CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 19-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5311 |
1.5238 |
-0.0073 |
-0.5% |
1.5169 |
| High |
1.5321 |
1.5249 |
-0.0072 |
-0.5% |
1.5375 |
| Low |
1.5208 |
1.4982 |
-0.0226 |
-1.5% |
1.4970 |
| Close |
1.5244 |
1.5012 |
-0.0232 |
-1.5% |
1.5012 |
| Range |
0.0113 |
0.0267 |
0.0154 |
136.3% |
0.0405 |
| ATR |
0.0174 |
0.0181 |
0.0007 |
3.8% |
0.0000 |
| Volume |
139,957 |
112,581 |
-27,376 |
-19.6% |
595,037 |
|
| Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5882 |
1.5714 |
1.5159 |
|
| R3 |
1.5615 |
1.5447 |
1.5085 |
|
| R2 |
1.5348 |
1.5348 |
1.5061 |
|
| R1 |
1.5180 |
1.5180 |
1.5036 |
1.5131 |
| PP |
1.5081 |
1.5081 |
1.5081 |
1.5056 |
| S1 |
1.4913 |
1.4913 |
1.4988 |
1.4864 |
| S2 |
1.4814 |
1.4814 |
1.4963 |
|
| S3 |
1.4547 |
1.4646 |
1.4939 |
|
| S4 |
1.4280 |
1.4379 |
1.4865 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6334 |
1.6078 |
1.5235 |
|
| R3 |
1.5929 |
1.5673 |
1.5123 |
|
| R2 |
1.5524 |
1.5524 |
1.5086 |
|
| R1 |
1.5268 |
1.5268 |
1.5049 |
1.5194 |
| PP |
1.5119 |
1.5119 |
1.5119 |
1.5082 |
| S1 |
1.4863 |
1.4863 |
1.4975 |
1.4789 |
| S2 |
1.4714 |
1.4714 |
1.4938 |
|
| S3 |
1.4309 |
1.4458 |
1.4901 |
|
| S4 |
1.3904 |
1.4053 |
1.4789 |
|
|
| 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% |
0.0205 |
1.4% |
10% |
False |
False |
119,007 |
| 10 |
1.5375 |
1.4864 |
0.0511 |
3.4% |
0.0180 |
1.2% |
29% |
False |
False |
82,028 |
| 20 |
1.5556 |
1.4772 |
0.0784 |
5.2% |
0.0176 |
1.2% |
31% |
False |
False |
42,329 |
| 40 |
1.6256 |
1.4772 |
0.1484 |
9.9% |
0.0164 |
1.1% |
16% |
False |
False |
21,368 |
| 60 |
1.6434 |
1.4772 |
0.1662 |
11.1% |
0.0154 |
1.0% |
14% |
False |
False |
14,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6384 |
|
2.618 |
1.5948 |
|
1.618 |
1.5681 |
|
1.000 |
1.5516 |
|
0.618 |
1.5414 |
|
HIGH |
1.5249 |
|
0.618 |
1.5147 |
|
0.500 |
1.5116 |
|
0.382 |
1.5084 |
|
LOW |
1.4982 |
|
0.618 |
1.4817 |
|
1.000 |
1.4715 |
|
1.618 |
1.4550 |
|
2.618 |
1.4283 |
|
4.250 |
1.3847 |
|
|
| Fisher Pivots for day following 19-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5116 |
1.5179 |
| PP |
1.5081 |
1.5123 |
| S1 |
1.5047 |
1.5068 |
|