CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 25-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5020 |
1.4872 |
-0.0148 |
-1.0% |
1.5148 |
| High |
1.5020 |
1.4998 |
-0.0022 |
-0.1% |
1.5362 |
| Low |
1.4861 |
1.4797 |
-0.0064 |
-0.4% |
1.4973 |
| Close |
1.4876 |
1.4807 |
-0.0069 |
-0.5% |
1.5006 |
| Range |
0.0159 |
0.0201 |
0.0042 |
26.4% |
0.0389 |
| ATR |
0.0125 |
0.0131 |
0.0005 |
4.3% |
0.0000 |
| Volume |
248 |
284 |
36 |
14.5% |
2,725 |
|
| Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5470 |
1.5340 |
1.4918 |
|
| R3 |
1.5269 |
1.5139 |
1.4862 |
|
| R2 |
1.5068 |
1.5068 |
1.4844 |
|
| R1 |
1.4938 |
1.4938 |
1.4825 |
1.4903 |
| PP |
1.4867 |
1.4867 |
1.4867 |
1.4850 |
| S1 |
1.4737 |
1.4737 |
1.4789 |
1.4702 |
| S2 |
1.4666 |
1.4666 |
1.4770 |
|
| S3 |
1.4465 |
1.4536 |
1.4752 |
|
| S4 |
1.4264 |
1.4335 |
1.4696 |
|
|
| 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 |
1.5852 |
|
2.618 |
1.5524 |
|
1.618 |
1.5323 |
|
1.000 |
1.5199 |
|
0.618 |
1.5122 |
|
HIGH |
1.4998 |
|
0.618 |
1.4921 |
|
0.500 |
1.4898 |
|
0.382 |
1.4874 |
|
LOW |
1.4797 |
|
0.618 |
1.4673 |
|
1.000 |
1.4596 |
|
1.618 |
1.4472 |
|
2.618 |
1.4271 |
|
4.250 |
1.3943 |
|
|
| Fisher Pivots for day following 25-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4898 |
1.4942 |
| PP |
1.4867 |
1.4897 |
| S1 |
1.4837 |
1.4852 |
|