CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 01-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5062 |
1.5179 |
0.0117 |
0.8% |
1.4998 |
| High |
1.5199 |
1.5293 |
0.0094 |
0.6% |
1.5105 |
| Low |
1.5037 |
1.5166 |
0.0129 |
0.9% |
1.4790 |
| Close |
1.5174 |
1.5264 |
0.0090 |
0.6% |
1.4886 |
| Range |
0.0162 |
0.0127 |
-0.0035 |
-21.6% |
0.0315 |
| ATR |
0.0171 |
0.0168 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
119,028 |
124,487 |
5,459 |
4.6% |
596,496 |
|
| Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5622 |
1.5570 |
1.5334 |
|
| R3 |
1.5495 |
1.5443 |
1.5299 |
|
| R2 |
1.5368 |
1.5368 |
1.5287 |
|
| R1 |
1.5316 |
1.5316 |
1.5276 |
1.5342 |
| PP |
1.5241 |
1.5241 |
1.5241 |
1.5254 |
| S1 |
1.5189 |
1.5189 |
1.5252 |
1.5215 |
| S2 |
1.5114 |
1.5114 |
1.5241 |
|
| S3 |
1.4987 |
1.5062 |
1.5229 |
|
| S4 |
1.4860 |
1.4935 |
1.5194 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5872 |
1.5694 |
1.5059 |
|
| R3 |
1.5557 |
1.5379 |
1.4973 |
|
| R2 |
1.5242 |
1.5242 |
1.4944 |
|
| R1 |
1.5064 |
1.5064 |
1.4915 |
1.4996 |
| PP |
1.4927 |
1.4927 |
1.4927 |
1.4893 |
| S1 |
1.4749 |
1.4749 |
1.4857 |
1.4681 |
| S2 |
1.4612 |
1.4612 |
1.4828 |
|
| S3 |
1.4297 |
1.4434 |
1.4799 |
|
| S4 |
1.3982 |
1.4119 |
1.4713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5293 |
1.4799 |
0.0494 |
3.2% |
0.0139 |
0.9% |
94% |
True |
False |
111,344 |
| 10 |
1.5293 |
1.4790 |
0.0503 |
3.3% |
0.0167 |
1.1% |
94% |
True |
False |
113,179 |
| 20 |
1.5375 |
1.4790 |
0.0585 |
3.8% |
0.0169 |
1.1% |
81% |
False |
False |
92,258 |
| 40 |
1.5906 |
1.4772 |
0.1134 |
7.4% |
0.0168 |
1.1% |
43% |
False |
False |
46,790 |
| 60 |
1.6434 |
1.4772 |
0.1662 |
10.9% |
0.0156 |
1.0% |
30% |
False |
False |
31,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5833 |
|
2.618 |
1.5625 |
|
1.618 |
1.5498 |
|
1.000 |
1.5420 |
|
0.618 |
1.5371 |
|
HIGH |
1.5293 |
|
0.618 |
1.5244 |
|
0.500 |
1.5230 |
|
0.382 |
1.5215 |
|
LOW |
1.5166 |
|
0.618 |
1.5088 |
|
1.000 |
1.5039 |
|
1.618 |
1.4961 |
|
2.618 |
1.4834 |
|
4.250 |
1.4626 |
|
|
| Fisher Pivots for day following 01-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5253 |
1.5219 |
| PP |
1.5241 |
1.5174 |
| S1 |
1.5230 |
1.5130 |
|