CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 22-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5238 |
1.4998 |
-0.0240 |
-1.6% |
1.5169 |
| High |
1.5249 |
1.5100 |
-0.0149 |
-1.0% |
1.5375 |
| Low |
1.4982 |
1.4923 |
-0.0059 |
-0.4% |
1.4970 |
| Close |
1.5012 |
1.5083 |
0.0071 |
0.5% |
1.5012 |
| Range |
0.0267 |
0.0177 |
-0.0090 |
-33.7% |
0.0405 |
| ATR |
0.0181 |
0.0180 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
112,581 |
137,104 |
24,523 |
21.8% |
595,037 |
|
| Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5566 |
1.5502 |
1.5180 |
|
| R3 |
1.5389 |
1.5325 |
1.5132 |
|
| R2 |
1.5212 |
1.5212 |
1.5115 |
|
| R1 |
1.5148 |
1.5148 |
1.5099 |
1.5180 |
| PP |
1.5035 |
1.5035 |
1.5035 |
1.5052 |
| S1 |
1.4971 |
1.4971 |
1.5067 |
1.5003 |
| S2 |
1.4858 |
1.4858 |
1.5051 |
|
| S3 |
1.4681 |
1.4794 |
1.5034 |
|
| S4 |
1.4504 |
1.4617 |
1.4986 |
|
|
| 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 |
1.4923 |
0.0452 |
3.0% |
0.0203 |
1.3% |
35% |
False |
True |
124,239 |
| 10 |
1.5375 |
1.4864 |
0.0511 |
3.4% |
0.0181 |
1.2% |
43% |
False |
False |
93,693 |
| 20 |
1.5556 |
1.4772 |
0.0784 |
5.2% |
0.0182 |
1.2% |
40% |
False |
False |
49,154 |
| 40 |
1.6256 |
1.4772 |
0.1484 |
9.8% |
0.0164 |
1.1% |
21% |
False |
False |
24,793 |
| 60 |
1.6434 |
1.4772 |
0.1662 |
11.0% |
0.0154 |
1.0% |
19% |
False |
False |
16,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5852 |
|
2.618 |
1.5563 |
|
1.618 |
1.5386 |
|
1.000 |
1.5277 |
|
0.618 |
1.5209 |
|
HIGH |
1.5100 |
|
0.618 |
1.5032 |
|
0.500 |
1.5012 |
|
0.382 |
1.4991 |
|
LOW |
1.4923 |
|
0.618 |
1.4814 |
|
1.000 |
1.4746 |
|
1.618 |
1.4637 |
|
2.618 |
1.4460 |
|
4.250 |
1.4171 |
|
|
| Fisher Pivots for day following 22-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5059 |
1.5122 |
| PP |
1.5035 |
1.5109 |
| S1 |
1.5012 |
1.5096 |
|