CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 22-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5231 |
1.4984 |
-0.0247 |
-1.6% |
1.5148 |
| High |
1.5241 |
1.5082 |
-0.0159 |
-1.0% |
1.5362 |
| Low |
1.4979 |
1.4934 |
-0.0045 |
-0.3% |
1.4973 |
| Close |
1.5006 |
1.5077 |
0.0071 |
0.5% |
1.5006 |
| Range |
0.0262 |
0.0148 |
-0.0114 |
-43.5% |
0.0389 |
| ATR |
0.0121 |
0.0123 |
0.0002 |
1.6% |
0.0000 |
| Volume |
915 |
629 |
-286 |
-31.3% |
2,725 |
|
| Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5475 |
1.5424 |
1.5158 |
|
| R3 |
1.5327 |
1.5276 |
1.5118 |
|
| R2 |
1.5179 |
1.5179 |
1.5104 |
|
| R1 |
1.5128 |
1.5128 |
1.5091 |
1.5154 |
| PP |
1.5031 |
1.5031 |
1.5031 |
1.5044 |
| S1 |
1.4980 |
1.4980 |
1.5063 |
1.5006 |
| S2 |
1.4883 |
1.4883 |
1.5050 |
|
| S3 |
1.4735 |
1.4832 |
1.5036 |
|
| S4 |
1.4587 |
1.4684 |
1.4996 |
|
|
| 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 |
1.5711 |
|
2.618 |
1.5469 |
|
1.618 |
1.5321 |
|
1.000 |
1.5230 |
|
0.618 |
1.5173 |
|
HIGH |
1.5082 |
|
0.618 |
1.5025 |
|
0.500 |
1.5008 |
|
0.382 |
1.4991 |
|
LOW |
1.4934 |
|
0.618 |
1.4843 |
|
1.000 |
1.4786 |
|
1.618 |
1.4695 |
|
2.618 |
1.4547 |
|
4.250 |
1.4305 |
|
|
| Fisher Pivots for day following 22-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5054 |
1.5121 |
| PP |
1.5031 |
1.5106 |
| S1 |
1.5008 |
1.5092 |
|