CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 18-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5240 |
1.5311 |
0.0071 |
0.5% |
1.5136 |
| High |
1.5375 |
1.5321 |
-0.0054 |
-0.4% |
1.5235 |
| Low |
1.5200 |
1.5208 |
0.0008 |
0.1% |
1.4864 |
| Close |
1.5321 |
1.5244 |
-0.0077 |
-0.5% |
1.5163 |
| Range |
0.0175 |
0.0113 |
-0.0062 |
-35.4% |
0.0371 |
| ATR |
0.0179 |
0.0174 |
-0.0005 |
-2.6% |
0.0000 |
| Volume |
129,278 |
139,957 |
10,679 |
8.3% |
225,251 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5597 |
1.5533 |
1.5306 |
|
| R3 |
1.5484 |
1.5420 |
1.5275 |
|
| R2 |
1.5371 |
1.5371 |
1.5265 |
|
| R1 |
1.5307 |
1.5307 |
1.5254 |
1.5283 |
| PP |
1.5258 |
1.5258 |
1.5258 |
1.5245 |
| S1 |
1.5194 |
1.5194 |
1.5234 |
1.5170 |
| S2 |
1.5145 |
1.5145 |
1.5223 |
|
| S3 |
1.5032 |
1.5081 |
1.5213 |
|
| S4 |
1.4919 |
1.4968 |
1.5182 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5375 |
1.4970 |
0.0405 |
2.7% |
0.0195 |
1.3% |
68% |
False |
False |
113,341 |
| 10 |
1.5375 |
1.4864 |
0.0511 |
3.4% |
0.0171 |
1.1% |
74% |
False |
False |
71,337 |
| 20 |
1.5556 |
1.4772 |
0.0784 |
5.1% |
0.0170 |
1.1% |
60% |
False |
False |
36,751 |
| 40 |
1.6259 |
1.4772 |
0.1487 |
9.8% |
0.0161 |
1.1% |
32% |
False |
False |
18,556 |
| 60 |
1.6434 |
1.4772 |
0.1662 |
10.9% |
0.0151 |
1.0% |
28% |
False |
False |
12,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5801 |
|
2.618 |
1.5617 |
|
1.618 |
1.5504 |
|
1.000 |
1.5434 |
|
0.618 |
1.5391 |
|
HIGH |
1.5321 |
|
0.618 |
1.5278 |
|
0.500 |
1.5265 |
|
0.382 |
1.5251 |
|
LOW |
1.5208 |
|
0.618 |
1.5138 |
|
1.000 |
1.5095 |
|
1.618 |
1.5025 |
|
2.618 |
1.4912 |
|
4.250 |
1.4728 |
|
|
| Fisher Pivots for day following 18-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5265 |
1.5220 |
| PP |
1.5258 |
1.5196 |
| S1 |
1.5251 |
1.5173 |
|