CME British Pound Future June 2010
Trading Metrics calculated at close of trading on 01-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1.5245 |
1.5172 |
-0.0073 |
-0.5% |
1.5426 |
High |
1.5309 |
1.5187 |
-0.0122 |
-0.8% |
1.5556 |
Low |
1.5143 |
1.4772 |
-0.0371 |
-2.4% |
1.5143 |
Close |
1.5236 |
1.4999 |
-0.0237 |
-1.6% |
1.5236 |
Range |
0.0166 |
0.0415 |
0.0249 |
150.0% |
0.0413 |
ATR |
0.0158 |
0.0179 |
0.0022 |
13.9% |
0.0000 |
Volume |
2,076 |
1,511 |
-565 |
-27.2% |
4,927 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6231 |
1.6030 |
1.5227 |
|
R3 |
1.5816 |
1.5615 |
1.5113 |
|
R2 |
1.5401 |
1.5401 |
1.5075 |
|
R1 |
1.5200 |
1.5200 |
1.5037 |
1.5093 |
PP |
1.4986 |
1.4986 |
1.4986 |
1.4933 |
S1 |
1.4785 |
1.4785 |
1.4961 |
1.4678 |
S2 |
1.4571 |
1.4571 |
1.4923 |
|
S3 |
1.4156 |
1.4370 |
1.4885 |
|
S4 |
1.3741 |
1.3955 |
1.4771 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6551 |
1.6306 |
1.5463 |
|
R3 |
1.6138 |
1.5893 |
1.5350 |
|
R2 |
1.5725 |
1.5725 |
1.5312 |
|
R1 |
1.5480 |
1.5480 |
1.5274 |
1.5396 |
PP |
1.5312 |
1.5312 |
1.5312 |
1.5270 |
S1 |
1.5067 |
1.5067 |
1.5198 |
1.4983 |
S2 |
1.4899 |
1.4899 |
1.5160 |
|
S3 |
1.4486 |
1.4654 |
1.5122 |
|
S4 |
1.4073 |
1.4241 |
1.5009 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6951 |
2.618 |
1.6273 |
1.618 |
1.5858 |
1.000 |
1.5602 |
0.618 |
1.5443 |
HIGH |
1.5187 |
0.618 |
1.5028 |
0.500 |
1.4980 |
0.382 |
1.4931 |
LOW |
1.4772 |
0.618 |
1.4516 |
1.000 |
1.4357 |
1.618 |
1.4101 |
2.618 |
1.3686 |
4.250 |
1.3008 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1.4993 |
1.5089 |
PP |
1.4986 |
1.5059 |
S1 |
1.4980 |
1.5029 |
|