CME British Pound Future September 2010
Trading Metrics calculated at close of trading on 12-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
1.5027 |
1.5143 |
0.0116 |
0.8% |
1.5058 |
High |
1.5027 |
1.5143 |
0.0116 |
0.8% |
1.5143 |
Low |
1.5027 |
1.5143 |
0.0116 |
0.8% |
1.4915 |
Close |
1.5033 |
1.5157 |
0.0124 |
0.8% |
1.5157 |
Range |
|
|
|
|
|
ATR |
0.0088 |
0.0089 |
0.0002 |
1.8% |
0.0000 |
Volume |
17 |
1 |
-16 |
-94.1% |
43 |
|
Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5148 |
1.5152 |
1.5157 |
|
R3 |
1.5148 |
1.5152 |
1.5157 |
|
R2 |
1.5148 |
1.5148 |
1.5157 |
|
R1 |
1.5152 |
1.5152 |
1.5157 |
1.5150 |
PP |
1.5148 |
1.5148 |
1.5148 |
1.5147 |
S1 |
1.5152 |
1.5152 |
1.5157 |
1.5150 |
S2 |
1.5148 |
1.5148 |
1.5157 |
|
S3 |
1.5148 |
1.5152 |
1.5157 |
|
S4 |
1.5148 |
1.5152 |
1.5157 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5756 |
1.5684 |
1.5282 |
|
R3 |
1.5528 |
1.5456 |
1.5220 |
|
R2 |
1.5300 |
1.5300 |
1.5199 |
|
R1 |
1.5228 |
1.5228 |
1.5178 |
1.5264 |
PP |
1.5072 |
1.5072 |
1.5072 |
1.5090 |
S1 |
1.5000 |
1.5000 |
1.5136 |
1.5036 |
S2 |
1.4844 |
1.4844 |
1.5115 |
|
S3 |
1.4616 |
1.4772 |
1.5094 |
|
S4 |
1.4388 |
1.4544 |
1.5032 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5143 |
2.618 |
1.5143 |
1.618 |
1.5143 |
1.000 |
1.5143 |
0.618 |
1.5143 |
HIGH |
1.5143 |
0.618 |
1.5143 |
0.500 |
1.5143 |
0.382 |
1.5143 |
LOW |
1.5143 |
0.618 |
1.5143 |
1.000 |
1.5143 |
1.618 |
1.5143 |
2.618 |
1.5143 |
4.250 |
1.5143 |
|
|
Fisher Pivots for day following 12-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
1.5152 |
1.5114 |
PP |
1.5148 |
1.5072 |
S1 |
1.5143 |
1.5029 |
|