CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 11-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4998 |
1.4982 |
-0.0016 |
-0.1% |
1.5157 |
| High |
1.5017 |
1.5068 |
0.0051 |
0.3% |
1.5205 |
| Low |
1.4872 |
1.4945 |
0.0073 |
0.5% |
1.4778 |
| Close |
1.4973 |
1.5049 |
0.0076 |
0.5% |
1.5157 |
| Range |
0.0145 |
0.0123 |
-0.0022 |
-15.2% |
0.0427 |
| ATR |
0.0181 |
0.0176 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
147,831 |
160,214 |
12,383 |
8.4% |
824,653 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5390 |
1.5342 |
1.5117 |
|
| R3 |
1.5267 |
1.5219 |
1.5083 |
|
| R2 |
1.5144 |
1.5144 |
1.5072 |
|
| R1 |
1.5096 |
1.5096 |
1.5060 |
1.5120 |
| PP |
1.5021 |
1.5021 |
1.5021 |
1.5033 |
| S1 |
1.4973 |
1.4973 |
1.5038 |
1.4997 |
| S2 |
1.4898 |
1.4898 |
1.5026 |
|
| S3 |
1.4775 |
1.4850 |
1.5015 |
|
| S4 |
1.4652 |
1.4727 |
1.4981 |
|
|
| 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 |
1.4872 |
0.0324 |
2.2% |
0.0150 |
1.0% |
55% |
False |
False |
149,148 |
| 10 |
1.5319 |
1.4778 |
0.0541 |
3.6% |
0.0187 |
1.2% |
50% |
False |
False |
161,584 |
| 20 |
1.5813 |
1.4778 |
0.1035 |
6.9% |
0.0174 |
1.2% |
26% |
False |
False |
145,002 |
| 40 |
1.6454 |
1.4778 |
0.1676 |
11.1% |
0.0170 |
1.1% |
16% |
False |
False |
136,206 |
| 60 |
1.6454 |
1.4778 |
0.1676 |
11.1% |
0.0168 |
1.1% |
16% |
False |
False |
118,218 |
| 80 |
1.6850 |
1.4778 |
0.2072 |
13.8% |
0.0170 |
1.1% |
13% |
False |
False |
91,244 |
| 100 |
1.6850 |
1.4778 |
0.2072 |
13.8% |
0.0166 |
1.1% |
13% |
False |
False |
73,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5591 |
|
2.618 |
1.5390 |
|
1.618 |
1.5267 |
|
1.000 |
1.5191 |
|
0.618 |
1.5144 |
|
HIGH |
1.5068 |
|
0.618 |
1.5021 |
|
0.500 |
1.5007 |
|
0.382 |
1.4992 |
|
LOW |
1.4945 |
|
0.618 |
1.4869 |
|
1.000 |
1.4822 |
|
1.618 |
1.4746 |
|
2.618 |
1.4623 |
|
4.250 |
1.4422 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5035 |
1.5024 |
| PP |
1.5021 |
1.4998 |
| S1 |
1.5007 |
1.4973 |
|