CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 24-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5098 |
1.5038 |
-0.0060 |
-0.4% |
1.5169 |
| High |
1.5105 |
1.5038 |
-0.0067 |
-0.4% |
1.5375 |
| Low |
1.4965 |
1.4856 |
-0.0109 |
-0.7% |
1.4970 |
| Close |
1.5024 |
1.4883 |
-0.0141 |
-0.9% |
1.5012 |
| Range |
0.0140 |
0.0182 |
0.0042 |
30.0% |
0.0405 |
| ATR |
0.0177 |
0.0178 |
0.0000 |
0.2% |
0.0000 |
| Volume |
90,963 |
104,307 |
13,344 |
14.7% |
595,037 |
|
| Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5472 |
1.5359 |
1.4983 |
|
| R3 |
1.5290 |
1.5177 |
1.4933 |
|
| R2 |
1.5108 |
1.5108 |
1.4916 |
|
| R1 |
1.4995 |
1.4995 |
1.4900 |
1.4961 |
| PP |
1.4926 |
1.4926 |
1.4926 |
1.4908 |
| S1 |
1.4813 |
1.4813 |
1.4866 |
1.4779 |
| S2 |
1.4744 |
1.4744 |
1.4850 |
|
| S3 |
1.4562 |
1.4631 |
1.4833 |
|
| S4 |
1.4380 |
1.4449 |
1.4783 |
|
|
| 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 |
1.5321 |
1.4856 |
0.0465 |
3.1% |
0.0176 |
1.2% |
6% |
False |
True |
116,982 |
| 10 |
1.5375 |
1.4856 |
0.0519 |
3.5% |
0.0187 |
1.3% |
5% |
False |
True |
106,245 |
| 20 |
1.5405 |
1.4772 |
0.0633 |
4.3% |
0.0185 |
1.2% |
18% |
False |
False |
58,852 |
| 40 |
1.6256 |
1.4772 |
0.1484 |
10.0% |
0.0165 |
1.1% |
7% |
False |
False |
29,663 |
| 60 |
1.6434 |
1.4772 |
0.1662 |
11.2% |
0.0157 |
1.1% |
7% |
False |
False |
19,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5812 |
|
2.618 |
1.5514 |
|
1.618 |
1.5332 |
|
1.000 |
1.5220 |
|
0.618 |
1.5150 |
|
HIGH |
1.5038 |
|
0.618 |
1.4968 |
|
0.500 |
1.4947 |
|
0.382 |
1.4926 |
|
LOW |
1.4856 |
|
0.618 |
1.4744 |
|
1.000 |
1.4674 |
|
1.618 |
1.4562 |
|
2.618 |
1.4380 |
|
4.250 |
1.4083 |
|
|
| Fisher Pivots for day following 24-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4947 |
1.4981 |
| PP |
1.4926 |
1.4948 |
| S1 |
1.4904 |
1.4916 |
|