CME British Pound Future June 2010
| Trading Metrics calculated at close of trading on 26-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5382 |
1.5375 |
-0.0007 |
0.0% |
1.5292 |
| High |
1.5400 |
1.5498 |
0.0098 |
0.6% |
1.5472 |
| Low |
1.5291 |
1.5369 |
0.0078 |
0.5% |
1.5186 |
| Close |
1.5369 |
1.5454 |
0.0085 |
0.6% |
1.5369 |
| Range |
0.0109 |
0.0129 |
0.0020 |
18.3% |
0.0286 |
| ATR |
0.0147 |
0.0145 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
137,354 |
131,350 |
-6,004 |
-4.4% |
568,273 |
|
| Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5827 |
1.5770 |
1.5525 |
|
| R3 |
1.5698 |
1.5641 |
1.5489 |
|
| R2 |
1.5569 |
1.5569 |
1.5478 |
|
| R1 |
1.5512 |
1.5512 |
1.5466 |
1.5541 |
| PP |
1.5440 |
1.5440 |
1.5440 |
1.5455 |
| S1 |
1.5383 |
1.5383 |
1.5442 |
1.5412 |
| S2 |
1.5311 |
1.5311 |
1.5430 |
|
| S3 |
1.5182 |
1.5254 |
1.5419 |
|
| S4 |
1.5053 |
1.5125 |
1.5383 |
|
|
| 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 |
1.5498 |
1.5285 |
0.0213 |
1.4% |
0.0126 |
0.8% |
79% |
True |
False |
116,904 |
| 10 |
1.5520 |
1.5186 |
0.0334 |
2.2% |
0.0133 |
0.9% |
80% |
False |
False |
106,048 |
| 20 |
1.5520 |
1.4884 |
0.0636 |
4.1% |
0.0137 |
0.9% |
90% |
False |
False |
99,224 |
| 40 |
1.5520 |
1.4772 |
0.0748 |
4.8% |
0.0160 |
1.0% |
91% |
False |
False |
85,566 |
| 60 |
1.6147 |
1.4772 |
0.1375 |
8.9% |
0.0156 |
1.0% |
50% |
False |
False |
57,242 |
| 80 |
1.6434 |
1.4772 |
0.1662 |
10.8% |
0.0153 |
1.0% |
41% |
False |
False |
42,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6046 |
|
2.618 |
1.5836 |
|
1.618 |
1.5707 |
|
1.000 |
1.5627 |
|
0.618 |
1.5578 |
|
HIGH |
1.5498 |
|
0.618 |
1.5449 |
|
0.500 |
1.5434 |
|
0.382 |
1.5418 |
|
LOW |
1.5369 |
|
0.618 |
1.5289 |
|
1.000 |
1.5240 |
|
1.618 |
1.5160 |
|
2.618 |
1.5031 |
|
4.250 |
1.4821 |
|
|
| Fisher Pivots for day following 26-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5447 |
1.5434 |
| PP |
1.5440 |
1.5414 |
| S1 |
1.5434 |
1.5395 |
|