CME British Pound Future June 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 |
1.5020 |
1.5136 |
0.0116 |
0.8% |
1.5172 |
High |
1.5158 |
1.5186 |
0.0028 |
0.2% |
1.5187 |
Low |
1.4983 |
1.5021 |
0.0038 |
0.3% |
1.4772 |
Close |
1.5148 |
1.5065 |
-0.0083 |
-0.5% |
1.5148 |
Range |
0.0175 |
0.0165 |
-0.0010 |
-5.7% |
0.0415 |
ATR |
0.0174 |
0.0174 |
-0.0001 |
-0.4% |
0.0000 |
Volume |
5,669 |
20,460 |
14,791 |
260.9% |
21,383 |
|
Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5586 |
1.5490 |
1.5156 |
|
R3 |
1.5421 |
1.5325 |
1.5110 |
|
R2 |
1.5256 |
1.5256 |
1.5095 |
|
R1 |
1.5160 |
1.5160 |
1.5080 |
1.5126 |
PP |
1.5091 |
1.5091 |
1.5091 |
1.5073 |
S1 |
1.4995 |
1.4995 |
1.5050 |
1.4961 |
S2 |
1.4926 |
1.4926 |
1.5035 |
|
S3 |
1.4761 |
1.4830 |
1.5020 |
|
S4 |
1.4596 |
1.4665 |
1.4974 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6281 |
1.6129 |
1.5376 |
|
R3 |
1.5866 |
1.5714 |
1.5262 |
|
R2 |
1.5451 |
1.5451 |
1.5224 |
|
R1 |
1.5299 |
1.5299 |
1.5186 |
1.5168 |
PP |
1.5036 |
1.5036 |
1.5036 |
1.4970 |
S1 |
1.4884 |
1.4884 |
1.5110 |
1.4753 |
S2 |
1.4621 |
1.4621 |
1.5072 |
|
S3 |
1.4206 |
1.4469 |
1.5034 |
|
S4 |
1.3791 |
1.4054 |
1.4920 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5887 |
2.618 |
1.5618 |
1.618 |
1.5453 |
1.000 |
1.5351 |
0.618 |
1.5288 |
HIGH |
1.5186 |
0.618 |
1.5123 |
0.500 |
1.5104 |
0.382 |
1.5084 |
LOW |
1.5021 |
0.618 |
1.4919 |
1.000 |
1.4856 |
1.618 |
1.4754 |
2.618 |
1.4589 |
4.250 |
1.4320 |
|
|
Fisher Pivots for day following 08-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1.5104 |
1.5085 |
PP |
1.5091 |
1.5078 |
S1 |
1.5078 |
1.5072 |
|