CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 19-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5307 |
1.5231 |
-0.0076 |
-0.5% |
1.5148 |
| High |
1.5307 |
1.5241 |
-0.0066 |
-0.4% |
1.5362 |
| Low |
1.5206 |
1.4979 |
-0.0227 |
-1.5% |
1.4973 |
| Close |
1.5237 |
1.5006 |
-0.0231 |
-1.5% |
1.5006 |
| Range |
0.0101 |
0.0262 |
0.0161 |
159.4% |
0.0389 |
| ATR |
0.0110 |
0.0121 |
0.0011 |
9.8% |
0.0000 |
| Volume |
627 |
915 |
288 |
45.9% |
2,725 |
|
| Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5861 |
1.5696 |
1.5150 |
|
| R3 |
1.5599 |
1.5434 |
1.5078 |
|
| R2 |
1.5337 |
1.5337 |
1.5054 |
|
| R1 |
1.5172 |
1.5172 |
1.5030 |
1.5124 |
| PP |
1.5075 |
1.5075 |
1.5075 |
1.5051 |
| S1 |
1.4910 |
1.4910 |
1.4982 |
1.4862 |
| S2 |
1.4813 |
1.4813 |
1.4958 |
|
| S3 |
1.4551 |
1.4648 |
1.4934 |
|
| S4 |
1.4289 |
1.4386 |
1.4862 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6281 |
1.6032 |
1.5220 |
|
| R3 |
1.5892 |
1.5643 |
1.5113 |
|
| R2 |
1.5503 |
1.5503 |
1.5077 |
|
| R1 |
1.5254 |
1.5254 |
1.5042 |
1.5184 |
| PP |
1.5114 |
1.5114 |
1.5114 |
1.5079 |
| S1 |
1.4865 |
1.4865 |
1.4970 |
1.4795 |
| S2 |
1.4725 |
1.4725 |
1.4935 |
|
| S3 |
1.4336 |
1.4476 |
1.4899 |
|
| S4 |
1.3947 |
1.4087 |
1.4792 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6355 |
|
2.618 |
1.5927 |
|
1.618 |
1.5665 |
|
1.000 |
1.5503 |
|
0.618 |
1.5403 |
|
HIGH |
1.5241 |
|
0.618 |
1.5141 |
|
0.500 |
1.5110 |
|
0.382 |
1.5079 |
|
LOW |
1.4979 |
|
0.618 |
1.4817 |
|
1.000 |
1.4717 |
|
1.618 |
1.4555 |
|
2.618 |
1.4293 |
|
4.250 |
1.3866 |
|
|
| Fisher Pivots for day following 19-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5110 |
1.5171 |
| PP |
1.5075 |
1.5116 |
| S1 |
1.5041 |
1.5061 |
|