CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 30-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4944 |
1.4975 |
0.0031 |
0.2% |
1.4998 |
| High |
1.5013 |
1.5123 |
0.0110 |
0.7% |
1.5105 |
| Low |
1.4884 |
1.4966 |
0.0082 |
0.6% |
1.4790 |
| Close |
1.4967 |
1.5056 |
0.0089 |
0.6% |
1.4886 |
| Range |
0.0129 |
0.0157 |
0.0028 |
21.7% |
0.0315 |
| ATR |
0.0173 |
0.0172 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
98,176 |
81,022 |
-17,154 |
-17.5% |
596,496 |
|
| Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5519 |
1.5445 |
1.5142 |
|
| R3 |
1.5362 |
1.5288 |
1.5099 |
|
| R2 |
1.5205 |
1.5205 |
1.5085 |
|
| R1 |
1.5131 |
1.5131 |
1.5070 |
1.5168 |
| PP |
1.5048 |
1.5048 |
1.5048 |
1.5067 |
| S1 |
1.4974 |
1.4974 |
1.5042 |
1.5011 |
| S2 |
1.4891 |
1.4891 |
1.5027 |
|
| S3 |
1.4734 |
1.4817 |
1.5013 |
|
| S4 |
1.4577 |
1.4660 |
1.4970 |
|
|
| 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 |
1.5123 |
1.4790 |
0.0333 |
2.2% |
0.0160 |
1.1% |
80% |
True |
False |
109,525 |
| 10 |
1.5375 |
1.4790 |
0.0585 |
3.9% |
0.0167 |
1.1% |
45% |
False |
False |
115,751 |
| 20 |
1.5375 |
1.4790 |
0.0585 |
3.9% |
0.0169 |
1.1% |
45% |
False |
False |
80,599 |
| 40 |
1.6046 |
1.4772 |
0.1274 |
8.5% |
0.0166 |
1.1% |
22% |
False |
False |
40,712 |
| 60 |
1.6434 |
1.4772 |
0.1662 |
11.0% |
0.0157 |
1.0% |
17% |
False |
False |
27,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5790 |
|
2.618 |
1.5534 |
|
1.618 |
1.5377 |
|
1.000 |
1.5280 |
|
0.618 |
1.5220 |
|
HIGH |
1.5123 |
|
0.618 |
1.5063 |
|
0.500 |
1.5045 |
|
0.382 |
1.5026 |
|
LOW |
1.4966 |
|
0.618 |
1.4869 |
|
1.000 |
1.4809 |
|
1.618 |
1.4712 |
|
2.618 |
1.4555 |
|
4.250 |
1.4299 |
|
|
| Fisher Pivots for day following 30-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5052 |
1.5024 |
| PP |
1.5048 |
1.4993 |
| S1 |
1.5045 |
1.4961 |
|