CME British Pound Future December 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 |
1.5002 |
1.5000 |
-0.0002 |
0.0% |
1.5024 |
| High |
1.5002 |
1.5010 |
0.0008 |
0.1% |
1.5307 |
| Low |
1.5002 |
1.4980 |
-0.0022 |
-0.1% |
1.5002 |
| Close |
1.5002 |
1.5073 |
0.0071 |
0.5% |
1.5002 |
| Range |
0.0000 |
0.0030 |
0.0030 |
|
0.0305 |
| ATR |
0.0103 |
0.0098 |
-0.0005 |
-5.1% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5111 |
1.5122 |
1.5090 |
|
| R3 |
1.5081 |
1.5092 |
1.5081 |
|
| R2 |
1.5051 |
1.5051 |
1.5079 |
|
| R1 |
1.5062 |
1.5062 |
1.5076 |
1.5057 |
| PP |
1.5021 |
1.5021 |
1.5021 |
1.5018 |
| S1 |
1.5032 |
1.5032 |
1.5070 |
1.5027 |
| S2 |
1.4991 |
1.4991 |
1.5068 |
|
| S3 |
1.4961 |
1.5002 |
1.5065 |
|
| S4 |
1.4931 |
1.4972 |
1.5057 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6019 |
1.5815 |
1.5170 |
|
| R3 |
1.5714 |
1.5510 |
1.5086 |
|
| R2 |
1.5409 |
1.5409 |
1.5058 |
|
| R1 |
1.5205 |
1.5205 |
1.5030 |
1.5155 |
| PP |
1.5104 |
1.5104 |
1.5104 |
1.5078 |
| S1 |
1.4900 |
1.4900 |
1.4974 |
1.4850 |
| S2 |
1.4799 |
1.4799 |
1.4946 |
|
| S3 |
1.4494 |
1.4595 |
1.4918 |
|
| S4 |
1.4189 |
1.4290 |
1.4834 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5138 |
|
2.618 |
1.5089 |
|
1.618 |
1.5059 |
|
1.000 |
1.5040 |
|
0.618 |
1.5029 |
|
HIGH |
1.5010 |
|
0.618 |
1.4999 |
|
0.500 |
1.4995 |
|
0.382 |
1.4991 |
|
LOW |
1.4980 |
|
0.618 |
1.4961 |
|
1.000 |
1.4950 |
|
1.618 |
1.4931 |
|
2.618 |
1.4901 |
|
4.250 |
1.4853 |
|
|
| Fisher Pivots for day following 22-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5047 |
1.5106 |
| PP |
1.5021 |
1.5095 |
| S1 |
1.4995 |
1.5084 |
|