CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 03-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4975 |
1.4958 |
-0.0017 |
-0.1% |
1.5426 |
| High |
1.4976 |
1.5120 |
0.0144 |
1.0% |
1.5556 |
| Low |
1.4847 |
1.4957 |
0.0110 |
0.7% |
1.5143 |
| Close |
1.4938 |
1.5083 |
0.0145 |
1.0% |
1.5236 |
| Range |
0.0129 |
0.0163 |
0.0034 |
26.4% |
0.0413 |
| ATR |
0.0178 |
0.0178 |
0.0000 |
0.2% |
0.0000 |
| Volume |
3,857 |
4,122 |
265 |
6.9% |
4,927 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5542 |
1.5476 |
1.5173 |
|
| R3 |
1.5379 |
1.5313 |
1.5128 |
|
| R2 |
1.5216 |
1.5216 |
1.5113 |
|
| R1 |
1.5150 |
1.5150 |
1.5098 |
1.5183 |
| PP |
1.5053 |
1.5053 |
1.5053 |
1.5070 |
| S1 |
1.4987 |
1.4987 |
1.5068 |
1.5020 |
| S2 |
1.4890 |
1.4890 |
1.5053 |
|
| S3 |
1.4727 |
1.4824 |
1.5038 |
|
| S4 |
1.4564 |
1.4661 |
1.4993 |
|
|
| 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 |
1.5813 |
|
2.618 |
1.5547 |
|
1.618 |
1.5384 |
|
1.000 |
1.5283 |
|
0.618 |
1.5221 |
|
HIGH |
1.5120 |
|
0.618 |
1.5058 |
|
0.500 |
1.5039 |
|
0.382 |
1.5019 |
|
LOW |
1.4957 |
|
0.618 |
1.4856 |
|
1.000 |
1.4794 |
|
1.618 |
1.4693 |
|
2.618 |
1.4530 |
|
4.250 |
1.4264 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5068 |
1.5049 |
| PP |
1.5053 |
1.5014 |
| S1 |
1.5039 |
1.4980 |
|