CME British Pound Future September 2010
| Trading Metrics calculated at close of trading on 30-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1.4921 |
1.4978 |
0.0057 |
0.4% |
1.4984 |
| High |
1.5007 |
1.5114 |
0.0107 |
0.7% |
1.5087 |
| Low |
1.4896 |
1.4963 |
0.0067 |
0.4% |
1.4795 |
| Close |
1.4960 |
1.5049 |
0.0089 |
0.6% |
1.4879 |
| Range |
0.0111 |
0.0151 |
0.0040 |
36.0% |
0.0292 |
| ATR |
0.0129 |
0.0131 |
0.0002 |
1.4% |
0.0000 |
| Volume |
128 |
106 |
-22 |
-17.2% |
1,551 |
|
| Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5495 |
1.5423 |
1.5132 |
|
| R3 |
1.5344 |
1.5272 |
1.5091 |
|
| R2 |
1.5193 |
1.5193 |
1.5077 |
|
| R1 |
1.5121 |
1.5121 |
1.5063 |
1.5157 |
| PP |
1.5042 |
1.5042 |
1.5042 |
1.5060 |
| S1 |
1.4970 |
1.4970 |
1.5035 |
1.5006 |
| S2 |
1.4891 |
1.4891 |
1.5021 |
|
| S3 |
1.4740 |
1.4819 |
1.5007 |
|
| S4 |
1.4589 |
1.4668 |
1.4966 |
|
|
| 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 |
1.5756 |
|
2.618 |
1.5509 |
|
1.618 |
1.5358 |
|
1.000 |
1.5265 |
|
0.618 |
1.5207 |
|
HIGH |
1.5114 |
|
0.618 |
1.5056 |
|
0.500 |
1.5039 |
|
0.382 |
1.5021 |
|
LOW |
1.4963 |
|
0.618 |
1.4870 |
|
1.000 |
1.4812 |
|
1.618 |
1.4719 |
|
2.618 |
1.4568 |
|
4.250 |
1.4321 |
|
|
| Fisher Pivots for day following 30-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5046 |
1.5018 |
| PP |
1.5042 |
1.4986 |
| S1 |
1.5039 |
1.4955 |
|