CME British Pound Future June 2010
Trading Metrics calculated at close of trading on 15-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1.5055 |
1.5169 |
0.0114 |
0.8% |
1.5136 |
High |
1.5235 |
1.5198 |
-0.0037 |
-0.2% |
1.5235 |
Low |
1.5017 |
1.5010 |
-0.0007 |
0.0% |
1.4864 |
Close |
1.5163 |
1.5036 |
-0.0127 |
-0.8% |
1.5163 |
Range |
0.0218 |
0.0188 |
-0.0030 |
-13.8% |
0.0371 |
ATR |
0.0170 |
0.0171 |
0.0001 |
0.8% |
0.0000 |
Volume |
84,253 |
110,944 |
26,691 |
31.7% |
225,251 |
|
Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5645 |
1.5529 |
1.5139 |
|
R3 |
1.5457 |
1.5341 |
1.5088 |
|
R2 |
1.5269 |
1.5269 |
1.5070 |
|
R1 |
1.5153 |
1.5153 |
1.5053 |
1.5117 |
PP |
1.5081 |
1.5081 |
1.5081 |
1.5064 |
S1 |
1.4965 |
1.4965 |
1.5019 |
1.4929 |
S2 |
1.4893 |
1.4893 |
1.5002 |
|
S3 |
1.4705 |
1.4777 |
1.4984 |
|
S4 |
1.4517 |
1.4589 |
1.4933 |
|
|
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 |
1.5997 |
2.618 |
1.5690 |
1.618 |
1.5502 |
1.000 |
1.5386 |
0.618 |
1.5314 |
HIGH |
1.5198 |
0.618 |
1.5126 |
0.500 |
1.5104 |
0.382 |
1.5082 |
LOW |
1.5010 |
0.618 |
1.4894 |
1.000 |
1.4822 |
1.618 |
1.4706 |
2.618 |
1.4518 |
4.250 |
1.4211 |
|
|
Fisher Pivots for day following 15-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1.5104 |
1.5085 |
PP |
1.5081 |
1.5069 |
S1 |
1.5059 |
1.5052 |
|