CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 31-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4975 |
1.5062 |
0.0087 |
0.6% |
1.4998 |
| High |
1.5123 |
1.5199 |
0.0076 |
0.5% |
1.5105 |
| Low |
1.4966 |
1.5037 |
0.0071 |
0.5% |
1.4790 |
| Close |
1.5056 |
1.5174 |
0.0118 |
0.8% |
1.4886 |
| Range |
0.0157 |
0.0162 |
0.0005 |
3.2% |
0.0315 |
| ATR |
0.0172 |
0.0171 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
81,022 |
119,028 |
38,006 |
46.9% |
596,496 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5623 |
1.5560 |
1.5263 |
|
| R3 |
1.5461 |
1.5398 |
1.5219 |
|
| R2 |
1.5299 |
1.5299 |
1.5204 |
|
| R1 |
1.5236 |
1.5236 |
1.5189 |
1.5268 |
| PP |
1.5137 |
1.5137 |
1.5137 |
1.5152 |
| S1 |
1.5074 |
1.5074 |
1.5159 |
1.5106 |
| S2 |
1.4975 |
1.4975 |
1.5144 |
|
| S3 |
1.4813 |
1.4912 |
1.5129 |
|
| S4 |
1.4651 |
1.4750 |
1.5085 |
|
|
| 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 |
1.5199 |
1.4790 |
0.0409 |
2.7% |
0.0156 |
1.0% |
94% |
True |
False |
112,469 |
| 10 |
1.5321 |
1.4790 |
0.0531 |
3.5% |
0.0166 |
1.1% |
72% |
False |
False |
114,726 |
| 20 |
1.5375 |
1.4790 |
0.0585 |
3.9% |
0.0169 |
1.1% |
66% |
False |
False |
86,345 |
| 40 |
1.6046 |
1.4772 |
0.1274 |
8.4% |
0.0169 |
1.1% |
32% |
False |
False |
43,683 |
| 60 |
1.6434 |
1.4772 |
0.1662 |
11.0% |
0.0157 |
1.0% |
24% |
False |
False |
29,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5888 |
|
2.618 |
1.5623 |
|
1.618 |
1.5461 |
|
1.000 |
1.5361 |
|
0.618 |
1.5299 |
|
HIGH |
1.5199 |
|
0.618 |
1.5137 |
|
0.500 |
1.5118 |
|
0.382 |
1.5099 |
|
LOW |
1.5037 |
|
0.618 |
1.4937 |
|
1.000 |
1.4875 |
|
1.618 |
1.4775 |
|
2.618 |
1.4613 |
|
4.250 |
1.4349 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5155 |
1.5130 |
| PP |
1.5137 |
1.5086 |
| S1 |
1.5118 |
1.5042 |
|