CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 19-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5474 |
1.5292 |
-0.0182 |
-1.2% |
1.5437 |
| High |
1.5481 |
1.5386 |
-0.0095 |
-0.6% |
1.5520 |
| Low |
1.5353 |
1.5186 |
-0.0167 |
-1.1% |
1.5329 |
| Close |
1.5386 |
1.5308 |
-0.0078 |
-0.5% |
1.5386 |
| Range |
0.0128 |
0.0200 |
0.0072 |
56.3% |
0.0191 |
| ATR |
0.0151 |
0.0154 |
0.0004 |
2.3% |
0.0000 |
| Volume |
105,644 |
115,099 |
9,455 |
8.9% |
480,980 |
|
| Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5893 |
1.5801 |
1.5418 |
|
| R3 |
1.5693 |
1.5601 |
1.5363 |
|
| R2 |
1.5493 |
1.5493 |
1.5345 |
|
| R1 |
1.5401 |
1.5401 |
1.5326 |
1.5447 |
| PP |
1.5293 |
1.5293 |
1.5293 |
1.5317 |
| S1 |
1.5201 |
1.5201 |
1.5290 |
1.5247 |
| S2 |
1.5093 |
1.5093 |
1.5271 |
|
| S3 |
1.4893 |
1.5001 |
1.5253 |
|
| S4 |
1.4693 |
1.4801 |
1.5198 |
|
|
| 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 |
1.5186 |
0.0334 |
2.2% |
0.0141 |
0.9% |
37% |
False |
True |
95,192 |
| 10 |
1.5520 |
1.5122 |
0.0398 |
2.6% |
0.0144 |
0.9% |
47% |
False |
False |
96,520 |
| 20 |
1.5520 |
1.4790 |
0.0730 |
4.8% |
0.0147 |
1.0% |
71% |
False |
False |
99,822 |
| 40 |
1.5556 |
1.4772 |
0.0784 |
5.1% |
0.0162 |
1.1% |
68% |
False |
False |
71,076 |
| 60 |
1.6256 |
1.4772 |
0.1484 |
9.7% |
0.0159 |
1.0% |
36% |
False |
False |
47,519 |
| 80 |
1.6434 |
1.4772 |
0.1662 |
10.9% |
0.0152 |
1.0% |
32% |
False |
False |
35,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6236 |
|
2.618 |
1.5910 |
|
1.618 |
1.5710 |
|
1.000 |
1.5586 |
|
0.618 |
1.5510 |
|
HIGH |
1.5386 |
|
0.618 |
1.5310 |
|
0.500 |
1.5286 |
|
0.382 |
1.5262 |
|
LOW |
1.5186 |
|
0.618 |
1.5062 |
|
1.000 |
1.4986 |
|
1.618 |
1.4862 |
|
2.618 |
1.4662 |
|
4.250 |
1.4336 |
|
|
| Fisher Pivots for day following 19-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5301 |
1.5353 |
| PP |
1.5293 |
1.5338 |
| S1 |
1.5286 |
1.5323 |
|