CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 08-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5026 |
1.5149 |
0.0123 |
0.8% |
1.5157 |
| High |
1.5167 |
1.5196 |
0.0029 |
0.2% |
1.5205 |
| Low |
1.4992 |
1.5030 |
0.0038 |
0.3% |
1.4778 |
| Close |
1.5157 |
1.5074 |
-0.0083 |
-0.5% |
1.5157 |
| Range |
0.0175 |
0.0166 |
-0.0009 |
-5.1% |
0.0427 |
| ATR |
0.0188 |
0.0187 |
-0.0002 |
-0.8% |
0.0000 |
| Volume |
132,175 |
147,250 |
15,075 |
11.4% |
824,653 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5598 |
1.5502 |
1.5165 |
|
| R3 |
1.5432 |
1.5336 |
1.5120 |
|
| R2 |
1.5266 |
1.5266 |
1.5104 |
|
| R1 |
1.5170 |
1.5170 |
1.5089 |
1.5135 |
| PP |
1.5100 |
1.5100 |
1.5100 |
1.5083 |
| S1 |
1.5004 |
1.5004 |
1.5059 |
1.4969 |
| S2 |
1.4934 |
1.4934 |
1.5044 |
|
| S3 |
1.4768 |
1.4838 |
1.5028 |
|
| S4 |
1.4602 |
1.4672 |
1.4983 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6328 |
1.6169 |
1.5392 |
|
| R3 |
1.5901 |
1.5742 |
1.5274 |
|
| R2 |
1.5474 |
1.5474 |
1.5235 |
|
| R1 |
1.5315 |
1.5315 |
1.5196 |
1.5371 |
| PP |
1.5047 |
1.5047 |
1.5047 |
1.5074 |
| S1 |
1.4888 |
1.4888 |
1.5118 |
1.4944 |
| S2 |
1.4620 |
1.4620 |
1.5079 |
|
| S3 |
1.4193 |
1.4461 |
1.5040 |
|
| S4 |
1.3766 |
1.4034 |
1.4922 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5196 |
1.4853 |
0.0343 |
2.3% |
0.0172 |
1.1% |
64% |
True |
False |
162,385 |
| 10 |
1.5574 |
1.4778 |
0.0796 |
5.3% |
0.0197 |
1.3% |
37% |
False |
False |
151,306 |
| 20 |
1.5813 |
1.4778 |
0.1035 |
6.9% |
0.0179 |
1.2% |
29% |
False |
False |
142,752 |
| 40 |
1.6454 |
1.4778 |
0.1676 |
11.1% |
0.0172 |
1.1% |
18% |
False |
False |
131,892 |
| 60 |
1.6454 |
1.4778 |
0.1676 |
11.1% |
0.0169 |
1.1% |
18% |
False |
False |
113,174 |
| 80 |
1.6850 |
1.4778 |
0.2072 |
13.7% |
0.0171 |
1.1% |
14% |
False |
False |
85,418 |
| 100 |
1.6850 |
1.4778 |
0.2072 |
13.7% |
0.0167 |
1.1% |
14% |
False |
False |
68,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5902 |
|
2.618 |
1.5631 |
|
1.618 |
1.5465 |
|
1.000 |
1.5362 |
|
0.618 |
1.5299 |
|
HIGH |
1.5196 |
|
0.618 |
1.5133 |
|
0.500 |
1.5113 |
|
0.382 |
1.5093 |
|
LOW |
1.5030 |
|
0.618 |
1.4927 |
|
1.000 |
1.4864 |
|
1.618 |
1.4761 |
|
2.618 |
1.4595 |
|
4.250 |
1.4325 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5113 |
1.5094 |
| PP |
1.5100 |
1.5087 |
| S1 |
1.5087 |
1.5081 |
|