CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 29-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4809 |
1.4921 |
0.0112 |
0.8% |
1.4984 |
| High |
1.4900 |
1.5007 |
0.0107 |
0.7% |
1.5087 |
| Low |
1.4795 |
1.4896 |
0.0101 |
0.7% |
1.4795 |
| Close |
1.4879 |
1.4960 |
0.0081 |
0.5% |
1.4879 |
| Range |
0.0105 |
0.0111 |
0.0006 |
5.7% |
0.0292 |
| ATR |
0.0129 |
0.0129 |
0.0000 |
0.0% |
0.0000 |
| Volume |
273 |
128 |
-145 |
-53.1% |
1,551 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5287 |
1.5235 |
1.5021 |
|
| R3 |
1.5176 |
1.5124 |
1.4991 |
|
| R2 |
1.5065 |
1.5065 |
1.4980 |
|
| R1 |
1.5013 |
1.5013 |
1.4970 |
1.5039 |
| PP |
1.4954 |
1.4954 |
1.4954 |
1.4968 |
| S1 |
1.4902 |
1.4902 |
1.4950 |
1.4928 |
| S2 |
1.4843 |
1.4843 |
1.4940 |
|
| S3 |
1.4732 |
1.4791 |
1.4929 |
|
| S4 |
1.4621 |
1.4680 |
1.4899 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5796 |
1.5630 |
1.5040 |
|
| R3 |
1.5504 |
1.5338 |
1.4959 |
|
| R2 |
1.5212 |
1.5212 |
1.4933 |
|
| R1 |
1.5046 |
1.5046 |
1.4906 |
1.4983 |
| PP |
1.4920 |
1.4920 |
1.4920 |
1.4889 |
| S1 |
1.4754 |
1.4754 |
1.4852 |
1.4691 |
| S2 |
1.4628 |
1.4628 |
1.4825 |
|
| S3 |
1.4336 |
1.4462 |
1.4799 |
|
| S4 |
1.4044 |
1.4170 |
1.4718 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5479 |
|
2.618 |
1.5298 |
|
1.618 |
1.5187 |
|
1.000 |
1.5118 |
|
0.618 |
1.5076 |
|
HIGH |
1.5007 |
|
0.618 |
1.4965 |
|
0.500 |
1.4952 |
|
0.382 |
1.4938 |
|
LOW |
1.4896 |
|
0.618 |
1.4827 |
|
1.000 |
1.4785 |
|
1.618 |
1.4716 |
|
2.618 |
1.4605 |
|
4.250 |
1.4424 |
|
|
| Fisher Pivots for day following 29-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.4957 |
1.4940 |
| PP |
1.4954 |
1.4921 |
| S1 |
1.4952 |
1.4901 |
|