CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 14-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5360 |
1.5373 |
0.0013 |
0.1% |
1.5256 |
| High |
1.5445 |
1.5488 |
0.0043 |
0.3% |
1.5388 |
| Low |
1.5329 |
1.5367 |
0.0038 |
0.2% |
1.5122 |
| Close |
1.5369 |
1.5469 |
0.0100 |
0.7% |
1.5363 |
| Range |
0.0116 |
0.0121 |
0.0005 |
4.3% |
0.0266 |
| ATR |
0.0154 |
0.0152 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
85,810 |
81,218 |
-4,592 |
-5.4% |
381,166 |
|
| Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5804 |
1.5758 |
1.5536 |
|
| R3 |
1.5683 |
1.5637 |
1.5502 |
|
| R2 |
1.5562 |
1.5562 |
1.5491 |
|
| R1 |
1.5516 |
1.5516 |
1.5480 |
1.5539 |
| PP |
1.5441 |
1.5441 |
1.5441 |
1.5453 |
| S1 |
1.5395 |
1.5395 |
1.5458 |
1.5418 |
| S2 |
1.5320 |
1.5320 |
1.5447 |
|
| S3 |
1.5199 |
1.5274 |
1.5436 |
|
| S4 |
1.5078 |
1.5153 |
1.5402 |
|
|
| 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 |
1.5488 |
1.5135 |
0.0353 |
2.3% |
0.0128 |
0.8% |
95% |
True |
False |
99,610 |
| 10 |
1.5488 |
1.5037 |
0.0451 |
2.9% |
0.0136 |
0.9% |
96% |
True |
False |
91,182 |
| 20 |
1.5488 |
1.4790 |
0.0698 |
4.5% |
0.0152 |
1.0% |
97% |
True |
False |
103,466 |
| 40 |
1.5800 |
1.4772 |
0.1028 |
6.6% |
0.0162 |
1.0% |
68% |
False |
False |
63,408 |
| 60 |
1.6434 |
1.4772 |
0.1662 |
10.7% |
0.0157 |
1.0% |
42% |
False |
False |
42,381 |
| 80 |
1.6434 |
1.4772 |
0.1662 |
10.7% |
0.0153 |
1.0% |
42% |
False |
False |
31,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6002 |
|
2.618 |
1.5805 |
|
1.618 |
1.5684 |
|
1.000 |
1.5609 |
|
0.618 |
1.5563 |
|
HIGH |
1.5488 |
|
0.618 |
1.5442 |
|
0.500 |
1.5428 |
|
0.382 |
1.5413 |
|
LOW |
1.5367 |
|
0.618 |
1.5292 |
|
1.000 |
1.5246 |
|
1.618 |
1.5171 |
|
2.618 |
1.5050 |
|
4.250 |
1.4853 |
|
|
| Fisher Pivots for day following 14-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5455 |
1.5449 |
| PP |
1.5441 |
1.5429 |
| S1 |
1.5428 |
1.5409 |
|