CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 15-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5373 |
1.5467 |
0.0094 |
0.6% |
1.5256 |
| High |
1.5488 |
1.5520 |
0.0032 |
0.2% |
1.5388 |
| Low |
1.5367 |
1.5381 |
0.0014 |
0.1% |
1.5122 |
| Close |
1.5469 |
1.5500 |
0.0031 |
0.2% |
1.5363 |
| Range |
0.0121 |
0.0139 |
0.0018 |
14.9% |
0.0266 |
| ATR |
0.0152 |
0.0151 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
81,218 |
88,190 |
6,972 |
8.6% |
381,166 |
|
| Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5884 |
1.5831 |
1.5576 |
|
| R3 |
1.5745 |
1.5692 |
1.5538 |
|
| R2 |
1.5606 |
1.5606 |
1.5525 |
|
| R1 |
1.5553 |
1.5553 |
1.5513 |
1.5580 |
| PP |
1.5467 |
1.5467 |
1.5467 |
1.5480 |
| S1 |
1.5414 |
1.5414 |
1.5487 |
1.5441 |
| S2 |
1.5328 |
1.5328 |
1.5475 |
|
| S3 |
1.5189 |
1.5275 |
1.5462 |
|
| S4 |
1.5050 |
1.5136 |
1.5424 |
|
|
| 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 |
1.5520 |
1.5263 |
0.0257 |
1.7% |
0.0127 |
0.8% |
92% |
True |
False |
95,418 |
| 10 |
1.5520 |
1.5122 |
0.0398 |
2.6% |
0.0134 |
0.9% |
95% |
True |
False |
88,098 |
| 20 |
1.5520 |
1.4790 |
0.0730 |
4.7% |
0.0150 |
1.0% |
97% |
True |
False |
101,412 |
| 40 |
1.5672 |
1.4772 |
0.0900 |
5.8% |
0.0162 |
1.0% |
81% |
False |
False |
65,598 |
| 60 |
1.6302 |
1.4772 |
0.1530 |
9.9% |
0.0157 |
1.0% |
48% |
False |
False |
43,846 |
| 80 |
1.6434 |
1.4772 |
0.1662 |
10.7% |
0.0152 |
1.0% |
44% |
False |
False |
32,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6111 |
|
2.618 |
1.5884 |
|
1.618 |
1.5745 |
|
1.000 |
1.5659 |
|
0.618 |
1.5606 |
|
HIGH |
1.5520 |
|
0.618 |
1.5467 |
|
0.500 |
1.5451 |
|
0.382 |
1.5434 |
|
LOW |
1.5381 |
|
0.618 |
1.5295 |
|
1.000 |
1.5242 |
|
1.618 |
1.5156 |
|
2.618 |
1.5017 |
|
4.250 |
1.4790 |
|
|
| Fisher Pivots for day following 15-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5484 |
1.5475 |
| PP |
1.5467 |
1.5450 |
| S1 |
1.5451 |
1.5425 |
|