CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 15-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5143 |
1.5148 |
0.0005 |
0.0% |
1.5058 |
| High |
1.5143 |
1.5155 |
0.0012 |
0.1% |
1.5143 |
| Low |
1.5143 |
1.5007 |
-0.0136 |
-0.9% |
1.4915 |
| Close |
1.5157 |
1.5030 |
-0.0127 |
-0.8% |
1.5157 |
| Range |
0.0000 |
0.0148 |
0.0148 |
|
0.0228 |
| ATR |
0.0089 |
0.0094 |
0.0004 |
4.8% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
43 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5508 |
1.5417 |
1.5111 |
|
| R3 |
1.5360 |
1.5269 |
1.5071 |
|
| R2 |
1.5212 |
1.5212 |
1.5057 |
|
| R1 |
1.5121 |
1.5121 |
1.5044 |
1.5093 |
| PP |
1.5064 |
1.5064 |
1.5064 |
1.5050 |
| S1 |
1.4973 |
1.4973 |
1.5016 |
1.4945 |
| S2 |
1.4916 |
1.4916 |
1.5003 |
|
| S3 |
1.4768 |
1.4825 |
1.4989 |
|
| S4 |
1.4620 |
1.4677 |
1.4949 |
|
|
| 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 |
1.5784 |
|
2.618 |
1.5542 |
|
1.618 |
1.5394 |
|
1.000 |
1.5303 |
|
0.618 |
1.5246 |
|
HIGH |
1.5155 |
|
0.618 |
1.5098 |
|
0.500 |
1.5081 |
|
0.382 |
1.5064 |
|
LOW |
1.5007 |
|
0.618 |
1.4916 |
|
1.000 |
1.4859 |
|
1.618 |
1.4768 |
|
2.618 |
1.4620 |
|
4.250 |
1.4378 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5081 |
1.5081 |
| PP |
1.5064 |
1.5064 |
| S1 |
1.5047 |
1.5047 |
|