CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 12-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5273 |
1.5437 |
0.0164 |
1.1% |
1.5256 |
| High |
1.5388 |
1.5480 |
0.0092 |
0.6% |
1.5388 |
| Low |
1.5263 |
1.5347 |
0.0084 |
0.6% |
1.5122 |
| Close |
1.5363 |
1.5371 |
0.0008 |
0.1% |
1.5363 |
| Range |
0.0125 |
0.0133 |
0.0008 |
6.4% |
0.0266 |
| ATR |
0.0159 |
0.0157 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
101,755 |
120,118 |
18,363 |
18.0% |
381,166 |
|
| Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5798 |
1.5718 |
1.5444 |
|
| R3 |
1.5665 |
1.5585 |
1.5408 |
|
| R2 |
1.5532 |
1.5532 |
1.5395 |
|
| R1 |
1.5452 |
1.5452 |
1.5383 |
1.5426 |
| PP |
1.5399 |
1.5399 |
1.5399 |
1.5386 |
| S1 |
1.5319 |
1.5319 |
1.5359 |
1.5293 |
| S2 |
1.5266 |
1.5266 |
1.5347 |
|
| S3 |
1.5133 |
1.5186 |
1.5334 |
|
| S4 |
1.5000 |
1.5053 |
1.5298 |
|
|
| 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 |
1.5480 |
1.5122 |
0.0358 |
2.3% |
0.0146 |
1.0% |
70% |
True |
False |
97,848 |
| 10 |
1.5480 |
1.4884 |
0.0596 |
3.9% |
0.0141 |
0.9% |
82% |
True |
False |
92,399 |
| 20 |
1.5480 |
1.4790 |
0.0690 |
4.5% |
0.0163 |
1.1% |
84% |
True |
False |
105,776 |
| 40 |
1.5800 |
1.4772 |
0.1028 |
6.7% |
0.0164 |
1.1% |
58% |
False |
False |
59,254 |
| 60 |
1.6434 |
1.4772 |
0.1662 |
10.8% |
0.0157 |
1.0% |
36% |
False |
False |
39,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6045 |
|
2.618 |
1.5828 |
|
1.618 |
1.5695 |
|
1.000 |
1.5613 |
|
0.618 |
1.5562 |
|
HIGH |
1.5480 |
|
0.618 |
1.5429 |
|
0.500 |
1.5414 |
|
0.382 |
1.5398 |
|
LOW |
1.5347 |
|
0.618 |
1.5265 |
|
1.000 |
1.5214 |
|
1.618 |
1.5132 |
|
2.618 |
1.4999 |
|
4.250 |
1.4782 |
|
|
| Fisher Pivots for day following 12-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5414 |
1.5350 |
| PP |
1.5399 |
1.5329 |
| S1 |
1.5385 |
1.5308 |
|