CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 24-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5476 |
1.5430 |
-0.0046 |
-0.3% |
1.5663 |
| High |
1.5574 |
1.5475 |
-0.0099 |
-0.6% |
1.5813 |
| Low |
1.5391 |
1.5384 |
-0.0007 |
0.0% |
1.5336 |
| Close |
1.5441 |
1.5396 |
-0.0045 |
-0.3% |
1.5463 |
| Range |
0.0183 |
0.0091 |
-0.0092 |
-50.3% |
0.0477 |
| ATR |
0.0173 |
0.0167 |
-0.0006 |
-3.4% |
0.0000 |
| Volume |
91,812 |
151,052 |
59,240 |
64.5% |
487,388 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5691 |
1.5635 |
1.5446 |
|
| R3 |
1.5600 |
1.5544 |
1.5421 |
|
| R2 |
1.5509 |
1.5509 |
1.5413 |
|
| R1 |
1.5453 |
1.5453 |
1.5404 |
1.5436 |
| PP |
1.5418 |
1.5418 |
1.5418 |
1.5410 |
| S1 |
1.5362 |
1.5362 |
1.5388 |
1.5345 |
| S2 |
1.5327 |
1.5327 |
1.5379 |
|
| S3 |
1.5236 |
1.5271 |
1.5371 |
|
| S4 |
1.5145 |
1.5180 |
1.5346 |
|
|
| 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 |
1.5687 |
1.5336 |
0.0351 |
2.3% |
0.0144 |
0.9% |
17% |
False |
False |
122,676 |
| 10 |
1.5813 |
1.5336 |
0.0477 |
3.1% |
0.0158 |
1.0% |
13% |
False |
False |
131,548 |
| 20 |
1.6273 |
1.5336 |
0.0937 |
6.1% |
0.0161 |
1.0% |
6% |
False |
False |
130,961 |
| 40 |
1.6454 |
1.5336 |
0.1118 |
7.3% |
0.0165 |
1.1% |
5% |
False |
False |
114,214 |
| 60 |
1.6710 |
1.5336 |
0.1374 |
8.9% |
0.0173 |
1.1% |
4% |
False |
False |
92,611 |
| 80 |
1.6850 |
1.5336 |
0.1514 |
9.8% |
0.0164 |
1.1% |
4% |
False |
False |
69,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5862 |
|
2.618 |
1.5713 |
|
1.618 |
1.5622 |
|
1.000 |
1.5566 |
|
0.618 |
1.5531 |
|
HIGH |
1.5475 |
|
0.618 |
1.5440 |
|
0.500 |
1.5430 |
|
0.382 |
1.5419 |
|
LOW |
1.5384 |
|
0.618 |
1.5328 |
|
1.000 |
1.5293 |
|
1.618 |
1.5237 |
|
2.618 |
1.5146 |
|
4.250 |
1.4997 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5430 |
1.5479 |
| PP |
1.5418 |
1.5451 |
| S1 |
1.5407 |
1.5424 |
|