CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5040 |
1.5213 |
0.0173 |
1.2% |
1.5058 |
| High |
1.5243 |
1.5362 |
0.0119 |
0.8% |
1.5143 |
| Low |
1.4973 |
1.5198 |
0.0225 |
1.5% |
1.4915 |
| Close |
1.5218 |
1.5313 |
0.0095 |
0.6% |
1.5157 |
| Range |
0.0270 |
0.0164 |
-0.0106 |
-39.3% |
0.0228 |
| ATR |
0.0106 |
0.0110 |
0.0004 |
3.9% |
0.0000 |
| Volume |
486 |
696 |
210 |
43.2% |
43 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5783 |
1.5712 |
1.5403 |
|
| R3 |
1.5619 |
1.5548 |
1.5358 |
|
| R2 |
1.5455 |
1.5455 |
1.5343 |
|
| R1 |
1.5384 |
1.5384 |
1.5328 |
1.5420 |
| PP |
1.5291 |
1.5291 |
1.5291 |
1.5309 |
| S1 |
1.5220 |
1.5220 |
1.5298 |
1.5256 |
| S2 |
1.5127 |
1.5127 |
1.5283 |
|
| S3 |
1.4963 |
1.5056 |
1.5268 |
|
| S4 |
1.4799 |
1.4892 |
1.5223 |
|
|
| 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 |
1.6059 |
|
2.618 |
1.5791 |
|
1.618 |
1.5627 |
|
1.000 |
1.5526 |
|
0.618 |
1.5463 |
|
HIGH |
1.5362 |
|
0.618 |
1.5299 |
|
0.500 |
1.5280 |
|
0.382 |
1.5261 |
|
LOW |
1.5198 |
|
0.618 |
1.5097 |
|
1.000 |
1.5034 |
|
1.618 |
1.4933 |
|
2.618 |
1.4769 |
|
4.250 |
1.4501 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5302 |
1.5265 |
| PP |
1.5291 |
1.5216 |
| S1 |
1.5280 |
1.5168 |
|