CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 26-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5410 |
1.5262 |
-0.0148 |
-1.0% |
1.5449 |
| High |
1.5421 |
1.5319 |
-0.0102 |
-0.7% |
1.5574 |
| Low |
1.5187 |
1.5150 |
-0.0037 |
-0.2% |
1.5150 |
| Close |
1.5244 |
1.5245 |
0.0001 |
0.0% |
1.5245 |
| Range |
0.0234 |
0.0169 |
-0.0065 |
-27.8% |
0.0424 |
| ATR |
0.0172 |
0.0172 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
120,674 |
177,619 |
56,945 |
47.2% |
677,033 |
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5745 |
1.5664 |
1.5338 |
|
| R3 |
1.5576 |
1.5495 |
1.5291 |
|
| R2 |
1.5407 |
1.5407 |
1.5276 |
|
| R1 |
1.5326 |
1.5326 |
1.5260 |
1.5282 |
| PP |
1.5238 |
1.5238 |
1.5238 |
1.5216 |
| S1 |
1.5157 |
1.5157 |
1.5230 |
1.5113 |
| S2 |
1.5069 |
1.5069 |
1.5214 |
|
| S3 |
1.4900 |
1.4988 |
1.5199 |
|
| S4 |
1.4731 |
1.4819 |
1.5152 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6595 |
1.6344 |
1.5478 |
|
| R3 |
1.6171 |
1.5920 |
1.5362 |
|
| R2 |
1.5747 |
1.5747 |
1.5323 |
|
| R1 |
1.5496 |
1.5496 |
1.5284 |
1.5410 |
| PP |
1.5323 |
1.5323 |
1.5323 |
1.5280 |
| S1 |
1.5072 |
1.5072 |
1.5206 |
1.4986 |
| S2 |
1.4899 |
1.4899 |
1.5167 |
|
| S3 |
1.4475 |
1.4648 |
1.5128 |
|
| S4 |
1.4051 |
1.4224 |
1.5012 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5574 |
1.5150 |
0.0424 |
2.8% |
0.0153 |
1.0% |
22% |
False |
True |
135,406 |
| 10 |
1.5813 |
1.5150 |
0.0663 |
4.3% |
0.0163 |
1.1% |
14% |
False |
True |
131,821 |
| 20 |
1.6174 |
1.5150 |
0.1024 |
6.7% |
0.0165 |
1.1% |
9% |
False |
True |
132,675 |
| 40 |
1.6454 |
1.5150 |
0.1304 |
8.6% |
0.0168 |
1.1% |
7% |
False |
True |
120,546 |
| 60 |
1.6710 |
1.5150 |
0.1560 |
10.2% |
0.0169 |
1.1% |
6% |
False |
True |
97,519 |
| 80 |
1.6850 |
1.5150 |
0.1700 |
11.2% |
0.0165 |
1.1% |
6% |
False |
True |
73,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6037 |
|
2.618 |
1.5761 |
|
1.618 |
1.5592 |
|
1.000 |
1.5488 |
|
0.618 |
1.5423 |
|
HIGH |
1.5319 |
|
0.618 |
1.5254 |
|
0.500 |
1.5235 |
|
0.382 |
1.5215 |
|
LOW |
1.5150 |
|
0.618 |
1.5046 |
|
1.000 |
1.4981 |
|
1.618 |
1.4877 |
|
2.618 |
1.4708 |
|
4.250 |
1.4432 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5242 |
1.5313 |
| PP |
1.5238 |
1.5290 |
| S1 |
1.5235 |
1.5268 |
|