CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 29-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4808 |
1.4944 |
0.0136 |
0.9% |
1.4998 |
| High |
1.4917 |
1.5013 |
0.0096 |
0.6% |
1.5105 |
| Low |
1.4799 |
1.4884 |
0.0085 |
0.6% |
1.4790 |
| Close |
1.4886 |
1.4967 |
0.0081 |
0.5% |
1.4886 |
| Range |
0.0118 |
0.0129 |
0.0011 |
9.3% |
0.0315 |
| ATR |
0.0176 |
0.0173 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
134,008 |
98,176 |
-35,832 |
-26.7% |
596,496 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5342 |
1.5283 |
1.5038 |
|
| R3 |
1.5213 |
1.5154 |
1.5002 |
|
| R2 |
1.5084 |
1.5084 |
1.4991 |
|
| R1 |
1.5025 |
1.5025 |
1.4979 |
1.5055 |
| PP |
1.4955 |
1.4955 |
1.4955 |
1.4969 |
| S1 |
1.4896 |
1.4896 |
1.4955 |
1.4926 |
| S2 |
1.4826 |
1.4826 |
1.4943 |
|
| S3 |
1.4697 |
1.4767 |
1.4932 |
|
| S4 |
1.4568 |
1.4638 |
1.4896 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5872 |
1.5694 |
1.5059 |
|
| R3 |
1.5557 |
1.5379 |
1.4973 |
|
| R2 |
1.5242 |
1.5242 |
1.4944 |
|
| R1 |
1.5064 |
1.5064 |
1.4915 |
1.4996 |
| PP |
1.4927 |
1.4927 |
1.4927 |
1.4893 |
| S1 |
1.4749 |
1.4749 |
1.4857 |
1.4681 |
| S2 |
1.4612 |
1.4612 |
1.4828 |
|
| S3 |
1.4297 |
1.4434 |
1.4799 |
|
| S4 |
1.3982 |
1.4119 |
1.4713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5105 |
1.4790 |
0.0315 |
2.1% |
0.0157 |
1.0% |
56% |
False |
False |
111,513 |
| 10 |
1.5375 |
1.4790 |
0.0585 |
3.9% |
0.0180 |
1.2% |
30% |
False |
False |
117,876 |
| 20 |
1.5375 |
1.4790 |
0.0585 |
3.9% |
0.0168 |
1.1% |
30% |
False |
False |
76,741 |
| 40 |
1.6046 |
1.4772 |
0.1274 |
8.5% |
0.0165 |
1.1% |
15% |
False |
False |
38,696 |
| 60 |
1.6434 |
1.4772 |
0.1662 |
11.1% |
0.0157 |
1.0% |
12% |
False |
False |
25,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5561 |
|
2.618 |
1.5351 |
|
1.618 |
1.5222 |
|
1.000 |
1.5142 |
|
0.618 |
1.5093 |
|
HIGH |
1.5013 |
|
0.618 |
1.4964 |
|
0.500 |
1.4949 |
|
0.382 |
1.4933 |
|
LOW |
1.4884 |
|
0.618 |
1.4804 |
|
1.000 |
1.4755 |
|
1.618 |
1.4675 |
|
2.618 |
1.4546 |
|
4.250 |
1.4336 |
|
|
| Fisher Pivots for day following 29-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4961 |
1.4945 |
| PP |
1.4955 |
1.4923 |
| S1 |
1.4949 |
1.4902 |
|