CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5148 |
1.5040 |
-0.0108 |
-0.7% |
1.5058 |
| High |
1.5155 |
1.5243 |
0.0088 |
0.6% |
1.5143 |
| Low |
1.5007 |
1.4973 |
-0.0034 |
-0.2% |
1.4915 |
| Close |
1.5030 |
1.5218 |
0.0188 |
1.3% |
1.5157 |
| Range |
0.0148 |
0.0270 |
0.0122 |
82.4% |
0.0228 |
| ATR |
0.0094 |
0.0106 |
0.0013 |
13.4% |
0.0000 |
| Volume |
1 |
486 |
485 |
48,500.0% |
43 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5955 |
1.5856 |
1.5367 |
|
| R3 |
1.5685 |
1.5586 |
1.5292 |
|
| R2 |
1.5415 |
1.5415 |
1.5268 |
|
| R1 |
1.5316 |
1.5316 |
1.5243 |
1.5366 |
| PP |
1.5145 |
1.5145 |
1.5145 |
1.5169 |
| S1 |
1.5046 |
1.5046 |
1.5193 |
1.5096 |
| S2 |
1.4875 |
1.4875 |
1.5169 |
|
| S3 |
1.4605 |
1.4776 |
1.5144 |
|
| S4 |
1.4335 |
1.4506 |
1.5070 |
|
|
| 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 |
1.6391 |
|
2.618 |
1.5950 |
|
1.618 |
1.5680 |
|
1.000 |
1.5513 |
|
0.618 |
1.5410 |
|
HIGH |
1.5243 |
|
0.618 |
1.5140 |
|
0.500 |
1.5108 |
|
0.382 |
1.5076 |
|
LOW |
1.4973 |
|
0.618 |
1.4806 |
|
1.000 |
1.4703 |
|
1.618 |
1.4536 |
|
2.618 |
1.4266 |
|
4.250 |
1.3826 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5181 |
1.5181 |
| PP |
1.5145 |
1.5145 |
| S1 |
1.5108 |
1.5108 |
|