CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4972 |
1.5055 |
0.0083 |
0.6% |
1.5136 |
| High |
1.5058 |
1.5235 |
0.0177 |
1.2% |
1.5235 |
| Low |
1.4935 |
1.5017 |
0.0082 |
0.5% |
1.4864 |
| Close |
1.5040 |
1.5163 |
0.0123 |
0.8% |
1.5163 |
| Range |
0.0123 |
0.0218 |
0.0095 |
77.2% |
0.0371 |
| ATR |
0.0166 |
0.0170 |
0.0004 |
2.2% |
0.0000 |
| Volume |
50,794 |
84,253 |
33,459 |
65.9% |
225,251 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5792 |
1.5696 |
1.5283 |
|
| R3 |
1.5574 |
1.5478 |
1.5223 |
|
| R2 |
1.5356 |
1.5356 |
1.5203 |
|
| R1 |
1.5260 |
1.5260 |
1.5183 |
1.5308 |
| PP |
1.5138 |
1.5138 |
1.5138 |
1.5163 |
| S1 |
1.5042 |
1.5042 |
1.5143 |
1.5090 |
| S2 |
1.4920 |
1.4920 |
1.5123 |
|
| S3 |
1.4702 |
1.4824 |
1.5103 |
|
| S4 |
1.4484 |
1.4606 |
1.5043 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6200 |
1.6053 |
1.5367 |
|
| R3 |
1.5829 |
1.5682 |
1.5265 |
|
| R2 |
1.5458 |
1.5458 |
1.5231 |
|
| R1 |
1.5311 |
1.5311 |
1.5197 |
1.5385 |
| PP |
1.5087 |
1.5087 |
1.5087 |
1.5124 |
| S1 |
1.4940 |
1.4940 |
1.5129 |
1.5014 |
| S2 |
1.4716 |
1.4716 |
1.5095 |
|
| S3 |
1.4345 |
1.4569 |
1.5061 |
|
| S4 |
1.3974 |
1.4198 |
1.4959 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6162 |
|
2.618 |
1.5806 |
|
1.618 |
1.5588 |
|
1.000 |
1.5453 |
|
0.618 |
1.5370 |
|
HIGH |
1.5235 |
|
0.618 |
1.5152 |
|
0.500 |
1.5126 |
|
0.382 |
1.5100 |
|
LOW |
1.5017 |
|
0.618 |
1.4882 |
|
1.000 |
1.4799 |
|
1.618 |
1.4664 |
|
2.618 |
1.4446 |
|
4.250 |
1.4091 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5151 |
1.5125 |
| PP |
1.5138 |
1.5087 |
| S1 |
1.5126 |
1.5050 |
|