CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 13-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5437 |
1.5360 |
-0.0077 |
-0.5% |
1.5256 |
| High |
1.5480 |
1.5445 |
-0.0035 |
-0.2% |
1.5388 |
| Low |
1.5347 |
1.5329 |
-0.0018 |
-0.1% |
1.5122 |
| Close |
1.5371 |
1.5369 |
-0.0002 |
0.0% |
1.5363 |
| Range |
0.0133 |
0.0116 |
-0.0017 |
-12.8% |
0.0266 |
| ATR |
0.0157 |
0.0154 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
120,118 |
85,810 |
-34,308 |
-28.6% |
381,166 |
|
| Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5729 |
1.5665 |
1.5433 |
|
| R3 |
1.5613 |
1.5549 |
1.5401 |
|
| R2 |
1.5497 |
1.5497 |
1.5390 |
|
| R1 |
1.5433 |
1.5433 |
1.5380 |
1.5465 |
| PP |
1.5381 |
1.5381 |
1.5381 |
1.5397 |
| S1 |
1.5317 |
1.5317 |
1.5358 |
1.5349 |
| S2 |
1.5265 |
1.5265 |
1.5348 |
|
| S3 |
1.5149 |
1.5201 |
1.5337 |
|
| S4 |
1.5033 |
1.5085 |
1.5305 |
|
|
| 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 |
1.5132 |
0.0348 |
2.3% |
0.0134 |
0.9% |
68% |
False |
False |
106,536 |
| 10 |
1.5480 |
1.4966 |
0.0514 |
3.3% |
0.0140 |
0.9% |
78% |
False |
False |
91,163 |
| 20 |
1.5480 |
1.4790 |
0.0690 |
4.5% |
0.0160 |
1.0% |
84% |
False |
False |
104,519 |
| 40 |
1.5800 |
1.4772 |
0.1028 |
6.7% |
0.0163 |
1.1% |
58% |
False |
False |
61,388 |
| 60 |
1.6434 |
1.4772 |
0.1662 |
10.8% |
0.0157 |
1.0% |
36% |
False |
False |
41,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5938 |
|
2.618 |
1.5749 |
|
1.618 |
1.5633 |
|
1.000 |
1.5561 |
|
0.618 |
1.5517 |
|
HIGH |
1.5445 |
|
0.618 |
1.5401 |
|
0.500 |
1.5387 |
|
0.382 |
1.5373 |
|
LOW |
1.5329 |
|
0.618 |
1.5257 |
|
1.000 |
1.5213 |
|
1.618 |
1.5141 |
|
2.618 |
1.5025 |
|
4.250 |
1.4836 |
|
|
| Fisher Pivots for day following 13-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5387 |
1.5372 |
| PP |
1.5381 |
1.5371 |
| S1 |
1.5375 |
1.5370 |
|