CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 22-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5372 |
1.5408 |
0.0036 |
0.2% |
1.5437 |
| High |
1.5437 |
1.5472 |
0.0035 |
0.2% |
1.5520 |
| Low |
1.5326 |
1.5337 |
0.0011 |
0.1% |
1.5329 |
| Close |
1.5401 |
1.5384 |
-0.0017 |
-0.1% |
1.5386 |
| Range |
0.0111 |
0.0135 |
0.0024 |
21.6% |
0.0191 |
| ATR |
0.0151 |
0.0150 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
94,083 |
96,280 |
2,197 |
2.3% |
480,980 |
|
| Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5803 |
1.5728 |
1.5458 |
|
| R3 |
1.5668 |
1.5593 |
1.5421 |
|
| R2 |
1.5533 |
1.5533 |
1.5409 |
|
| R1 |
1.5458 |
1.5458 |
1.5396 |
1.5428 |
| PP |
1.5398 |
1.5398 |
1.5398 |
1.5383 |
| S1 |
1.5323 |
1.5323 |
1.5372 |
1.5293 |
| S2 |
1.5263 |
1.5263 |
1.5359 |
|
| S3 |
1.5128 |
1.5188 |
1.5347 |
|
| S4 |
1.4993 |
1.5053 |
1.5310 |
|
|
| 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 |
1.5481 |
1.5186 |
0.0295 |
1.9% |
0.0144 |
0.9% |
67% |
False |
False |
107,312 |
| 10 |
1.5520 |
1.5186 |
0.0334 |
2.2% |
0.0135 |
0.9% |
59% |
False |
False |
101,365 |
| 20 |
1.5520 |
1.4790 |
0.0730 |
4.7% |
0.0142 |
0.9% |
81% |
False |
False |
98,995 |
| 40 |
1.5520 |
1.4772 |
0.0748 |
4.9% |
0.0163 |
1.1% |
82% |
False |
False |
78,923 |
| 60 |
1.6256 |
1.4772 |
0.1484 |
9.6% |
0.0157 |
1.0% |
41% |
False |
False |
52,773 |
| 80 |
1.6434 |
1.4772 |
0.1662 |
10.8% |
0.0154 |
1.0% |
37% |
False |
False |
39,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6046 |
|
2.618 |
1.5825 |
|
1.618 |
1.5690 |
|
1.000 |
1.5607 |
|
0.618 |
1.5555 |
|
HIGH |
1.5472 |
|
0.618 |
1.5420 |
|
0.500 |
1.5405 |
|
0.382 |
1.5389 |
|
LOW |
1.5337 |
|
0.618 |
1.5254 |
|
1.000 |
1.5202 |
|
1.618 |
1.5119 |
|
2.618 |
1.4984 |
|
4.250 |
1.4763 |
|
|
| Fisher Pivots for day following 22-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5405 |
1.5382 |
| PP |
1.5398 |
1.5380 |
| S1 |
1.5391 |
1.5379 |
|