
False |
False |
131,500 |
| 40 |
1.6454 |
1.5531 |
0.0923 |
5.9% |
0.0167 |
1.1% |
14% |
False |
False |
108,152 |
| 60 |
1.6850 |
1.5531 |
0.1319 |
8.4% |
0.0171 |
1.1% |
10% |
False |
False |
78,278 |
| 80 |
1.6850 |
1.5531 |
0.1319 |
8.4% |
0.0165 |
1.1% |
10% |
False |
False |
58,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6437 |
|
2.618 |
1.6169 |
|
1.618 |
1.6005 |
|
1.000 |
1.5904 |
|
0.618 |
1.5841 |
|
HIGH |
1.5740 |
|
0.618 |
1.5677 |
|
0.500 |
1.5658 |
|
0.382 |
1.5639 |
|
LOW |
1.5576 |
|
0.618 |
1.5475 |
|
1.000 |
1.5412 |
|
1.618 |
1.5311 |
|
2.618 |
1.5147 |
|
4.250 |
1.4879 |
|
|
| Fisher Pivots for day following 12-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5661 |
1.5662 |
| PP |
1.5660 |
1.5660 |
| S1 |
1.5658 |
1.5659 |
|