CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 09-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5225 |
1.5273 |
0.0048 |
0.3% |
1.5256 |
| High |
1.5280 |
1.5388 |
0.0108 |
0.7% |
1.5388 |
| Low |
1.5135 |
1.5263 |
0.0128 |
0.8% |
1.5122 |
| Close |
1.5266 |
1.5363 |
0.0097 |
0.6% |
1.5363 |
| Range |
0.0145 |
0.0125 |
-0.0020 |
-13.8% |
0.0266 |
| ATR |
0.0162 |
0.0159 |
-0.0003 |
-1.6% |
0.0000 |
| Volume |
109,151 |
101,755 |
-7,396 |
-6.8% |
381,166 |
|
| Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5713 |
1.5663 |
1.5432 |
|
| R3 |
1.5588 |
1.5538 |
1.5397 |
|
| R2 |
1.5463 |
1.5463 |
1.5386 |
|
| R1 |
1.5413 |
1.5413 |
1.5374 |
1.5438 |
| PP |
1.5338 |
1.5338 |
1.5338 |
1.5351 |
| S1 |
1.5288 |
1.5288 |
1.5352 |
1.5313 |
| S2 |
1.5213 |
1.5213 |
1.5340 |
|
| S3 |
1.5088 |
1.5163 |
1.5329 |
|
| S4 |
1.4963 |
1.5038 |
1.5294 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6089 |
1.5992 |
1.5509 |
|
| R3 |
1.5823 |
1.5726 |
1.5436 |
|
| R2 |
1.5557 |
1.5557 |
1.5412 |
|
| R1 |
1.5460 |
1.5460 |
1.5387 |
1.5509 |
| PP |
1.5291 |
1.5291 |
1.5291 |
1.5315 |
| S1 |
1.5194 |
1.5194 |
1.5339 |
1.5243 |
| S2 |
1.5025 |
1.5025 |
1.5314 |
|
| S3 |
1.4759 |
1.4928 |
1.5290 |
|
| S4 |
1.4493 |
1.4662 |
1.5217 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5388 |
1.5122 |
0.0266 |
1.7% |
0.0140 |
0.9% |
91% |
True |
False |
76,233 |
| 10 |
1.5388 |
1.4799 |
0.0589 |
3.8% |
0.0139 |
0.9% |
96% |
True |
False |
93,788 |
| 20 |
1.5388 |
1.4790 |
0.0598 |
3.9% |
0.0168 |
1.1% |
96% |
True |
False |
103,983 |
| 40 |
1.5800 |
1.4772 |
0.1028 |
6.7% |
0.0164 |
1.1% |
57% |
False |
False |
56,260 |
| 60 |
1.6434 |
1.4772 |
0.1662 |
10.8% |
0.0157 |
1.0% |
36% |
False |
False |
37,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5919 |
|
2.618 |
1.5715 |
|
1.618 |
1.5590 |
|
1.000 |
1.5513 |
|
0.618 |
1.5465 |
|
HIGH |
1.5388 |
|
0.618 |
1.5340 |
|
0.500 |
1.5326 |
|
0.382 |
1.5311 |
|
LOW |
1.5263 |
|
0.618 |
1.5186 |
|
1.000 |
1.5138 |
|
1.618 |
1.5061 |
|
2.618 |
1.4936 |
|
4.250 |
1.4732 |
|
|
| Fisher Pivots for day following 09-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5351 |
1.5329 |
| PP |
1.5338 |
1.5294 |
| S1 |
1.5326 |
1.5260 |
|