CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 23-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4998 |
1.5098 |
0.0100 |
0.7% |
1.5169 |
| High |
1.5100 |
1.5105 |
0.0005 |
0.0% |
1.5375 |
| Low |
1.4923 |
1.4965 |
0.0042 |
0.3% |
1.4970 |
| Close |
1.5083 |
1.5024 |
-0.0059 |
-0.4% |
1.5012 |
| Range |
0.0177 |
0.0140 |
-0.0037 |
-20.9% |
0.0405 |
| ATR |
0.0180 |
0.0177 |
-0.0003 |
-1.6% |
0.0000 |
| Volume |
137,104 |
90,963 |
-46,141 |
-33.7% |
595,037 |
|
| Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5451 |
1.5378 |
1.5101 |
|
| R3 |
1.5311 |
1.5238 |
1.5063 |
|
| R2 |
1.5171 |
1.5171 |
1.5050 |
|
| R1 |
1.5098 |
1.5098 |
1.5037 |
1.5065 |
| PP |
1.5031 |
1.5031 |
1.5031 |
1.5015 |
| S1 |
1.4958 |
1.4958 |
1.5011 |
1.4925 |
| S2 |
1.4891 |
1.4891 |
1.4998 |
|
| S3 |
1.4751 |
1.4818 |
1.4986 |
|
| S4 |
1.4611 |
1.4678 |
1.4947 |
|
|
| 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% |
0.0174 |
1.2% |
22% |
False |
False |
121,976 |
| 10 |
1.5375 |
1.4864 |
0.0511 |
3.4% |
0.0183 |
1.2% |
31% |
False |
False |
98,493 |
| 20 |
1.5460 |
1.4772 |
0.0688 |
4.6% |
0.0180 |
1.2% |
37% |
False |
False |
53,680 |
| 40 |
1.6256 |
1.4772 |
0.1484 |
9.9% |
0.0164 |
1.1% |
17% |
False |
False |
27,058 |
| 60 |
1.6434 |
1.4772 |
0.1662 |
11.1% |
0.0156 |
1.0% |
15% |
False |
False |
18,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5700 |
|
2.618 |
1.5472 |
|
1.618 |
1.5332 |
|
1.000 |
1.5245 |
|
0.618 |
1.5192 |
|
HIGH |
1.5105 |
|
0.618 |
1.5052 |
|
0.500 |
1.5035 |
|
0.382 |
1.5018 |
|
LOW |
1.4965 |
|
0.618 |
1.4878 |
|
1.000 |
1.4825 |
|
1.618 |
1.4738 |
|
2.618 |
1.4598 |
|
4.250 |
1.4370 |
|
|
| Fisher Pivots for day following 23-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5035 |
1.5086 |
| PP |
1.5031 |
1.5065 |
| S1 |
1.5028 |
1.5045 |
|