CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 09-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5149 |
1.5058 |
-0.0091 |
-0.6% |
1.5157 |
| High |
1.5196 |
1.5074 |
-0.0122 |
-0.8% |
1.5205 |
| Low |
1.5030 |
1.4935 |
-0.0095 |
-0.6% |
1.4778 |
| Close |
1.5074 |
1.4987 |
-0.0087 |
-0.6% |
1.5157 |
| Range |
0.0166 |
0.0139 |
-0.0027 |
-16.3% |
0.0427 |
| ATR |
0.0187 |
0.0183 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
147,250 |
158,274 |
11,024 |
7.5% |
824,653 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5416 |
1.5340 |
1.5063 |
|
| R3 |
1.5277 |
1.5201 |
1.5025 |
|
| R2 |
1.5138 |
1.5138 |
1.5012 |
|
| R1 |
1.5062 |
1.5062 |
1.5000 |
1.5031 |
| PP |
1.4999 |
1.4999 |
1.4999 |
1.4983 |
| S1 |
1.4923 |
1.4923 |
1.4974 |
1.4892 |
| S2 |
1.4860 |
1.4860 |
1.4962 |
|
| S3 |
1.4721 |
1.4784 |
1.4949 |
|
| S4 |
1.4582 |
1.4645 |
1.4911 |
|
|
| 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 |
1.4935 |
0.0261 |
1.7% |
0.0157 |
1.0% |
20% |
False |
True |
152,073 |
| 10 |
1.5475 |
1.4778 |
0.0697 |
4.7% |
0.0192 |
1.3% |
30% |
False |
False |
157,952 |
| 20 |
1.5813 |
1.4778 |
0.1035 |
6.9% |
0.0180 |
1.2% |
20% |
False |
False |
141,874 |
| 40 |
1.6454 |
1.4778 |
0.1676 |
11.2% |
0.0171 |
1.1% |
12% |
False |
False |
133,577 |
| 60 |
1.6454 |
1.4778 |
0.1676 |
11.2% |
0.0168 |
1.1% |
12% |
False |
False |
115,360 |
| 80 |
1.6850 |
1.4778 |
0.2072 |
13.8% |
0.0171 |
1.1% |
10% |
False |
False |
87,395 |
| 100 |
1.6850 |
1.4778 |
0.2072 |
13.8% |
0.0166 |
1.1% |
10% |
False |
False |
69,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5665 |
|
2.618 |
1.5438 |
|
1.618 |
1.5299 |
|
1.000 |
1.5213 |
|
0.618 |
1.5160 |
|
HIGH |
1.5074 |
|
0.618 |
1.5021 |
|
0.500 |
1.5005 |
|
0.382 |
1.4988 |
|
LOW |
1.4935 |
|
0.618 |
1.4849 |
|
1.000 |
1.4796 |
|
1.618 |
1.4710 |
|
2.618 |
1.4571 |
|
4.250 |
1.4344 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5005 |
1.5066 |
| PP |
1.4999 |
1.5039 |
| S1 |
1.4993 |
1.5013 |
|