CME British Pound Future June 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 |
1.5136 |
1.5049 |
-0.0087 |
-0.6% |
1.5172 |
High |
1.5186 |
1.5049 |
-0.0137 |
-0.9% |
1.5187 |
Low |
1.5021 |
1.4926 |
-0.0095 |
-0.6% |
1.4772 |
Close |
1.5065 |
1.4978 |
-0.0087 |
-0.6% |
1.5148 |
Range |
0.0165 |
0.0123 |
-0.0042 |
-25.5% |
0.0415 |
ATR |
0.0174 |
0.0171 |
-0.0002 |
-1.4% |
0.0000 |
Volume |
20,460 |
42,963 |
22,503 |
110.0% |
21,383 |
|
Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5353 |
1.5289 |
1.5046 |
|
R3 |
1.5230 |
1.5166 |
1.5012 |
|
R2 |
1.5107 |
1.5107 |
1.5001 |
|
R1 |
1.5043 |
1.5043 |
1.4989 |
1.5014 |
PP |
1.4984 |
1.4984 |
1.4984 |
1.4970 |
S1 |
1.4920 |
1.4920 |
1.4967 |
1.4891 |
S2 |
1.4861 |
1.4861 |
1.4955 |
|
S3 |
1.4738 |
1.4797 |
1.4944 |
|
S4 |
1.4615 |
1.4674 |
1.4910 |
|
|
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 |
1.5572 |
2.618 |
1.5371 |
1.618 |
1.5248 |
1.000 |
1.5172 |
0.618 |
1.5125 |
HIGH |
1.5049 |
0.618 |
1.5002 |
0.500 |
1.4988 |
0.382 |
1.4973 |
LOW |
1.4926 |
0.618 |
1.4850 |
1.000 |
1.4803 |
1.618 |
1.4727 |
2.618 |
1.4604 |
4.250 |
1.4403 |
|
|
Fisher Pivots for day following 09-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1.4988 |
1.5056 |
PP |
1.4984 |
1.5030 |
S1 |
1.4981 |
1.5004 |
|