CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 22-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5485 |
1.5449 |
-0.0036 |
-0.2% |
1.5663 |
| High |
1.5493 |
1.5519 |
0.0026 |
0.2% |
1.5813 |
| Low |
1.5336 |
1.5429 |
0.0093 |
0.6% |
1.5336 |
| Close |
1.5463 |
1.5486 |
0.0023 |
0.1% |
1.5463 |
| Range |
0.0157 |
0.0090 |
-0.0067 |
-42.7% |
0.0477 |
| ATR |
0.0179 |
0.0172 |
-0.0006 |
-3.5% |
0.0000 |
| Volume |
126,921 |
135,876 |
8,955 |
7.1% |
487,388 |
|
| Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5748 |
1.5707 |
1.5536 |
|
| R3 |
1.5658 |
1.5617 |
1.5511 |
|
| R2 |
1.5568 |
1.5568 |
1.5503 |
|
| R1 |
1.5527 |
1.5527 |
1.5494 |
1.5548 |
| PP |
1.5478 |
1.5478 |
1.5478 |
1.5488 |
| S1 |
1.5437 |
1.5437 |
1.5478 |
1.5458 |
| S2 |
1.5388 |
1.5388 |
1.5470 |
|
| S3 |
1.5298 |
1.5347 |
1.5461 |
|
| S4 |
1.5208 |
1.5257 |
1.5437 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6968 |
1.6693 |
1.5725 |
|
| R3 |
1.6491 |
1.6216 |
1.5594 |
|
| R2 |
1.6014 |
1.6014 |
1.5550 |
|
| R1 |
1.5739 |
1.5739 |
1.5507 |
1.5638 |
| PP |
1.5537 |
1.5537 |
1.5537 |
1.5487 |
| S1 |
1.5262 |
1.5262 |
1.5419 |
1.5161 |
| S2 |
1.5060 |
1.5060 |
1.5376 |
|
| S3 |
1.4583 |
1.4785 |
1.5332 |
|
| S4 |
1.4106 |
1.4308 |
1.5201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5813 |
1.5336 |
0.0477 |
3.1% |
0.0157 |
1.0% |
31% |
False |
False |
124,652 |
| 10 |
1.5813 |
1.5336 |
0.0477 |
3.1% |
0.0162 |
1.0% |
31% |
False |
False |
134,199 |
| 20 |
1.6273 |
1.5336 |
0.0937 |
6.1% |
0.0164 |
1.1% |
16% |
False |
False |
131,484 |
| 40 |
1.6454 |
1.5336 |
0.1118 |
7.2% |
0.0162 |
1.0% |
13% |
False |
False |
111,314 |
| 60 |
1.6731 |
1.5336 |
0.1395 |
9.0% |
0.0173 |
1.1% |
11% |
False |
False |
88,623 |
| 80 |
1.6850 |
1.5336 |
0.1514 |
9.8% |
0.0164 |
1.1% |
10% |
False |
False |
66,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5902 |
|
2.618 |
1.5755 |
|
1.618 |
1.5665 |
|
1.000 |
1.5609 |
|
0.618 |
1.5575 |
|
HIGH |
1.5519 |
|
0.618 |
1.5485 |
|
0.500 |
1.5474 |
|
0.382 |
1.5463 |
|
LOW |
1.5429 |
|
0.618 |
1.5373 |
|
1.000 |
1.5339 |
|
1.618 |
1.5283 |
|
2.618 |
1.5193 |
|
4.250 |
1.5047 |
|
|
| Fisher Pivots for day following 22-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5482 |
1.5512 |
| PP |
1.5478 |
1.5503 |
| S1 |
1.5474 |
1.5495 |
|