CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 06-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5256 |
1.5283 |
0.0027 |
0.2% |
1.4944 |
| High |
1.5315 |
1.5301 |
-0.0014 |
-0.1% |
1.5293 |
| Low |
1.5213 |
1.5122 |
-0.0091 |
-0.6% |
1.4884 |
| Close |
1.5288 |
1.5268 |
-0.0020 |
-0.1% |
1.5264 |
| Range |
0.0102 |
0.0179 |
0.0077 |
75.5% |
0.0409 |
| ATR |
0.0163 |
0.0164 |
0.0001 |
0.7% |
0.0000 |
| Volume |
12,042 |
42,370 |
30,328 |
251.9% |
422,713 |
|
| Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5767 |
1.5697 |
1.5366 |
|
| R3 |
1.5588 |
1.5518 |
1.5317 |
|
| R2 |
1.5409 |
1.5409 |
1.5301 |
|
| R1 |
1.5339 |
1.5339 |
1.5284 |
1.5285 |
| PP |
1.5230 |
1.5230 |
1.5230 |
1.5203 |
| S1 |
1.5160 |
1.5160 |
1.5252 |
1.5106 |
| S2 |
1.5051 |
1.5051 |
1.5235 |
|
| S3 |
1.4872 |
1.4981 |
1.5219 |
|
| S4 |
1.4693 |
1.4802 |
1.5170 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6374 |
1.6228 |
1.5489 |
|
| R3 |
1.5965 |
1.5819 |
1.5376 |
|
| R2 |
1.5556 |
1.5556 |
1.5339 |
|
| R1 |
1.5410 |
1.5410 |
1.5301 |
1.5483 |
| PP |
1.5147 |
1.5147 |
1.5147 |
1.5184 |
| S1 |
1.5001 |
1.5001 |
1.5227 |
1.5074 |
| S2 |
1.4738 |
1.4738 |
1.5189 |
|
| S3 |
1.4329 |
1.4592 |
1.5152 |
|
| S4 |
1.3920 |
1.4183 |
1.5039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5315 |
1.4966 |
0.0349 |
2.3% |
0.0145 |
1.0% |
87% |
False |
False |
75,789 |
| 10 |
1.5315 |
1.4790 |
0.0525 |
3.4% |
0.0151 |
1.0% |
91% |
False |
False |
93,651 |
| 20 |
1.5375 |
1.4790 |
0.0585 |
3.8% |
0.0166 |
1.1% |
82% |
False |
False |
93,672 |
| 40 |
1.5800 |
1.4772 |
0.1028 |
6.7% |
0.0165 |
1.1% |
48% |
False |
False |
48,136 |
| 60 |
1.6434 |
1.4772 |
0.1662 |
10.9% |
0.0157 |
1.0% |
30% |
False |
False |
32,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6062 |
|
2.618 |
1.5770 |
|
1.618 |
1.5591 |
|
1.000 |
1.5480 |
|
0.618 |
1.5412 |
|
HIGH |
1.5301 |
|
0.618 |
1.5233 |
|
0.500 |
1.5212 |
|
0.382 |
1.5190 |
|
LOW |
1.5122 |
|
0.618 |
1.5011 |
|
1.000 |
1.4943 |
|
1.618 |
1.4832 |
|
2.618 |
1.4653 |
|
4.250 |
1.4361 |
|
|
| Fisher Pivots for day following 06-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5249 |
1.5252 |
| PP |
1.5230 |
1.5235 |
| S1 |
1.5212 |
1.5219 |
|