CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 23-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5408 |
1.5382 |
-0.0026 |
-0.2% |
1.5292 |
| High |
1.5472 |
1.5400 |
-0.0072 |
-0.5% |
1.5472 |
| Low |
1.5337 |
1.5291 |
-0.0046 |
-0.3% |
1.5186 |
| Close |
1.5384 |
1.5369 |
-0.0015 |
-0.1% |
1.5369 |
| Range |
0.0135 |
0.0109 |
-0.0026 |
-19.3% |
0.0286 |
| ATR |
0.0150 |
0.0147 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
96,280 |
137,354 |
41,074 |
42.7% |
568,273 |
|
| Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5680 |
1.5634 |
1.5429 |
|
| R3 |
1.5571 |
1.5525 |
1.5399 |
|
| R2 |
1.5462 |
1.5462 |
1.5389 |
|
| R1 |
1.5416 |
1.5416 |
1.5379 |
1.5385 |
| PP |
1.5353 |
1.5353 |
1.5353 |
1.5338 |
| S1 |
1.5307 |
1.5307 |
1.5359 |
1.5276 |
| S2 |
1.5244 |
1.5244 |
1.5349 |
|
| S3 |
1.5135 |
1.5198 |
1.5339 |
|
| S4 |
1.5026 |
1.5089 |
1.5309 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6200 |
1.6071 |
1.5526 |
|
| R3 |
1.5914 |
1.5785 |
1.5448 |
|
| R2 |
1.5628 |
1.5628 |
1.5421 |
|
| R1 |
1.5499 |
1.5499 |
1.5395 |
1.5564 |
| PP |
1.5342 |
1.5342 |
1.5342 |
1.5375 |
| S1 |
1.5213 |
1.5213 |
1.5343 |
1.5278 |
| S2 |
1.5056 |
1.5056 |
1.5317 |
|
| S3 |
1.4770 |
1.4927 |
1.5290 |
|
| S4 |
1.4484 |
1.4641 |
1.5212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5472 |
1.5186 |
0.0286 |
1.9% |
0.0140 |
0.9% |
64% |
False |
False |
113,654 |
| 10 |
1.5520 |
1.5186 |
0.0334 |
2.2% |
0.0134 |
0.9% |
55% |
False |
False |
104,925 |
| 20 |
1.5520 |
1.4799 |
0.0721 |
4.7% |
0.0137 |
0.9% |
79% |
False |
False |
99,357 |
| 40 |
1.5520 |
1.4772 |
0.0748 |
4.9% |
0.0160 |
1.0% |
80% |
False |
False |
82,334 |
| 60 |
1.6256 |
1.4772 |
0.1484 |
9.7% |
0.0157 |
1.0% |
40% |
False |
False |
55,057 |
| 80 |
1.6434 |
1.4772 |
0.1662 |
10.8% |
0.0154 |
1.0% |
36% |
False |
False |
41,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5863 |
|
2.618 |
1.5685 |
|
1.618 |
1.5576 |
|
1.000 |
1.5509 |
|
0.618 |
1.5467 |
|
HIGH |
1.5400 |
|
0.618 |
1.5358 |
|
0.500 |
1.5346 |
|
0.382 |
1.5333 |
|
LOW |
1.5291 |
|
0.618 |
1.5224 |
|
1.000 |
1.5182 |
|
1.618 |
1.5115 |
|
2.618 |
1.5006 |
|
4.250 |
1.4828 |
|
|
| Fisher Pivots for day following 23-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5361 |
1.5382 |
| PP |
1.5353 |
1.5377 |
| S1 |
1.5346 |
1.5373 |
|