CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 16-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5467 |
1.5474 |
0.0007 |
0.0% |
1.5437 |
| High |
1.5520 |
1.5481 |
-0.0039 |
-0.3% |
1.5520 |
| Low |
1.5381 |
1.5353 |
-0.0028 |
-0.2% |
1.5329 |
| Close |
1.5500 |
1.5386 |
-0.0114 |
-0.7% |
1.5386 |
| Range |
0.0139 |
0.0128 |
-0.0011 |
-7.9% |
0.0191 |
| ATR |
0.0151 |
0.0151 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
88,190 |
105,644 |
17,454 |
19.8% |
480,980 |
|
| Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5791 |
1.5716 |
1.5456 |
|
| R3 |
1.5663 |
1.5588 |
1.5421 |
|
| R2 |
1.5535 |
1.5535 |
1.5409 |
|
| R1 |
1.5460 |
1.5460 |
1.5398 |
1.5434 |
| PP |
1.5407 |
1.5407 |
1.5407 |
1.5393 |
| S1 |
1.5332 |
1.5332 |
1.5374 |
1.5306 |
| S2 |
1.5279 |
1.5279 |
1.5363 |
|
| S3 |
1.5151 |
1.5204 |
1.5351 |
|
| S4 |
1.5023 |
1.5076 |
1.5316 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5985 |
1.5876 |
1.5491 |
|
| R3 |
1.5794 |
1.5685 |
1.5439 |
|
| R2 |
1.5603 |
1.5603 |
1.5421 |
|
| R1 |
1.5494 |
1.5494 |
1.5404 |
1.5453 |
| PP |
1.5412 |
1.5412 |
1.5412 |
1.5391 |
| S1 |
1.5303 |
1.5303 |
1.5368 |
1.5262 |
| S2 |
1.5221 |
1.5221 |
1.5351 |
|
| S3 |
1.5030 |
1.5112 |
1.5333 |
|
| S4 |
1.4839 |
1.4921 |
1.5281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5520 |
1.5329 |
0.0191 |
1.2% |
0.0127 |
0.8% |
30% |
False |
False |
96,196 |
| 10 |
1.5520 |
1.5122 |
0.0398 |
2.6% |
0.0134 |
0.9% |
66% |
False |
False |
86,214 |
| 20 |
1.5520 |
1.4790 |
0.0730 |
4.7% |
0.0151 |
1.0% |
82% |
False |
False |
99,696 |
| 40 |
1.5556 |
1.4772 |
0.0784 |
5.1% |
0.0160 |
1.0% |
78% |
False |
False |
68,224 |
| 60 |
1.6259 |
1.4772 |
0.1487 |
9.7% |
0.0158 |
1.0% |
41% |
False |
False |
45,603 |
| 80 |
1.6434 |
1.4772 |
0.1662 |
10.8% |
0.0151 |
1.0% |
37% |
False |
False |
34,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6025 |
|
2.618 |
1.5816 |
|
1.618 |
1.5688 |
|
1.000 |
1.5609 |
|
0.618 |
1.5560 |
|
HIGH |
1.5481 |
|
0.618 |
1.5432 |
|
0.500 |
1.5417 |
|
0.382 |
1.5402 |
|
LOW |
1.5353 |
|
0.618 |
1.5274 |
|
1.000 |
1.5225 |
|
1.618 |
1.5146 |
|
2.618 |
1.5018 |
|
4.250 |
1.4809 |
|
|
| Fisher Pivots for day following 16-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5417 |
1.5437 |
| PP |
1.5407 |
1.5420 |
| S1 |
1.5396 |
1.5403 |
|