CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 02-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5157 |
1.4992 |
-0.0165 |
-1.1% |
1.5449 |
| High |
1.5205 |
1.5070 |
-0.0135 |
-0.9% |
1.5574 |
| Low |
1.4778 |
1.4853 |
0.0075 |
0.5% |
1.5150 |
| Close |
1.5008 |
1.4948 |
-0.0060 |
-0.4% |
1.5245 |
| Range |
0.0427 |
0.0217 |
-0.0210 |
-49.2% |
0.0424 |
| ATR |
0.0193 |
0.0195 |
0.0002 |
0.9% |
0.0000 |
| Volume |
159,976 |
209,836 |
49,860 |
31.2% |
677,033 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5608 |
1.5495 |
1.5067 |
|
| R3 |
1.5391 |
1.5278 |
1.5008 |
|
| R2 |
1.5174 |
1.5174 |
1.4988 |
|
| R1 |
1.5061 |
1.5061 |
1.4968 |
1.5009 |
| PP |
1.4957 |
1.4957 |
1.4957 |
1.4931 |
| S1 |
1.4844 |
1.4844 |
1.4928 |
1.4792 |
| S2 |
1.4740 |
1.4740 |
1.4908 |
|
| S3 |
1.4523 |
1.4627 |
1.4888 |
|
| S4 |
1.4306 |
1.4410 |
1.4829 |
|
|
| 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 |
1.5475 |
1.4778 |
0.0697 |
4.7% |
0.0228 |
1.5% |
24% |
False |
False |
163,831 |
| 10 |
1.5813 |
1.4778 |
0.1035 |
6.9% |
0.0192 |
1.3% |
16% |
False |
False |
140,991 |
| 20 |
1.6068 |
1.4778 |
0.1290 |
8.6% |
0.0181 |
1.2% |
13% |
False |
False |
136,767 |
| 40 |
1.6454 |
1.4778 |
0.1676 |
11.2% |
0.0173 |
1.2% |
10% |
False |
False |
126,097 |
| 60 |
1.6710 |
1.4778 |
0.1932 |
12.9% |
0.0173 |
1.2% |
9% |
False |
False |
103,555 |
| 80 |
1.6850 |
1.4778 |
0.2072 |
13.9% |
0.0170 |
1.1% |
8% |
False |
False |
77,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5992 |
|
2.618 |
1.5638 |
|
1.618 |
1.5421 |
|
1.000 |
1.5287 |
|
0.618 |
1.5204 |
|
HIGH |
1.5070 |
|
0.618 |
1.4987 |
|
0.500 |
1.4962 |
|
0.382 |
1.4936 |
|
LOW |
1.4853 |
|
0.618 |
1.4719 |
|
1.000 |
1.4636 |
|
1.618 |
1.4502 |
|
2.618 |
1.4285 |
|
4.250 |
1.3931 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4962 |
1.5049 |
| PP |
1.4957 |
1.5015 |
| S1 |
1.4953 |
1.4982 |
|